Search results for: evaluation methodology

Authors: Aleksandr S. Demin, Anastasiia V. Ivanova

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Purpose: The current economy tends to increase the influence of digital technologies and diminish the human role in management. However, it is impossible to deny that a person still leads a business with its own set of values and priorities. The article presented aims to incorporate the peculiarities of the national culture and the characteristics of the supply chain using the quantitative values of the national culture obtained by the scholars of comparative management (Hofstede, House, and others). Design/Methodology/Approach: The conducted research is based on the secondary data in the field of cross-country comparison achieved by Prof. Hofstede and received in the GLOBE project. The data mentioned are used to design different aspects of the supply chain both on the cross-functional and inter-organizational levels. The connection between a range of principles in general (roles assignment, customer service prioritization, coordination of supply chain partners) and in comparative management (acknowledgment of the national peculiarities of the country in which the company operates) is shown over economic and mathematical models, mainly linear programming models. Findings: The combination of the team management wheel concept, the business processes of the global supply chain, and the national culture characteristics let a transnational corporation to form a supply chain crew balanced in costs, functions, and personality. To elaborate on an effective customer service policy and logistics strategy in goods and services distribution in the country under review, two approaches are offered. The first approach relies exceptionally on the customer’s interest in the place of operation, while the second one takes into account the position of the transnational corporation and its previous experience in order to accord both organizational and national cultures. The effect of integration practice on the achievement of a specific supply chain goal in a specific location is advised to assess via types of correlation (positive, negative, non) and the value of national culture indices. Research Limitations: The models developed are intended to be used by transnational companies and business forms located in several nationally different areas. Some of the inputs to illustrate the application of the methods offered are simulated. That is why the numerical measurements should be used with caution. Practical Implications: The research can be of great interest for the supply chain managers who are responsible for the engineering of global supply chains in a transnational corporation and the further activities in doing business on the international area. As well, the methods, tools, and approaches suggested can be used by top managers searching for new ways of competitiveness and can be suitable for all staff members who are keen on the national culture traits topic. Originality/Value: The elaborated methods of decision-making with regard to the national environment suggest the mathematical and economic base to find a comprehensive solution.

Keywords: logistics integration, logistics services, multinational corporation, national culture, team management, service policy, supply chain management

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Authors: Erin Lawlor

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In 2008 Time magazine named terrorist rehabilitation as one of the best ideas of the year. The term deradicalisation has become synonymous with rehabilitation within security discourse. The allure for a “quick fix” when managing terrorist populations (particularly within prisons) has led to a focus on prescriptive programmes where there is a distinct lack of exploration into the drivers for a person to disengage or deradicalise from violence. It has been argued that to tackle a snowballing issue that interventions have moved too quickly for both theory development and methodological structure. This overly quick acceptance of a term that lacks rigorous testing, measuring, and monitoring means that there is distinct lack of evidence base for deradicalisation being a genuine process/phenomenon, leading to academics retrospectively attempting to design frameworks and interventions around a concept that is not truly understood. The UK Home Office has openly acknowledged the lack of empirical data on this subject. This lack of evidence has a direct impact on policy and intervention development. Extremism and deradicalisation are issues that affect public health outcomes on a global scale, to the point that terrorism has now been added to the list of causes of trauma, both in the direct form of being victim of an attack but also the indirect context of witnesses, children and ordinary citizens who live in daily fear. This study critiques current deradicalisation discourses to establish whether public health approaches offer opportunities for development. The research begins by exploring the theoretical constructs of both what deradicalisation, and public health issues are. Questioning: What does deradicalisation involve? Is there an evidential base on which deradicalisation theory has established itself? What theory are public health interventions devised from? What does success look like in both fields? From establishing this base, current deradicalisation practices will then be explored through examples of work already being carried out. Critiques can be broken into discussion points of: Language, the difficulties with conducting empirical studies and the issues around outcome measurements that deradicalisation interventions face. This study argues that a public health approach towards deradicalisation offers the opportunity to attempt to bring clarity to the definitions of radicalisation, identify what could be modified through intervention and offer insights into the evaluation of interventions. As opposed to simply focusing on an element of deradicalisation and analysing that in isolation, a public health approach allows for what the literature has pointed out is missing, a comprehensive analysis of current interventions and information on creating efficacy monitoring systems. Interventions, policies, guidance, and practices in both the UK and Australia will be compared and contrasted, due to the joint nature of this research between Sheffield Hallam University and La Trobe, Melbourne.

Keywords: radicalisation, deradicalisation, violent extremism, public health

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Authors: Shubhangi Roy

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Relational Contracts (informal understandings not enforceable by law) are a common feature of most economies. However, their dominance is higher in developing countries. Such informality of economic sectors is often co-related to lower economic growth. The aim of this paper is to investigate whether informal arrangements i.e. relational contracts are a cause or symptom of lower levels of economic and/or institutional development. The methodology followed involves an initial survey of 150 test subjects in Northern India. The subjects are all members of occupations where they frequently transact ensuring uniformity in transaction volume. However, the subjects are from varied socio-economic backgrounds to ensure sufficient variance in transaction values allowing us to understand the relationship between the amount of money involved to the method of transaction used, if any. Questions asked are quantitative and qualitative with an aim to observe both the behavior and motivation behind such behavior. An overarching similarity observed during the survey across all subjects’ responses is that in an economy like India with pervasive corruption and delayed litigation, economy participants have created alternative social sanctions to deal with non-performers. In a society that functions predominantly on caste, class and gender classifications, these sanctions could, in fact, be more cumbersome for a potential rule-breaker than the legal ramifications. It, therefore, is a symptom of weak formal regulatory enforcement and dispute settlement mechanism. Additionally, the study bifurcates such informal arrangements into two separate systems - a) when it exists in addition to and augments a legal framework creating an efficient socio-legal equilibrium or; b) in conflict with the legal system in place. This categorization is an important step in regulating informal arrangements. Instead of considering the entire gamut of such arrangements as counter-development, it helps decision-makers understand when to dismantle (latter) and when to pivot around existing informal systems (former). The paper hypothesizes that those social arrangements that support the formal legal frameworks allow for cheaper enforcement of regulations with lower enforcement costs burden on the state mechanism. On the other hand, norms which contradict legal rules will undermine the formal framework. Law infringement, in presence of these norms, will have no impact on the reputation of the business or individual outside of the punishment imposed under the law. It is especially exacerbated in the Indian legal system where enforcement of penalties for non-performance of contracts is low. In such a situation, the social norm will be adhered to more strictly by the individuals rather than the legal norms. This greatly undermines the role of regulations. The paper concludes with recommendations that allow policy-makers and legal systems to encourage the former category of informal arrangements while discouraging norms that undermine legitimate policy objectives. Through this investigation, we will be able to expand our understanding of tools of market development beyond regulations. This will allow academics and policymakers to harness social norms for less disruptive and more lasting growth.

Keywords: distribution of income, emerging economies, relational contracts, sample survey, social norms

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Authors: Marcos Silva Tavares, Jamile Raquel Regazzo, Edson José de Souza Sardinha, Murilo Mesquita Baesso

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Common beans are a widely cultivated and consumed legume globally, serving as a staple food for humans, especially in developing countries, due to their nutritional characteristics. Nitrogen (N) is the most limiting nutrient for productivity, and foliar analysis is crucial to ensure balanced nitrogen fertilization. Excessive N applications can cause, either isolated or cumulatively, soil and water contamination, plant toxicity, and increase their susceptibility to diseases and pests. However, the quantification of N using conventional methods is time-consuming and costly, demanding new technologies to optimize the adequate supply of N to plants. Thus, it becomes necessary to establish constant monitoring of the foliar content of this macronutrient in plants, mainly at the V4 stage, aiming at precision management of nitrogen fertilization. In this work, the objective was to evaluate the performance of a deep learning model, Resnet-50, in the classification of foliar nitrogen in common beans using RGB images. The BRS Estilo cultivar was sown in a greenhouse in a completely randomized design with four nitrogen doses (T1 = 0 kg N ha-1, T2 = 25 kg N ha-1, T3 = 75 kg N ha-1, and T4 = 100 kg N ha-1) and 12 replications. Pots with 5L capacity were used with a substrate composed of 43% soil (Neossolo Quartzarênico), 28.5% crushed sugarcane bagasse, and 28.5% cured bovine manure. The water supply of the plants was done with 5mm of water per day. The application of urea (45% N) and the acquisition of images occurred 14 and 32 days after sowing, respectively. A code developed in Matlab© R2022b was used to cut the original images into smaller blocks, originating an image bank composed of 4 folders representing the four classes and labeled as T1, T2, T3, and T4, each containing 500 images of 224x224 pixels obtained from plants cultivated under different N doses. The Matlab© R2022b software was used for the implementation and performance analysis of the model. The evaluation of the efficiency was done by a set of metrics, including accuracy (AC), F1-score (F1), specificity (SP), area under the curve (AUC), and precision (P). The ResNet-50 showed high performance in the classification of foliar N levels in common beans, with AC values of 85.6%. The F1 for classes T1, T2, T3, and T4 was 76, 72, 74, and 77%, respectively. This study revealed that the use of RGB images combined with deep learning can be a promising alternative to slow laboratory analyses, capable of optimizing the estimation of foliar N. This can allow rapid intervention by the producer to achieve higher productivity and less fertilizer waste. Future approaches are encouraged to develop mobile devices capable of handling images using deep learning for the classification of the nutritional status of plants in situ.

