Search results for: genetic model
17005 Forecasting Age-Specific Mortality Rates and Life Expectancy at Births for Malaysian Sub-Populations
Authors: Syazreen N. Shair, Saiful A. Ishak, Aida Y. Yusof, Azizah Murad
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In this paper, we forecast age-specific Malaysian mortality rates and life expectancy at births by gender and ethnic groups including Malay, Chinese and Indian. Two mortality forecasting models are adopted the original Lee-Carter model and its recent modified version, the product ratio coherent model. While the first forecasts the mortality rates for each subpopulation independently, the latter accounts for the relationship between sub-populations. The evaluation of both models is performed using the out-of-sample forecast errors which are mean absolute percentage errors (MAPE) for mortality rates and mean forecast errors (MFE) for life expectancy at births. The best model is then used to perform the long-term forecasts up to the year 2030, the year when Malaysia is expected to become an aged nation. Results suggest that in terms of overall accuracy, the product ratio model performs better than the original Lee-Carter model. The association of lower mortality group (Chinese) in the subpopulation model can improve the forecasts of high mortality groups (Malay and Indian).Keywords: coherent forecasts, life expectancy at births, Lee-Carter model, product-ratio model, mortality rates
Procedia PDF Downloads 22017004 Phylogenetic Relationships of Aproaerema Simplexella (Walker) and the Groundnut Leaf Miner Aproaerema Modicella (Deventer) (Lepidoptera: Gelechiidae) Collected from Australia, India, Mozambique, and South Africa
Authors: Makhosi Buthelezi
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Mitochondrial DNA cytochrome c oxidase I (COI) gene analyses linked the South African groundnut leaf miner (GLM) to the Australian soya bean moth Aproaerema simplexella (Walker) and Indian Aproaerema modicella (Deventer). Thus, the genetic relatedness of GLM, A. simplexela, and A. modicella was examined by performing mitochondrial and nuclear (COI, cytochrome oxidase subunit II (COII), mitochondrial cytochrome b (CYTB), nuclear ribosomal 28S (28S) and intergenic spacer elongation factor-1 alpha ( EF-1 ALPHA) on 44 specimens collected from South Africa, four from Mozambique, and three each from single locations in India and Australia. Phylogenetic analyses were conducted using the Maximum Parsimony (MP) and Neighbour-Joining (NJ) methods. All of the datasets of the five DNA gene regions that were sequenced were also analyzed using the Basic Local Alignment Search Tool (BLAST) to find the closest matches for inclusion in the phylogenetic trees as outgroups and for purposes of information. In the phylogenetic trees for COI, COII, cytb and EF-1 ALPHA, a similar pattern was observed in the way that the sequences assembled into different groups; i.e., some sequences of A. simplexella from Australia were grouped separately from the others, but some Australian sequences grouped with those of the GLM from South Africa, India, and Mozambique. In the phylogenetic tree for 28S, all sequences from South Africa, Australia, India, and Mozambique grouped together and formed one group. For COI, genetic pairwise distance ranged from 0.97 to 3.60 %, for COII it ranged from 0.19% to 2.32%, for cytb it ranged from 0.25 to 9.77% and for EF-1 ALPHA it ranged 0.48 to 6.99%. Results of this study indicate that these populations are genetically related and presumably constitute a single species. Thus, further molecular and morphological studies need to be undertaken in order to resolve this apparent conundrum on the taxonomy of these populations.Keywords: aproaerema modicella, aproaerema simplexella, mitochondrial DNA, nuclear DNA
Procedia PDF Downloads 20017003 Efficient Sampling of Probabilistic Program for Biological Systems
Authors: Keerthi S. Shetty, Annappa Basava
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In recent years, modelling of biological systems represented by biochemical reactions has become increasingly important in Systems Biology. Biological systems represented by biochemical reactions are highly stochastic in nature. Probabilistic model is often used to describe such systems. One of the main challenges in Systems biology is to combine absolute experimental data into probabilistic model. This challenge arises because (1) some molecules may be present in relatively small quantities, (2) there is a switching between individual elements present in the system, and (3) the process is inherently stochastic on the level at which observations are made. In this paper, we describe a novel idea of combining absolute experimental data into probabilistic model using tool R2. Through a case study of the Transcription Process in Prokaryotes we explain how biological systems can be written as probabilistic program to combine experimental data into the model. The model developed is then analysed in terms of intrinsic noise and exact sampling of switching times between individual elements in the system. We have mainly concentrated on inferring number of genes in ON and OFF states from experimental data.Keywords: systems biology, probabilistic model, inference, biology, model
Procedia PDF Downloads 34917002 Nutritional Genomics Profile Based Personalized Sport Nutrition
Authors: Eszter Repasi, Akos Koller
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Our genetic information determines our look, physiology, sports performance and all our features. Maximizing the performances of athletes have adopted a science-based approach to the nutritional support. Nowadays genetics studies have blended with nutritional sciences, and a dynamically evolving, new research field have appeared. Nutritional genomics is needed to be used by nutritional experts. This is a recent field of nutritional science, which can provide a solution to reach the best sport performance using correlations between the athlete’s genome, nutritions, molecules, included human microbiome (links between food, microbiome and epigenetics), nutrigenomics and nutrigenetics. Nutritional genomics has a tremendous potential to change the future of dietary guidelines and personal recommendations. Experts need to use new technology to get information about the athletes, like nutritional genomics profile (included the determination of the oral and gut microbiome