Keywords: convolutional neural network, residual network 50, nutritional status, artificial intelligence

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Authors: Abderrazak Bannari, Ghadeer Kadhem

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The objectives of this paper are the validation and the evaluation of MBES-CARIS BASE surface data performance for bathymetric mapping of shallow water in the Kingdom of Bahrain. The latter is an archipelago with a total land area of about 765.30 km², approximately 126 km of coastline and 8,000 km² of marine area, located in the Arabian Gulf, east of Saudi Arabia and west of Qatar (26° 00’ N, 50° 33’ E). To achieve our objectives, bathymetric attributed grid files (X, Y, and depth) generated from the coverage of ship-track MBSE data with 300 x 300 m cells, processed with CARIS-HIPS, were downloaded from the General Bathymetric Chart of the Oceans (GEBCO). Then, brought into ArcGIS and converted into a raster format following five steps: Exportation of GEBCO BASE surface data to the ASCII file; conversion of ASCII file to a points shape file; extraction of the area points covering the water boundary of the Kingdom of Bahrain and multiplying the depth values by -1 to get the negative values. Then, the simple Kriging method was used in ArcMap environment to generate a new raster bathymetric grid surface of 30×30 m cells, which was the basis of the subsequent analysis. Finally, for validation purposes, 2200 bathymetric points were extracted from a medium scale nautical map (1:100 000) considering different depths over the Bahrain national water boundary. The nautical map was scanned, georeferenced and overlaid on the MBES-CARIS generated raster bathymetric grid surface (step 5 above), and then homologous depth points were selected. Statistical analysis, expressed as a linear error at the 95% confidence level, showed a strong correlation coefficient (R² = 0.96) and a low RMSE (± 0.57 m) between the nautical map and derived MBSE-CARIS depths if we consider only the shallow areas with depths of less than 10 m (about 800 validation points). When we consider only deeper areas (> 10 m) the correlation coefficient is equal to 0.73 and the RMSE is equal to ± 2.43 m while if we consider the totality of 2200 validation points including all depths, the correlation coefficient is still significant (R² = 0.81) with satisfactory RMSE (± 1.57 m). Certainly, this significant variation can be caused by the MBSE that did not completely cover the bottom in several of the deeper pockmarks because of the rapid change in depth. In addition, steep slopes and the rough seafloor probably affect the acquired MBSE raw data. In addition, the interpolation of missed area values between MBSE acquisition swaths-lines (ship-tracked sounding data) may not reflect the true depths of these missed areas. However, globally the results of the MBES-CARIS data are very appropriate for bathymetric mapping of shallow water areas.

Keywords: bathymetry mapping, multibeam echosounder systems, CARIS-HIPS, shallow water

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Authors: Fiona Jensen, Barb Goodwin, Nancy Kleiman, Rhonda Usunier

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Background: Clinical simulation is now a common component in many health profession curricula in preparation for clinical practice. In the Rady Faculty of Health Sciences (RFHS) college leads in simulation and interprofessional (IP) education, planned an eight hour simulated hospital day shift, where seventy students from six health professions across two campuses, learned with each other in a safe, realistic environment. Learning about interprofessional collaboration, an expected competency for many health professions upon graduation, was a primary focus of the simulation event. Method: Faculty representatives from the Colleges of Nursing, Medicine, Pharmacy and Rehabilitation Sciences (Physical Therapy, Occupation Therapy, Respiratory Therapy) and Pharmacy worked together to plan the IP event in a simulation facility in the College of Nursing. Each college provided a faculty mentor to guide the same profession students. Students were placed in interprofessional teams consisting of a nurse, physician, pharmacist, and then sharing respiratory, occupational, and physical therapists across the team depending on the needs of the patients. Eight patient scenarios were role played by health profession students, who had been provided with their patient’s story shortly before the event. Each team was guided by a facilitator. Results and Outcomes: On the morning of the event, all students gathered in a large group to meet mentors and facilitators and have a brief overview of the six competencies for effective collaboration and the session objectives. The students assuming their same profession roles were provided with their patient’s chart at the beginning of the shift, met with their team, and then completed professional specific assessments. Shortly into the shift, IP team rounds began, facilitated by the team facilitator. During the shift, each patient role-played a spontaneous health incident, which required collaboration between the IP team members for assessment and management. The afternoon concluded with team rounds, a collaborative management plan, and a facilitated de-brief. Conclusions: During the de-brief sessions, students responded to set questions related to the session learning objectives and expressed many positive learning moments. We believe that we have a sustainable simulation IP collaborative learning opportunity, which can be embedded into curricula, and has the capacity to grow to include more health profession faculties and students. Opportunities are being explored in the RFHS at the administrative level, to offer this event more frequently in the academic year to reach more students. In addition, a formally structured event evaluation tool would provide important feedback and inform the qualitative feedback to event organizers and the colleges about the significance of the simulation event to student learning.

Keywords: simulation, collaboration, teams, interprofessional

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Authors: Shailendra Kumar, Lokesh Kashyap, Puneet Khanna, Nishant Patel, Rakesh Kumar, Arshad Ayub, Kelika Prakash, Yudhyavir Singh, Krithikabrindha V.

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Introduction: Spinal anesthesia is considered a standard anesthesia technique for caesarean delivery. The incidence of spinal hypotension during caesarean delivery is 70 -80%. Spinal hypotension may cause cerebral hypoperfusion in the mother, but physiologically cerebral autoregulatory mechanisms accordingly prevent cerebral hypoxia. Cerebral blood flow remains constant in the 50-150 mmHg of Cerebral Perfusion Pressure (CPP) range. Near-infrared spectroscopy (NIRS) is a non-invasive technology that is used to detect Cerebral Desaturation Events (CDEs) immediately compared to other conventional intraoperative monitoring techniques. Objective: The primary aim of the study is to correlate the change in cerebral oxygen saturation using NIRS with respect to a fall in mean blood pressure after spinal anaesthesia and to find out the effects of spinal hypotension on neonatal APGAR score, neonatal acid-base variations, and presence of Postoperative Delirium (POD). Methodology: NIRS sensors were attached to the forehead of all the patients, and their baseline readings of cerebral oxygenation on the right and left frontal regions and mean blood pressure were noted. Subarachnoid block was given with hyperbaric 0.5% bupivacaine plus fentanyl, the dose being determined by the individual anaesthesiologist. Co-loading of IV crystalloid solutions was given to the patient. Blood pressure reading and cerebral saturation were recorded every 1 minute till 30min. Hypotension was a fall in MAP less than 20% of the baseline values. Patients going for hypotension were treated with an IV Bolus of phenylephrine/ephedrine. Umbilical cord blood samples were taken for blood gas analysis, and neonatal APGAR was noted by a neonatologist. Study design: A prospective observational study conducted in a population of Thirty ASA 2 and 3 parturients scheduled for lower segment caesarean section (LSCS). Results: Mean fall in regional cerebral saturation is 28.48 ± 14.7% with respect to the mean fall in blood pressure 38.92 ± 8.44 mm Hg. The correlation coefficient between fall in saturation and fall in mean blood pressure is 0.057, and p-value {0.7} after subarachnoid block. A fall in regional cerebral saturation occurred 2±1 min before a fall in mean blood pressure. Twenty-nine out of thirty patients required vasopressors during hypotension. The first dose of vasopressor requirement is needed at 6.02±2 min after the block. The mean APGAR score was 7.86 and 9.74 at 1 and 5 min of birth, respectively, and the mean umbilical arterial pH of 7.3±0.1. According to DRS-98 (Delirium Rating Scale), the mean delirium rating score on postoperative day 1 and day 2 were 0.1 and 0.7, respectively. Discussion: There was a fall in regional cerebral oxygen saturation, which started before with respect to a significant fall in mean blood pressure readings but was statistically not significant. Maximal fall in blood pressure requiring vasopressors occurs within 10 min of SAB. Neonatal APGAR scores and acid-base variations were in the normal range with maternal hypotension, and there was no incidence of postoperative delirium in patients with post-spinal hypotension.

Keywords: cerebral oxygenation, LSCS, NIRS, spinal hypotension

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Authors: Tatjana Pekmezovic, Milica Jecmenica-Lukic, Igor Petrovic, Vladimir Kostic

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Background: A group of atypical parkinsonian syndromes (APS) includes a variety of rare neurodegenerative disorders characterized by reduced life expectancy, increasing disability, and considerable impact on health-related quality of life (HRQoL). Aim: In this study we wanted to answer two questions: a) which demographic and clinical factors are main contributors of HRQoL in our cohort of patients with APS, and b) how does quality of life of these patients change over 1-year follow-up period. Patients and Methods: We conducted a prospective cohort study in hospital settings. The initial study comprised all consecutive patients who were referred to the Department of Movement Disorders, Clinic of Neurology, Clinical Centre of Serbia, Faculty of Medicine, University of Belgrade (Serbia), from January 31, 2000 to July 31, 2013, with the initial diagnoses of ‘Parkinson’s disease’, ‘parkinsonism’, ‘atypical parkinsonism’ and ‘parkinsonism plus’ during the first 8 months from the appearance of first symptom(s). The patients were afterwards regularly followed in 4-6 month intervals and eventually the diagnoses were established for 46 patients fulfilling the criteria for clinically probable progressive supranuclear palsy (PSP) and 36 patients for probable multiple system atrophy (MSA). The health-related quality of life was assessed by using the SF-36 questionnaire (Serbian translation). Hierarchical multiple regression analysis was conducted to identify predictors of composite scores of SF-36. The importance of changes in quality of life scores of patients with APS between baseline and follow-up time-point were quantified using Wilcoxon Signed Ranks Test. The magnitude of any differences for the quality of life changes was calculated as an effect size (ES). Results: The final models of hierarchical regression analysis showed that apathy measured by the Apathy evaluation scale (AES) score accounted for 59% of the variance in the Physical Health Composite Score of SF-36 and 14% of the variance in the Mental Health Composite Score of SF-36 (p<0.01). The changes in HRQoL were assessed in 52 patients with APS who completed 1-year follow-up period. The analysis of magnitude for changes in HRQoL during one-year follow-up period have shown sustained medium ES (0.50-0.79) for both Physical and Mental health composite scores, total quality of life as well as for the Physical Health, Vitality, Role Emotional and Social Functioning. Conclusion: This study provides insight into new potential predictors of HRQoL and its changes over time in patients with APS. Additionally, identification of both prognostic markers of a poor HRQoL and magnitude of its changes should be considered when developing comprehensive treatment-related strategies and health care programs aimed at improving HRQoL and well-being in patients with APS.

Keywords: atypical parkinsonian syndromes, follow-up study, quality of life, APS

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Authors: Navah Z. Ratzon, Talia Glick, Iris Manor

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Attention Deficit Hyperactivity Disorder (ADHD) is a chronic disorder that affects the sufferer’s functioning throughout life and in various spheres of activity, including driving. Difficulties in cognitive functioning and executive functions are often part and parcel of the ADHD diagnosis, and thus form a risk factor in driving. Studies examining the effectiveness of intervention programs for improving and rehabilitating driving in typical teenagers have been conducted in relatively small numbers; while studies on similar programs for teenagers with ADHD have been especially scarce. The aim of the present study has been to examine the effectiveness of a metacognitive occupational therapy intervention program for reducing risk factors in driving among teenagers with ADHD. The present study included 37 teenagers aged 17 to 19. They included 23 teenagers with ADHD divided into experimental (11) and control (12) groups; as well as 14 non-ADHD teenagers forming a second control group. All teenagers taking part in the study were examined in the Tel Aviv University driving lab, and underwent cognitive diagnoses and a driving simulator test. Every subject in the intervention group took part in 3 assessment meetings, and two metacognitive treatment meetings. The control groups took part in two assessment meetings with a follow-up meeting 3 months later. In all the study’s groups, the treatment’s effectiveness was tested by comparing monitoring results on the driving simulator at the first and second evaluations. In addition, the driving of 5 subjects from the intervention group was monitored continuously from a month prior to the start of the intervention, a month during the phase of the intervention and another month until the end of the intervention. In the ADHD control group, the driving of 4 subjects was monitored from the end of the first evaluation for a period of 3 months. The study’s findings were affected by the fact that the ADHD control group was different from the two other groups, and exhibited ADHD characteristics manifested by impaired executive functions and lower metacognitive abilities relative to their peers. The study found partial, moderate, non-significant correlations between driving skills and cognitive functions, executive functions, and perceptions and attitudes towards driving. According to the driving simulator test results and the limited sampling results of actual driving, it was found that a metacognitive occupational therapy intervention may be effective in reducing risk factors in driving among teenagers with ADHD relative to their peers with and without ADHD. In summary, the results of the present study indicate a positive direction that speaks to the viability of using a metacognitive occupational therapy intervention program for reducing risk factors in driving. A further study is required that will include a bigger number of subjects, add actual driving monitoring hours, and assign subjects randomly to the various groups.

Keywords: ADHD, driving, driving monitoring, metacognitive intervention, occupational therapy, simulator, teenagers

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Authors: Luisa Müting, Wisnu Harto Adiwijoyo

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Agroforestry systems transform the agricultural landscapes in the Sahel region of Africa, providing food and farming products consumed for subsistence or sold for income. In the incrementally dry climate of the Sahel region, the spreading of agroforestry practices is integral for policymaker efforts to counteract land degradation and provide soil restoration in the region. Several measures on agroforestry practices have been implemented in the region by governmental and non-governmental institutions in recent years. However, despite the efforts, past research shows that awareness of how policies and interventions are being consumed and perceived by the public remains low. Therefore, interpreting public policy dilemmas by analyzing the public perception regarding agroforestry concepts and practices is necessary. Public perceptions and discourses can be an essential driver or constraint for the adoption of agroforestry practices in the region. Thus, understanding the public discourse behavior of crucial stakeholders could assist policymakers in developing inclusive and contextual policies that are relevant to the context of agroforestry adoption in Sahel region. To answer how information about agroforestry spreads and is perceived by the public. As internet usage increased drastically over the past decade, reaching a share of 33 percent of the population being connected to the internet, this research is based on online conversation data. Social media data from Facebook are gathered daily between April 2021 and April 2022 in Djibouti, Senegal, Mali, and Nigeria based on their share of active internet users compared to other countries in the Sahel region. A systematic methodology was applied to the extracted social media using discourse network analysis (DNA). This study then clustered the data by the types of agroforestry practices, sentiments, and country. Additionally, this research extracted the text data from online news media during the same period to pinpoint events related to the topic of agroforestry. The preliminary result indicates that tree management, crops, and livestock integration, diversifying species and genetic resources, and focusing on interactions and productivity across the agricultural system; are the most notable keywords in agroforestry-related conversations within the four countries in the Sahel region. Additionally, approximately 84 percent of the discussions were still dominated by big actors, such as NGO or government actors. Furthermore, as a subject of communication within agroforestry discourse, the Great Green Wall initiative generates almost 60 percent positive sentiment within the captured social media data, effectively having a more significant outreach than general agroforestry topics. This study provides an understanding for scholars and policymakers with a springboard for further research or policy design on agroforestry in the four countries of the Sahel region with systematically uncaptured novel data from the internet.

Keywords: sahel, djibouti, senegal, mali, nigeria, social networks analysis, public discourse analysis, sentiment analysis, content analysis, social media, online news, agroforestry, land restoration

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Authors: Najibullah M, Soumendra Nath Kuiry

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Dams and reservoirs are perceived for their estimable alms to irrigation, water supply, flood control, electricity generation, etc. which civilize the prosperity and wealth of society across the world. Meantime the dam breach could cause devastating flood that can threat to the human lives and properties. Failures of large dams remain fortunately very seldom events. Nevertheless, a number of occurrences have been recorded in the world, corresponding in an average to one to two failures worldwide every year. Some of those accidents have caused catastrophic consequences. So it is decisive to predict the dam break flow for emergency planning and preparedness, as it poses high risk to life and property. To mitigate the adverse impact of dam break, modeling is necessary to gain a good understanding of the temporal and spatial evolution of the dam-break floods. This study will mainly deal with one-dimensional (1D) dam break modeling. Less commonly used in the hydraulic research community, another possible option for modeling the rapidly varied dam-break flows is the extended Boussinesq equations (BEs), which can describe the dynamics of short waves with a reasonable accuracy. Unlike the Shallow Water Equations (SWEs), the BEs taken into account the wave dispersion and non-hydrostatic pressure distribution. To capture the dam-break oscillations accurately it is very much needed of at least fourth-order accurate numerical scheme to discretize the third-order dispersion terms present in the extended BEs. The scope of this work is therefore to develop an 1D fourth-order accurate in both space and time Boussinesq model for dam-break flow analysis by using finite-volume / finite difference scheme. The spatial discretization of the flux and dispersion terms achieved through a combination of finite-volume and finite difference approximations. The flux term, was solved using a finite-volume discretization whereas the bed source and dispersion term, were discretized using centered finite-difference scheme. Time integration achieved in two stages, namely the third-order Adams Basforth predictor stage and the fourth-order Adams Moulton corrector stage. Implementation of the 1D Boussinesq model done using PYTHON 2.7.5. Evaluation of the performance of the developed model predicted as compared with the volume of fluid (VOF) based commercial model ANSYS-CFX. The developed model is used to analyze the risk of cascading dam failures similar to the Panshet dam failure in 1961 that took place in Pune, India. Nevertheless, this model can be used to predict wave overtopping accurately compared to shallow water models for designing coastal protection structures.

Keywords: Boussinesq equation, Coastal protection, Dam-break flow, One-dimensional model

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Authors: Sam Bartlett, Thomas Bacquart, Arul Murugan, Abigail Morris

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Fuel cell electric vehicles provide the potential to decarbonise road transport, create new economic opportunities, diversify national energy supply, and significantly reduce the environmental impacts of road transport. A potential issue, however, is that the catalyst used at the fuel cell cathode is susceptible to degradation by impurities, especially sulphur-containing compounds. A recent European Directive (2014/94/EU) stipulates that, from November 2017, all hydrogen provided to fuel cell vehicles in Europe must comply with the hydrogen purity specifications listed in ISO 14687-2; this includes reactive and toxic chemicals such as ammonia and total sulphur-containing compounds. This requirement poses great analytical challenges due to the instability of some of these compounds in calibration gas standards at relatively low amount fractions and the difficulty associated with undertaking measurements of groups of compounds rather than individual compounds. Without the available reference materials and analytical infrastructure, hydrogen refuelling stations will not be able to demonstrate compliance to the ISO 14687 specifications. The hydrogen purity laboratory at NPL provides world leading, accredited purity measurements to allow hydrogen refuelling stations to evidence compliance to ISO 14687. Utilising state-of-the-art methods that have been developed by NPL’s hydrogen purity laboratory, including a novel method for measuring total sulphur compounds at 4 nmol/mol and a hydrogen impurity enrichment device, we provide the capabilities necessary to achieve these goals. An overview of these capabilities will be given in this paper. As part of the EMPIR Hydrogen co-normative project ‘Metrology for sustainable hydrogen energy applications’, NPL are developing a validated analytical methodology for the measurement of speciated sulphur-containing compounds in hydrogen at low amount fractions pmol/mol to nmol/mol) to allow identification and measurement of individual sulphur-containing impurities in real samples of hydrogen (opposed to a ‘total sulphur’ measurement). This is achieved by producing a suite of stable gravimetrically-prepared primary reference gas standards containing low amount fractions of sulphur-containing compounds (hydrogen sulphide, carbonyl sulphide, carbon disulphide, 2-methyl-2-propanethiol and tetrahydrothiophene have been selected for use in this study) to be used in conjunction with novel dynamic dilution facilities to enable generation of pmol/mol to nmol/mol level gas mixtures (a dynamic method is required as compounds at these levels would be unstable in gas cylinder mixtures). Method development and optimisation are performed using gas chromatographic techniques assisted by cryo-trapping technologies and coupled with sulphur chemiluminescence detection to allow improved qualitative and quantitative analyses of sulphur-containing impurities in hydrogen. The paper will review the state-of-the art gas standard preparation techniques, including the use and testing of dynamic dilution technologies for reactive chemical components in hydrogen. Method development will also be presented highlighting the advances in the measurement of speciated sulphur compounds in hydrogen at low amount fractions.

Keywords: gas chromatography, hydrogen purity, ISO 14687, sulphur chemiluminescence detector

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Authors: Yohannes Haile, Dipo Onipede, Jr., Omar Ashour

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The main thrust of our research is to determine Industry 4.0 readiness of small and mid-size manufacturing companies in our region and assist them to implement Cyber Physical Production System (CPPS) capabilities. Adopting CPPS capabilities will help organizations realize improved quality, order delivery, throughput, new value creation, and reduced idle time of machines and work centers of their manufacturing operations. The key metrics for the assessment include the level of intelligence, internal and external connections, responsiveness to internal and external environmental changes, capabilities for customization of products with reference to cost, level of additive manufacturing, automation, and robotics integration, and capabilities to manufacture hybrid products in the near term, where near term is defined as 0 to 18 months. In our initial evaluation of several manufacturing firms which are profitable and successful in what they do, we found low level of Physical-Digital-Physical (PDP) loop in their manufacturing operations, whereas 100% of the firms included in this research have specialized manufacturing core competencies that have differentiated them from their competitors. The level of automation and robotics integration is low to medium range, where low is defined as less than 30%, and medium is defined as 30 to 70% of manufacturing operation to include automation and robotics. However, there is a significant drive to include these capabilities at the present time. As it pertains to intelligence and connection of manufacturing systems, it is observed to be low with significant variance in tying manufacturing operations management to Enterprise Resource Planning (ERP). Furthermore, it is observed that the integration of additive manufacturing in general, 3D printing, in particular, to be low, but with significant upside of integrating it in their manufacturing operations in the near future. To hasten the readiness of the local and regional manufacturing companies to Industry 4.0 and transitions towards CPPS capabilities, our working group (ADMAR Working Group) in partnership with our university have been engaged with the local and regional manufacturing companies. The goal is to increase awareness, share know-how and capabilities, initiate joint projects, and investigate the possibility of establishing the Center for Cyber Physical Production Systems Innovation (C2P2SI). The center is intended to support the local and regional university-industry research of implementing intelligent factories, enhance new value creation through disruptive innovations, the development of hybrid and data enhanced products, and the creation of digital manufacturing enterprises. All these efforts will enhance local and regional economic development and educate students that have well developed knowledge and applications of cyber physical manufacturing systems and Industry 4.0.

Keywords: automation, cyber-physical production system, digital manufacturing enterprises, disruptive innovation, new value creation, physical-digital-physical loop

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Authors: Hsyi-En Cheng, Ying-Yi Liou

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Metal-oxide semiconductor (MOS) gas sensors are widely used in the gas-detection market due to their high sensitivity, fast response, and simple device structures. However, the high working temperature of MOS gas sensors makes them difficult to integrate with the appliance or consumer goods. One-dimensional (1-D) nanostructures are considered to have the potential to lower their working temperature due to their large surface-to-volume ratio, confined electrical conduction channels, and small feature sizes. Unfortunately, the difficulty of fabricating 1-D nanostructure electrodes has hindered the development of low-temperature MOS gas sensors. In this work, we proposed a method to fabricate nanotube-arrays, and the SnO₂ nanotube-array sensors with different wall thickness were successfully prepared and examined. The fabrication of SnO₂ nanotube arrays incorporates the techniques of barrier-free anodic aluminum oxide (AAO) template and atomic layer deposition (ALD) of SnO₂. First, 1.0 µm Al film was deposited on ITO glass substrate by electron beam evaporation and then anodically oxidized by five wt% phosphoric acid solution at 5°C under a constant voltage of 100 V to form porous aluminum oxide. As the Al film was fully oxidized, a 15 min over anodization and a 30 min post chemical dissolution were used to remove the barrier oxide at the bottom end of pores to generate a barrier-free AAO template. The ALD using reactants of TiCl4 and H₂O was followed to grow a thin layer of SnO₂ on the template to form SnO₂ nanotube arrays. After removing the surface layer of SnO₂ by H₂ plasma and dissolving the template by 5 wt% phosphoric acid solution at 50°C, upright standing SnO₂ nanotube arrays on ITO glass were produced. Finally, Ag top electrode with line width of 5 μm was printed on the nanotube arrays to form SnO₂ nanotube-array sensor. Two SnO₂ nanotube-arrays with wall thickness of 30 and 60 nm were produced in this experiment for the evaluation of gas sensing ability. The flat SnO₂ films with thickness of 30 and 60 nm were also examined for comparison. The results show that the properties of ALD SnO₂ films were related to the deposition temperature. The films grown at 350°C had a low electrical resistivity of 3.6×10-3 Ω-cm and were, therefore, used for the nanotube-array sensors. The carrier concentration and mobility of the SnO₂ films were characterized by Ecopia HMS-3000 Hall-effect measurement system and were 1.1×1020 cm-3 and 16 cm3/V-s, respectively. The electrical resistance of SnO₂ film and nanotube-array sensors in air and in a 5% H₂-95% N₂ mixture gas was monitored by Pico text M3510A 6 1/2 Digits Multimeter. It was found that, at 200 °C, the 30-nm-wall SnO₂ nanotube-array sensor performs the highest responsivity to 5% H₂, followed by the 30-nm SnO₂ film sensor, the 60-nm SnO₂ film sensor, and the 60-nm-wall SnO₂ nanotube-array sensor. However, at temperatures below 100°C, all the samples were insensitive to the 5% H₂ gas. Further investigation on the sensors with thinner SnO₂ is necessary for improving the sensing ability at temperatures below 100 °C.

Keywords: atomic layer deposition, nanotube arrays, gas sensor, tin dioxide

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Authors: Mustafa M. Donma, Orkide Donma

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The examination of both serum lipid fractions and body’s lipid composition are quite informative during the evaluation of obesity stages. Within this context, alterations in lipid parameters are commonly observed. The variations in the fat distribution of the body are also noteworthy. Total cholesterol (TC), triglycerides (TRG), low density lipoprotein-cholesterol (LDL-C), high density lipoprotein-cholesterol (HDL-C) are considered as the basic lipid fractions. Fat deposited in trunk and extremities may give considerable amount of information and different messages during discrete health states. Ratios are also derived from distinct fat distribution in these areas. Trunk-to-leg fat ratio (TLFR) and trunk-to-appendicular fat ratio (TAFR) are the most recently introduced ratios. In this study, lipid fractions and TLFR, as well as TAFR, were evaluated, and the distinctions among healthy, obese (OB), and morbid obese (MO) groups were investigated. Three groups [normal body mass index (N-BMI), OB, MO] were constituted from a population aged 6 to 18 years. Ages and sexes of the groups were matched. The study protocol was approved by the Non-interventional Ethics Committee of Tekirdag Namik Kemal University. Written informed consent forms were obtained from the parents of the participants. Anthropometric measurements (height, weight, waist circumference, hip circumference, head circumference, neck circumference) were obtained and recorded during the physical examination. Body mass index values were calculated. Total, trunk, leg, and arm fat mass values were obtained by TANITA Bioelectrical Impedance Analysis. These values were used to calculate TLFR and TAFR. Systolic (SBP) and diastolic blood pressures (DBP) were measured. Routine biochemical tests including TC, TRG, LDL-C, HDL-C, and insulin were performed. Data were evaluated using SPSS software. p value smaller than 0.05 was accepted as statistically significant. There was no difference among the age values and gender ratios of the groups. Any statistically significant difference was not observed in terms of DBP, TLFR as well as serum lipid fractions. Higher SBP values were measured both in OB and MO children than those with N-BMI. TAFR showed a significant difference between N-BMI and OB groups. Statistically significant increases were detected between insulin values of N-BMI group and OB as well as MO groups. There were bivariate correlations between LDL and TLFR (r=0.396; p=0.037) as well as TAFR values (r=0.413; p=0.029) in MO group. When adjusted for SBP and DBP, partial correlations were calculated as (r=0.421; p=0.032) and (r=0.438; p=0.025) for LDL-TLFR as well as LDL-TAFR, respectively. Much stronger partial correlations were obtained for the same couples (r=0.475; p=0.019 and r=0.473; p=0.020, respectively) upon controlling for TRG and HDL-C. Much stronger partial correlations observed in MO children emphasize the potential transition from morbid obesity to metabolic syndrome. These findings have concluded that LDL-C may be suggested as a discriminating parameter between OB and MO children.

Keywords: children, lipid parameters, obesity, trunk-to-leg fat ratio, trunk-to-appendicular fat ratio

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Authors: Ehsan K. Hazaveh

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This research project explores creative methods of storytelling through photography to portray a vulnerable and marginalised community: former refugees living in Wellington, New Zealand. The project explores photographic representational techniques that can not only empower and give voice to those communities but also challenge dominant stereotypes about refugees and support humanitarian actions. The aims of this study are to develop insights surrounding issues associated with the photographic representation of refugees and to explore the collaborative construction of possible counter-narratives that might lead to the formulation of a practice framework for representing refugees using photography. In other words, the goal of this study is to explore representational and narrative strategies that frame refugees as active community members and as individuals with specific histories and expertise. These counter-narratives will bring the diversity of refugees to the surface by offering personal stories, contextualising their experience, raising awareness about the plight and human rights of the refugee community in New Zealand, evoking empathy and, therefore, facilitating the process of social change. The study has designed a photographic narrative framework by determining effective methods of photo storytelling, framing, and aesthetic techniques, focusing on different ways of taking, selecting, editing and curating photographs. Photo elicitation interviews have been used to ‘explore’, ‘produce’ and ‘co-curate’ the counter-narrative along with participants. Photo elicitation is a qualitative research method that employs images to evoke data in order to find out how other people experience their world - the researcher shows photographs to the participant and asks open-ended questions to get them to talk about their life experiences and the world around them. The qualitative data have been collected and produced through interactions with four former refugees living in Wellington, New Zealand. In this way, this project offers a unique account of their conditions and basic knowledge about their living experience and their stories. The participants of this study have engaged with PhotoVoice, a photo elicitation methodology that employs photography and storytelling, to share activities, emotions, hopes, and aspects of their lived experiences. PhotoVoice was designed to empower members of marginalised populations. It involves a series of meeting sessions, in which participants share photographs they have taken and discuss stories about the photographs to identify, represent, and enhance the issues important to their lives and communities. Finally, the data provide a basis for systematically producing visual counter-narratives that highlight the experiences of former- refugees. By employing these methods, refugees can represent their world as well as interpret it. The process of developing this research framing has enabled the development of powerful counter-narratives that challenge prevailing stereotypical depictions which in turn have the potential to shape improved humanitarian outcomes, shifts in public attitudes and political perspectives in New Zealand.

Keywords: media, photography, refugees, photo-elicitation, storytelling

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Authors: Margareta Simina Stanc, Aurel Mototolea, Tiberiu Potarniche

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Sacidava archeological site is located in Dobrudja region, Romania, on a hill on the right bank of the Danube - the Musait point, located at about 5 km north-east from Dunareni village. The place-name documents the fact that, prior to the Roman conquest, in the area, there was a Getic settlement. The location of the Sacidava was made possible by corroborating the data provided by the ancient sources with the epigraphic documents (the milial pillar during the time of Emperor Decius). The tegular findings attest that an infantry unit, cohors I Cilicum milliaria equitata, as well as detachments from Legio V Macedonica and Legio XI Claudia, were confined to Sacidava. During the period of the Dominion, the garrison of the fortification is the host of a cavalry unit: cuneus equitum scutariorum. In the immediate vicinity to the Roman fortress, to the east, were identified two other fortifications: a Getic settlement (4th-1st century B.C.) and an Early Medieval settlement (9th-10th century A.C.). The archaeological material recovered during the research is represented by ceramic forms such as amphoras, jugs, pots, cups, plates, to which are added oil lamps, some of them typologically new at the time of discovery. Local ceramic shapes were also founded, worked by hand or by wheel, considered un-Romanized or in the course of Romanization. During the time of the Principality, Sacidava it represented an important military outpost serving mainly the city of Tropaeum Traiani, controlling also the supply and transport on the Danube limes in the Moesic sector. This role will determine the development of the fortress and the appearance of extramuros civil structures, thus becoming an important landmark during the 5th-6th centuries A.C., becoming a representation of power of the Roman empire in an area of continuous conflict. During recent archaeological researches, faunal remains were recovered, and their analysis allowed to estimate the animal resources and subsistence practices (animal husbandry, hunting, fishing) in the settlement. The methodology was specific to archaeozoology, mainly consisting of anatomical, taxonomical, and taphonomical identifications, recording, and quantification of the data. The remains of domestic mammals have the highest proportion indicating the importance of animal husbandry; the predominant species are Bos taurus, Ovis aries/Capra hircus, and Sus domesticus. Fishing and hunting were of secondary importance in the subsistence economy of the community. Wild boar and the red deer were the most frequently hunted species. Just a few fish bones were recovered. Thus, the ancient city of Sacidava is proving to be an important element of cultural heritage of the south-eastern part of Romania, for whose conservation and enhancement efforts must be made, especially by landscape reconstruction.

Keywords: archaeozoology, landscape reconstruction, limes, military outpost

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Authors: Maria Cristina Tommaso, Maria Das Graças L. Silva, Carlos Jose Pacheco

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Have the advances of the Brazilian legislation reflected or have been consonant with the inclusion of PwD in higher education? In 1990 the World Declaration on Education for All, a document organized by the United Nations Educational, Scientific and Cultural Organization (UNESCO), stated that the basic learning needs of people with disabilities, as they were called, required special attention. Since then, legislation in signatory countries such as Brazil has made considerable progress in guaranteeing, in a gradual and increasing manner, the rights of persons with disabilities to education. Principles, policies, and practices of special educational needs were created and guided action at the regional, national and international levels on the structure of action in Special Education such as administration, recruitment of educators and community involvement. Brazilian Education Law No. 3.284 of 2003 ensures inclusion of people with disabilities in Brazilian higher education institutions and also in 2015 the Law 13,146/2015 - Brazilian Law on the Inclusion of Persons with Disabilities (Statute of the Person with Disabilities) regulates the inclusion of PwD by the guarantee of their rights. This study analyses data related to people with disability inclusion in High Education in the south region of Rio de Janeiro State - Brazil during the period between 2008 and 2018, based in its correlation with the changes in the Brazilian legislation in the last ten years that were subjected by PwD inclusion processes in the Brazilian High Education Systems. The region studied is composed by sixteen cities and this research refers to the largest one, Volta Redonda that represents 25 percent of the total regional population. The PwD reception process had the dicing data at the Volta Redonda University Center with 35 percent of high education students in this territorial area. The research methodology analyzed the changes occurring in the legislation about the inclusion of people with disability in High Education in the last ten years and its impacts on the samples of this study during the period between 2008 and 2018. It was verified an expressive increasing of the number of PwD students, from two in 2008 to 190 PwD students in 2018. The data conclusions are presented in quantitative terms and the aim of this study was to verify the effectiveness of the PwD inclusion in High Education, allowing visibility of this social group. This study verified that the fundamental human rights guarantees have a strong relation to the advances of legislation and the State as a guarantor instance of the rights of the people with disability and must be considered a mean of consolidation of their education opportunities isonomy. The recognition of full rights and the inclusion of people with disabilities requires the efforts of those who have decision-making power. This study aimed to demonstrate that legislative evolution is an effective instrument in the social integration of people with disabilities. The study confirms the fundamental role of the state in guaranteeing human rights and demonstrates that legislation not only protects the interests of vulnerable social groups, but can also, and this is perhaps its main mission, to change behavior patterns and provoke the social transformation necessary to the reduction of inequality of opportunity.

Keywords: high education, inclusion, legislation, people with disability

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Authors: Catarina Bento, Ana Carolina Gonçalves, Fábio Jesus, Luís Rodrigues Silva

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Increasing evidence suggests that a diet rich in fruits and vegetables plays important roles in the prevention of chronic diseases, such as heart disease, cancer, stroke, diabetes, Alzheimer’s disease, among others. Fruits and vegetables gained prominence due their richness in bioactive compounds, being the focus of many studies due to their biological properties acting as health promoters. Prunus avium Linnaeus (L.), commonly known as sweet cherry has been the centre of attention due to its health benefits, and has been highly studied. In Portugal, most of the cherry production comes from the Fundão region. The Saco is one of the most important cultivar produced in this region, attributed with geographical protection. In this work, we prepared 3 extracts through solid-phase extraction (SPE): a whole extract, fraction I (non-coloured phenolics) and fraction II (coloured phenolics). The three extracts were used to determine the phenolic profile of Saco cultivar by liquid chromatography with diode array detection (LC-DAD) technique. This was followed by the evaluation of their biological potential, testing the extracts’ capacity to scavenge free-radicals (DPPH•, nitric oxide (•NO) and superoxide radical (O2●-)) and to inhibit α-glucosidase enzyme of all extracts. Additionally, we evaluated, for the first time, the protective effects against peroxyl radical (ROO•)-induced hemoglobin oxidation and hemolysis in human erythrocytes. A total of 16 non-coloured phenolics were detected, 3-O-caffeoylquinic and ρ-coumaroylquinic acids were the main ones, and 6 anthocyanins were found, among which cyanidin-3-O-rutinoside represented the majority. In respect to antioxidant activity, Saco showed great antioxidant potential in a concentration-dependent manner, demonstrated through the DPPH•,•NO and O2●-radicals, and greater ability to inhibit the α-glucosidase enzyme in comparison to the regular drug acarbose used to treat diabetes. Additionally, Saco proved to be effective to protect erythrocytes against oxidative damage in a concentration-dependent manner against hemoglobin oxidation and hemolysis. Our work demonstrated that Saco cultivar is an excellent source of phenolic compounds which are natural antioxidants that easily capture reactive species, such as ROO• before they can attack the erythrocytes’ membrane. In a general way, the whole extract showed the best efficiency, most likely due to a synergetic interaction between the different compounds. Finally, comparing the two separate fractions, the coloured fraction showed the most activity in all the assays, proving to be the biggest contributor of Saco cherries’ biological activity.

Keywords: biological potential, coloured phenolics, non-coloured phenolics, sweet cherry

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Authors: Akshay B. Pawar, Rohit Y. Parasnis

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Heart Rate Variability (HRV) is a widely used indicator of the regulation between the autonomic nervous system (ANS) and the cardiovascular system. Besides being non-invasive, it also has the potential to predict mortality in cases involving critical injuries. The gold standard method for determining HRV is based on the analysis of RR interval time series extracted from ECG signals. However, because it is much more convenient to obtain photoplethysmogramic (PPG) signals as compared to ECG signals (which require the attachment of several electrodes to the body), many researchers have used pulse cycle intervals instead of RR intervals to estimate HRV. They have also compared this method with the gold standard technique. Though most of their observations indicate a strong correlation between the two methods, recent studies show that in healthy subjects, except for a few parameters, the pulse-based method cannot be a surrogate for the standard RR interval- based method. Moreover, the former tends to overestimate short-term variability in heart rate. This calls for improvements in or alternatives to the pulse-cycle interval method. In this study, besides the systolic peak-peak interval method (PP method) that has been studied several times, four recent PPG-based techniques, namely the first derivative peak-peak interval method (P1D method), the second derivative peak-peak interval method (P2D method), the valley-valley interval method (VV method) and the tangent-intersection interval method (TI method) were compared with the gold standard technique. ECG and PPG signals were obtained from 10 young and healthy adults (consisting of both males and females) seated in the armchair position. In order to de-noise these signals and eliminate baseline drift, they were passed through certain digital filters. After filtering, the following HRV parameters were computed from PPG using each of the five methods and also from ECG using the gold standard method: time domain parameters (SDNN, pNN50 and RMSSD), frequency domain parameters (Very low-frequency power (VLF), Low-frequency power (LF), High-frequency power (HF) and Total power or “TP”). Besides, Poincaré plots were also plotted and their SD1/SD2 ratios determined. The resulting sets of parameters were compared with those yielded by the standard method using measures of statistical correlation (correlation coefficient) as well as statistical agreement (Bland-Altman plots). From the viewpoint of correlation, our results show that the best PPG-based methods for the determination of most parameters and Poincaré plots are the P2D method (shows more than 93% correlation with the standard method) and the PP method (mean correlation: 88%) whereas the TI, VV and P1D methods perform poorly (<70% correlation in most cases). However, our evaluation of statistical agreement using Bland-Altman plots shows that none of the five techniques agrees satisfactorily well with the gold standard method as far as time-domain parameters are concerned. In conclusion, excellent statistical correlation implies that certain PPG-based methods provide a good amount of information on the pattern of heart rate variation, whereas poor statistical agreement implies that PPG cannot completely replace ECG in the determination of HRV.

Keywords: photoplethysmography, heart rate variability, correlation coefficient, Bland-Altman plot

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Authors: Caroline Mendes, Mary McNamara, Orla Howe

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Drug delivery systems are proposed for use in cancer treatment to specifically target cancer cells and deliver a therapeutic dose without affecting normal cells. For that purpose, the use of folate receptors (FR) can be considered a key strategy, since they are commonly over-expressed in cancer cells. In this study, cyclodextrins (CD) have being used as vehicles to target FR and deliver the chemotherapeutic drug, methotrexate (MTX). CDs have the ability to form inclusion complexes, in which molecules of suitable dimensions are included within their cavities. Here, β-CD has been modified using folic acid so as to specifically target the FR. Thus, this drug delivery system consists of β-CD, folic acid and MTX (CDEnFA:MTX). Cellular uptake of folic acid is mediated with high affinity by folate receptors while the cellular uptake of antifolates, such as MTX, is mediated with high affinity by the reduced folate carriers (RFCs). This study addresses the gene (mRNA) and protein expression levels of FRs and RFCs in the cancer cell lines CaCo-2, SKOV-3, HeLa, MCF-7, A549 and the normal cell line BEAS-2B, quantified by real-time polymerase chain reaction (real-time PCR) and flow cytometry, respectively. From that, four cell lines with different levels of FRs, were chosen for cytotoxicity assays of MTX and CDEnFA:MTX using the MTT assay. Real-time PCR and flow cytometry data demonstrated that all cell lines ubiquitously express moderate levels of RFC. These experiments have also shown that levels of FR protein in CaCo-2 cells are high, while levels in SKOV-3, HeLa and MCF-7 cells are moderate. A549 and BEAS-2B cells express low levels of FR protein. FRs are highly expressed in all the cancer cell lines analysed when compared to the normal cell line BEAS-2B. The cell lines CaCo-2, MCF-7, A549 and BEAS-2B were used in the cell viability assays. 48 hours treatment with the free drug and the complex resulted in IC50 values of 93.9 µM ± 15.2 and 56.0 µM ± 4.0 for CaCo-2 for free MTX and CDEnFA:MTX respectively, 118.2 µM ± 16.8 and 97.8 µM ± 12.3 for MCF-7, 36.4 µM ± 6.9 and 75.0 µM ± 10.5 for A549 and 132.6 µM ± 16.1 and 288.1 µM ± 26.3 for BEAS-2B. These results demonstrate that free MTX is more toxic towards cell lines expressing low levels of FR, such as the BEAS-2B. More importantly, these results demonstrate that the inclusion complex CDEnFA:MTX showed greater cytotoxicity than the free drug towards the high FR expressing CaCo-2 cells, indicating that it has potential to target this receptor, enhancing the specificity and the efficiency of the drug. The use of cell imaging by confocal microscopy has allowed visualisation of FR targeting in cancer cells, as well as the identification of the interlisation pathway of the drug. Hence, the cellular uptake and internalisation process of this drug delivery system is being addressed.

Keywords: cancer treatment, cyclodextrins, drug delivery, folate receptors, reduced folate carriers

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Authors: Roberta Pecoraro

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The focus of this work was to investigate the potential toxic effect of titanium dioxide-reduced graphene oxide (TiO₂-rGO) nanocomposites on nauplii of microcrustacean Artemia sp. In order to assess the nanocomposite’s toxicity, a short-term test was performed by exposing nauplii to solutions containing TiO₂-rGO. To prepare titanium dioxide-reduced graphene oxide (TiO₂-rGO) nanocomposites, a green procedure based on solar photoreduction was proposed; it allows to obtain the photocatalysts by exploiting the photocatalytic properties of titania activated by the solar irradiation in order to avoid the high temperatures and pressures required for the standard hydrothermal synthesis. Powders of TiO₂-rGO supplied by the Department of Chemical Sciences (University of Catania) are indicated as TiO₂-rGO at 1% and TiO₂-rGO at 2%. Starting from a stock solution (1mg rGO-TiO₂/10 ml ASPM water) of each type, we tested four different concentrations (serial dilutions ranging from 10⁻¹ to 10⁻⁴ mg/ml). All the solutions have been sonicated for 12 min prior to use. Artificial seawater (called ASPM water) was prepared to guarantee the hatching of the cysts and to maintain nauplii; the durable cysts used in this study, marketed by JBL (JBL GmbH & Co. KG, Germany), were hydrated with ASPM water to obtain nauplii (instar II-III larvae). The hatching of the cysts was carried out in the laboratory by immersing them in ASPM water inside a 500 ml beaker and keeping them constantly oxygenated thanks to an aerator for the insufflation of microbubble air: after 24-48 hours, the cysts hatched, and the nauplii appeared. The nauplii in the second and third stages of development were collected one-to-one, using stereomicroscopes, and transferred into 96-well microplates where one nauplius per well was added. The wells quickly have been filled with 300 µl of each specific concentration of the solution used, and control samples were incubated only with ASPM water. Replication was performed for each concentration. Finally, the microplates were placed on an orbital shaker, and the tests were read after 24 and 48 hours from inoculating the solutions to assess the endpoint (immobility/death) for the larvae. Nauplii that appeared motionless were counted as dead, and the percentages of mortality were calculated for each treatment. The results showed a low percentage of immobilization both for TiO₂-rGO at 1% and TiO₂-rGO at 2% for all concentrations tested: for TiO₂-rGO at 1% was below 12% after 24h and below 15% after 48h; for TiO₂-rGO at 2% was below 8% after 24h and below 12% after 48h. According to other studies in the literature, the results have not shown mortality nor toxic effects on the development of larvae after exposure to rGO. Finally, it is important to highlight that the TiO₂-rGO catalysts were tested in the solar photodegradation of a toxic herbicide (2,4-Dichlorophenoxyacetic acid, 2,4-D), obtaining a high percentage of degradation; therefore, this alternative approach could be considered a good strategy to obtain performing photocatalysts.

Keywords: Nauplii, photocatalytic properties, reduced GO, short-term toxicity test, titanium dioxide

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Authors: Nanteza Rachel

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Background: Worldwide, there were 36.7 million people living with Human Immunodeficiency Virus (HIV) in 2015, up from 35 million at the end of 2013. Wakiso district is one of the hotspots for the Human Immunodeficiency Virus (HIV)/ Acquired Immune Deficiency Syndrome (AIDS) infection in Uganda, with the prevalence of 8.1 %. Herbal medicine has gained popularity among Human Immunodeficiency Virus (HIV)/ Acquired Immune Deficiency Syndrome (AIDS) patients as adjuvant therapy to reduce the adverse effects of ART. Regardless of the subsidized and physical availability of the Anti-Retroviral Therapy (ART), majority of Africans living with Human Immunodeficiency Virus (HIV)/ Acquired Immune Deficiency Syndrome (AIDS) resort to adding to their ART traditional medicine. Result found out from a pilot observation made by the PI that indicate 13 out of 30 People Living with AIDS(PLWA) who are attending Human Immunodeficiency Virus (HIV) clinics in Wakiso district reported to be using herbal preparations despite the fact that they were taking Anti Retro Viral (ARVs) this prompted this study to be done. Purpose of the study: To determine the prevalence and factors associated with concurrent use of herbal medicine and anti-retroviral therapy among HIV/AIDS patients attending selected HIV clinics in Wakiso district. Methodology: This was a cross sectional study with both quantitative data collection (use of a questionnaire) and qualitative data collection (key informants’ interviews). A mixed method of sampling was used, that is, purposive and random sampling. Purposive sampling was based on the location in the district and used to select 7 health facilities basing on the 7 health sub districts from Wakiso. Simple random sampling was used to select one HIV clinic from each of the 7 health sub districts. Furthermore, the study units were enrolled in to the study as they entered into the HIV clinics, and 105 respondents were interviewed. Both manual and computer packages (SPSS) were used to analyze the data Results: The prevalence of concurrent use of herbal medicine and ART was 38 (36.2%). Commonly HIV symptom treated with herbs was fever 27(71.1%), diarrhea 3(7.9%) and cough 2(5.3%). Commonly used herbs for fever (Omululuza (Vernonica amydalina), Ekigagi (Aloe sp), Nalongo (Justicia betonica Linn) while for diarrhea was Ntwatwa. The side effects also included; too much pain, itchy pain of HIV, aneamia,felt sick, loss/gain appetite, joint pain and bad dreams. Herbs used to sooth the side effects were; for aneamia was avocado leaves Parea Americana mill The significant factors associated with concurrent use of herbal medicine were being familiar with herbs and conventional medicine for management HIV symptoms being expensive. The other significant factor was exhibiting hostility to patients by health personnel providing HIV care. Conclusion: Herbal medicine is widely used by clients in HIV/AIDS care. Patients being familiar with herbs and conventional medicine being expensive were associated with concurrent use of herbal medicine and ART. The exhibition of hostility to the HIV/AIDS patients by the health care providers was also associated with concurrent use of herbal medicine and ART among HIV/AIDS patients.

Keywords: HIV patients, herbal medicine, antiretroviral therapy, factors associated

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Authors: Burmansyah Muhammad, Supriyoto Supriyoto

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Crop yield, quality and food safety are three important components that all estate and food crops must put into consideration to lifting the economic value. These measurements should be evaluated because marketplace demand is simultaneously changing and farmers must adapt quickly to remain competitive. The increase in economic value could be done by producing high quality product that aligns with harvest collector preferences. The purpose of this study is to examine the causal effects of value added farming in agriculture economic aspects towards crop yield, quality and food security. This research is using descriptive survey research by employing data from small-scale cocoa farmers listed to off-taker company, located on Sulawesi area of Indonesia. The questionnaire was obtained from 650 cocoa farmers, selected randomly. Major findings of the study indicate that 78% of respondents agree that agriculture inputs have positive effect on crop yield, quality and food safety. The study recommended that cocoa stakeholders should ensure access to agriculture inputs in first priority and then followed by ensuring access to cocoa supply chain trader and micro-financing. Value Added Farming refers to lifting the economic value of a commodity through particular intervention. Regarding access to agriculture inputs, one of significant intervention is fertilization and plant nutrition management, both organic and inorganic fertilizer. Small-scale cocoa farmers can get access to fertilizer intervention through establishment of demo farm. Ordinary demo farm needs large area, selective requirements, lots of field resources and centralization impact. On the contrary, satellite demo farm is developing to wide-spread the impact of agriculture economic aspects and also the involvement in number of farmers. In Sulawesi Project, we develop leveling strata of small-scale demo farm with group of farmers and local cooperative. With this methodology, all of listed small-scale farmers can get access to agriculture input, micro-financing and how to deliver quality output. PT Pupuk Kaltim is member firm of holding company PT Pupuk Indonesia, private company belongs to the government of Indonesia. The company listed as Indonesia's largest producer of urea fertilizers, besides ammonia, Compound Fertilizer (NPK) and biological fertilizers. To achieve strategic objectives, the company has distinguished award such as SNI Platinum, SGS Award IFA Protect and Sustain Stewardship and Gold Rank of Environment Friendly Company. This achievement has become the strategic foundation for our company to energize value added farming in sustaining food security program. Moreover, to ensure cocoa sustainability farming the company has developed partnership with international companies and Non-Government Organization (NGO).

Keywords: fertilizer and plant nutrition management, good agriculture practices, agriculture economic aspects, value-added farming

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Authors: Manuel Chacon-Fuentes, Leonardo Bardehle, Marcelo Lizama, Claudio Reyes, Andres Quiroz

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The insect-plant interaction is a complex process in which the plant is able to release chemical signaling that modifies the behavior of insects. Insect herbivory can trigger mechanisms that allow the increase in the production of secondary metabolites that allow coping against the herbivores. Monoterpenes are a kind of secondary metabolites involved in direct defense acting as repellents of herbivorous or even in indirect defense acting as attractants for insect predators. In addition, an increase of the monoterpenes concentration is an effect commonly associated with the herbivory. Hence, plants subjected to damage by herbivory increase the monoterpenes production in comparison to plants without herbivory. In this framework, co-evolutionary aspects play a fundamental role in the adaptation of the herbivorous to their host and in the counter-adaptive strategies of the plants to avoid the herbivorous. In this context, Ugni molinae 'murtilla' is a native shrub from Chile characterized by its antioxidant activity mainly related to the phenolic compounds presents in its fruits. The larval stage of the red grape caterpillar Chilesia rudis Butler (Lepidoptera: Arctiidae) has been reported as an important defoliator of U. molinae. This insect is native from Chile and probably has been involved in a co-evolutionary process with murtilla. Therefore, we hypothesized that herbivory by the red grape caterpillar increases the emission of monoterpenes in Ugni molinae. Ecotypes 19-1 and 22-1 of murtilla were established and maintained at 25° C in the Laboratorio de Química Ecológica at Universidad de La Frontera. Red grape caterpillars of ⁓40 mm were collected near to Temuco (Chile) from grasses, and they were deprived of food for 24 h before performing the assays. Ten caterpillars were placed on the foliage of the ecotypes 19-1 and 22-1 and allowed to feed during 48 h. After this time, caterpillars were removed from the ecotypes and monoterpenes were collected. A glass chamber was used to enclose the ecotypes and a Porapak-Q column was used to trap the monoterpenes. After 24 h of capturing, columns were desorbed with hexane. Then, samples were injected in a gas chromatograph coupled to mass spectrometer and monoterpenes were determined according to the NIST library. All the experiments were performed in triplicate. Results showed that α-pinene, β-phellandrene, limonene, and 1,8 cineole were the main monoterpenes released by murtilla ecotypes. For the ecotype 19-1, the abundance of α-pinene was significantly higher in plants subjected to herbivory (100%) in relation to control plants (54.58%). Moreover, β-phellandrene and 1,8 cineole were observed only in control plants. For ecotype 22-1, there was no significant difference in monoterpenes abundance. In conclusion, the results suggest a trade-off of β-phellandrene and 1,8 cineole in response to herbivory damage by red grape caterpillar generating an increase in α-pinene abundance.

Keywords: Chilesia rudis, gas chromatography, monoterpenes, Ugni molinae

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Authors: El Ghazi Safae, Cherkaoui Mounia

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Within companies, emotions have been forgotten as key elements of successful management systems. Seen as factors which disturb judgment, make reckless acts or affect negatively decision-making. Since management systems were influenced by the Taylorist worker image, that made the work regular and plain, and considered employees as executing machines. However, recently, in globalized economy characterized by a variety of uncertainties, emotions are proved as useful elements, even necessary, to attend high-level management. The work of Elton Mayo and Kurt Lewin reveals the importance of emotions. Since then emotions start to attract considerable attention. These studies have shown that emotions influence, directly or indirectly, many organization processes. For example, the quality of interpersonal relationships, job satisfaction, absenteeism, stress, leadership, performance and team commitment. Emotions became fundamental and indispensable to individual yield and so on to management efficiency. The idea that a person potential is associated to Intellectual Intelligence, measured by the IQ as the main factor of social, professional and even sentimental success, was the main problematic that need to be questioned. The literature on emotional intelligence has made clear that success at work does not only depend on intellectual intelligence but also other factors. Several researches investigating emotional intelligence impact on performance showed that emotionally intelligent managers perform more, attain remarkable results, able to achieve organizational objectives, impact the mood of their subordinates and create a friendly work environment. An improvement in the emotional intelligence of managers is therefore linked to the professional development of the organization and not only to the personal development of the manager. In this context, it would be interesting to question the importance of emotional intelligence. Does it impact organizational performance? What is the importance of emotional intelligence and how it impacts organizational performance? The literature highlighted that measurement and conceptualization of emotional intelligence are difficult to define. Efforts to measure emotional intelligence have identified three models that are more prominent: the mixed model, the ability model, and the trait model. The first is considered as cognitive skill, the second relates to the mixing of emotional skills with personality-related aspects and the latter is intertwined with personality traits. But, despite strong claims about the importance of emotional intelligence in the workplace, few studies have empirically examined the impact of emotional intelligence on organizational performance, because even though the concept of performance is at the heart of all evaluation processes of companies and organizations, we observe that performance remains a multidimensional concept and many authors insist about the vagueness that surrounds the concept. Given the above, this article provides an overview of the researches related to emotional intelligence, particularly focusing on studies that investigated the impact of emotional intelligence on organizational performance to contribute to the emotional intelligence literature and highlight its importance and show how it impacts companies’ performance.

Keywords: emotions, performance, intelligence, firms

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Authors: Doni Dermawan

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Modern sports competition as a consequence of the increase in the value of the business and entertainment in the field of sport has been demanding athletes to always have excellent physical endurance performance. Physical exercise is done in a long time, and intensive may pose a risk of muscle tissue damage caused by the increase of the enzyme creatine kinase. Branched Chain Amino Acids (BCAA) is an essential amino acid that is composed of leucine, isoleucine, and valine which serves to maintain muscle tissue, keeping the immune system, and prevent further loss of coordination and muscle pain. Pea (Pisum sativum L.) is a kind of leguminous plants that are rich in Branched Chain Amino Acids (BCAA) where every one gram of protein pea contains 82.7 mg of leucine; 56.3 mg isoleucine; and 56.0 mg of valine. This research aims to develop Branched Chain Amino Acids (BCAA) from pea extract is applied in dosage forms Gel PVP Kinesio Tape technology using Ultrasound-assisted Extraction. The method used in the writing of this paper is the Cochrane Collaboration Review that includes literature studies, testing the quality of the study, the characteristics of the data collection, analysis, interpretation of results, and clinical trials as well as recommendations for further research. Extraction of BCAA in pea done using ultrasound-assisted extraction technology with optimization variables includes the type of solvent extraction (NaOH 0.1%), temperature (20-250C), time (15-30 minutes) power (80 watt) and ultrasonic frequency (35 KHz). The advantages of this extraction method are the level of penetration of the solvent into the membrane of the cell is high and can increase the transfer period so that the BCAA substance separation process more efficient. BCAA extraction results are then applied to the polymer PVP (Polyvinylpyrrolidone) Gel powder composed of PVP K30 and K100 HPMC dissolved in 10 mL of water-methanol (1: 1) v / v. Preparations Kinesio Tape Gel PVP is the BCAA in the gel are absorbed into the muscle tissue, and joints through tensile force then provides stimulation to the muscle circulation with variable pressure so that the muscle can increase the biomechanical movement and prevent damage to the muscle enzyme creatine kinase. Analysis and evaluation of test preparation include interaction, thickness, weight uniformity, humidity, water vapor permeability, the levels of the active substance, content uniformity, percentage elongation, stability testing, release profile, permeation in vitro and in vivo skin irritation testing.

Keywords: branched chain amino acid, BCAA, Kinesio tape, pea, PVP gel, ultrasound-assisted extraction

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Authors: Gabriel P. Fife, Saeyong Lee, David M. O'Sullivan

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Introduction: Although investigations into injury characteristics are represented well in the literature, few have investigated the biomechanical characteristics associated with head impacts in Taekwondo. Therefore, the purpose of this study was to identify the kinematic characteristics of head impacts due to taekwondo kicks among non-elite practitioners. Participants: Male participants (n= 11, 175 + 5.3 cm, 71 + 8.3 kg) with 7.5 + 3.6 years of taekwondo training volunteered for this study. Methods: Participants were asked to perform five repetitions of each technique (i.e., turning kick, spinning hook kick, spinning back kick, front axe kick, and clench axe kick) aimed at the Hybrid III head with their dominant kicking leg. All participants wore a protective foot pad (thickness = 12 mm) that is commonly used in competition and training. To simulate head impact in taekwondo, the target consisted of a Hybrid III 50th Percentile Crash Test Dummy (Hybrid III) head (mass = 5.1 kg) and neck (fitted with taekwondo headgear) secured to an aluminum support frame and positioned to each athlete’s standing height. The Hybrid III head form was instrumented with a 500 g tri-axial accelerometer (PCB Piezotronics) mounted to the head center of gravity to obtain resultant linear accelerations (RLA). Rotational accelerations were collected using three angular rate sensors mounted orthogonally to each other (Diversified Technical Systems ARS-12 K Angular Rate Sensor). The accelerometers were interfaced via a 3-channel, battery-powered integrated circuit piezoelectric sensor signal conditioner (PCB Piezotronics) and connected to a desktop computer for analysis. Acceleration data were captured using LABVIEW Signal Express and processed in accordance with SAE J211-1 channel frequency class 1000. Head injury criteria values (HIC) were calculated using the VSRSoftware. A one-way analysis of variance was used to determine differences between kicks, while the Tukey HSD test was employed for pairwise comparisons. The level of significance was set to an effect size of 0.20. All statistical analyses were done using R 3.1.0. Results: A statistically significant difference was observed in RLA (p = 0.00075); however, these differences were not clinically meaningful (η² = 0.04, 95% CI: -0.94 to 1.03). No differences were identified with ROTA (p = 0.734, η² = 0.0004, 95% CI: -0.98 to 0.98). A statistically significant difference (p < 0.001) between kicks in HIC was observed, with a medium effect (η2= 0.08, 95% CI: -0.98 to 1.07). However, the confidence interval of this difference indicates uncertainty. Tukey HSD test identified differences (p < 0.001) between kicking techniques in RLA and HIC. Conclusion: This study observed head impact levels that were comparable to previous studies of similar objectives and methodology. These data are important as impact measures from this study may be more representative of impact levels experienced by non-elite competitors. Although the clench axe kick elicited a lower RLA, the ROTA of this technique was higher than levels from other techniques (although not large differences in reference to effect sizes). As the axe kick has been reported to cause severe head injury, future studies may consider further study of this kick important.

Keywords: Taekwondo, head injury, biomechanics, kicking

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Authors: N. Garrós, P. Bustos, N. Beirampour, R. Mohammadi, M. Mallandrich, A.C. Calpena, H. Colom

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Atopic dermatitis (AD) is a persistent skin condition characterized by chronic inflammation caused by an autoimmune response. It is a prevalent clinical issue that requires continual treatment to enhance the patient's quality of life. Systemic therapy often involves the use of glucocorticoids or immunosuppressants to manage symptoms. Our objective was to create and assess topical liposomal formulations containing Baricitinib (BNB), a reversible inhibitor of Janus-associated kinase (JAK), which is involved in various immune responses. These formulations were intended to address flare-ups and improve treatment outcomes for AD. We created three distinct liposomal formulations by combining different amounts of 1-palmitoyl-2-oleoyl-glycero-3-phosphocholine (POPC), cholesterol (CHOL), and ceramide (CER): (i) pure POPC, (ii) POPC mixed with CHOL (at a ratio of 8:2, mol/mol), and (iii) POPC mixed with CHOL and CER (at a ratio of 3.6:2.4:4.0 mol/mol/mol). We conducted various tests to determine the formulations' skin tolerance, irritancy capacity, and their ability to cause erythema and edema on altered skin. We also assessed the transepidermal water loss (TEWL) and skin hydration of rabbits to evaluate the efficacy of the formulations. Histological analysis, the HET-CAM test, and the modified Draize test were all used in the evaluation process. The histological analysis revealed that liposome POPC and POPC:CHOL avoided any damage to the tissues structures. The HET-CAM test showed no irritation effect caused by any of the three liposomes, and the modified Draize test showed a good Draize score for erythema and edema. Liposome POPC effectively counteracted the impact of xylol on the skin, and no erythema or edema was observed during the study. TEWL values were constant for all the liposomes with similar values to the negative control (within the range 8 - 15 g/h·m2, which means a healthy value for rabbits), whereas the positive control showed a significant increase. The skin hydration values were constant and followed the trend of the negative control, while the positive control showed a steady increase during the tolerance study. In conclusion, the developed formulations containing BNB exhibited no harmful or irritating effects, they did not demonstrate any irritant potential in the HET-CAM test and liposomes POPC and POPC:CHOL did not cause any structural alteration according to the histological analysis. These positive findings suggest that additional research is necessary to evaluate the efficacy of these liposomal formulations in animal models of the disease, including mutant animals. Furthermore, before proceeding to clinical trials, biochemical investigations should be conducted to better understand the mechanisms of action involved in these formulations.

Keywords: baricitinib, HET-CAM test, histological study, JAK inhibitor, liposomes, modified draize test

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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

Procedia PDF Downloads 297