and DNA coded reaction for food components), which can modify the preparation term and sports performance. The influence of nutrients on the genes expression is called Nutrigenomics. The heterogeneous response of gene variants to nutrients, dietary components is called Nutrigenetics. The human microbiome plays a critical role in the state of health and well-being, and there are more links between food or nutrition and the human microbiome composition, which can develop diseases and epigenetic changes as well. A nutritional genomics-based profile of athletes can be the best technic for a dietitian to make a unique sports nutrition diet plan. Using functional food and the right food components can be effected on health state, thus sports performance. Scientists need to determine the best response, due to the effect of nutrients on health, through altering genome promote metabolites and result changes in physiology. Nutritional biochemistry explains why polymorphisms in genes for the absorption, circulation, or metabolism of essential nutrients (such as n-3 polyunsaturated fatty acids or epigallocatechin-3-gallate), would affect the efficacy of that nutrient. Controlled nutritional deficiencies and failures, prevented the change of health state or a newly discovered food intolerance are observed by a proper medical team, can support better sports performance. It is important that the dietetics profession informed on gene-diet interactions, that may be leading to optimal health, reduced risk of injury or disease. A special medical application for documentation and monitoring of data of health state and risk factors can uphold and warn the medical team for an early action and help to be able to do a proper health service in time. This model can set up a personalized nutrition advice from the status control, through the recovery, to the monitoring. But more studies are needed to understand the mechanisms and to be able to change the composition of the microbiome, environmental and genetic risk factors in cases of athletes.Keywords: gene-diet interaction, multidisciplinary team, microbiome, diet plan
Procedia PDF Downloads 17217001 Machine Learning Model Applied for SCM Processes to Efficiently Determine Its Impacts on the Environment
Authors: Elena Puica
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This paper aims to investigate the impact of Supply Chain Management (SCM) on the environment by applying a Machine Learning model while pointing out the efficiency of the technology used. The Machine Learning model was used to derive the efficiency and optimization of technology used in SCM and the environmental impact of SCM processes. The model applied is a predictive classification model and was trained firstly to determine which stage of the SCM has more outputs and secondly to demonstrate the efficiency of using advanced technology in SCM instead of recuring to traditional SCM. The outputs are the emissions generated in the environment, the consumption from different steps in the life cycle, the resulting pollutants/wastes emitted, and all the releases to air, land, and water. This manuscript presents an innovative approach to applying advanced technology in SCM and simultaneously studies the efficiency of technology and the SCM's impact on the environment. Identifying the conceptual relationships between SCM practices and their impact on the environment is a new contribution to the research. The authors can take a forward step in developing recent studies in SCM and its effects on the environment by applying technology.Keywords: machine-learning model in SCM, SCM processes, SCM and the environmental impact, technology in SCM
Procedia PDF Downloads 11617000 The Effect of Action Potential Duration and Conduction Velocity on Cardiac Pumping Efficacy: Simulation Study
Authors: Ana Rahma Yuniarti, Ki Moo Lim
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Slowed myocardial conduction velocity (CV) and shortened action potential duration (APD) due to some reason are associated with an increased risk of re-entrant excitation, predisposing to cardiac arrhythmia. That is because both of CV reduction and APD shortening induces shortening of wavelength. In this study, we investigated quantitatively the cardiac mechanical responses under various CV and APD using multi-scale computational model of the heart. The model consisted of electrical model coupled with the mechanical contraction model together with a lumped model of the circulatory system. The electrical model consisted of 149.344 numbers of nodes and 183.993 numbers of elements of tetrahedral mesh, whereas the mechanical model consisted of 356 numbers of nodes and 172 numbers of elements of hexahedral mesh with hermite basis. We performed the electrical simulation with two scenarios: 1) by varying the CV values with constant APD and 2) by varying the APD values with constant CV. Then, we compared the electrical and mechanical responses for both scenarios. Our simulation showed that faster CV and longer APD induced largest resultants wavelength and generated better cardiac pumping efficacy by increasing the cardiac output and consuming less energy. This is due to the long wave propagation and faster conduction generated more synchronous contraction of whole ventricle.Keywords: conduction velocity, action potential duration, mechanical contraction model, circulatory model
Procedia PDF Downloads 20416999 Application of Computational Flow Dynamics (CFD) Analysis for Surge Inception and Propagation for Low Head Hydropower Projects
Authors: M. Mohsin Munir, Taimoor Ahmad, Javed Munir, Usman Rashid
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Determination of maximum elevation of a flowing fluid due to sudden rejection of load in a hydropower facility is of great interest to hydraulic engineers to ensure safety of the hydraulic structures. Several mathematical models exist that employ one-dimensional modeling for the determination of surge but none of these perfectly simulate real-time circumstances. The paper envisages investigation of surge inception and propagation for a Low Head Hydropower project using Computational Fluid Dynamics (CFD) analysis on FLOW-3D software package. The fluid dynamic model utilizes its analysis for surge by employing Reynolds’ Averaged Navier-Stokes Equations (RANSE). The CFD model is designed for a case study at Taunsa hydropower Project in Pakistan. Various scenarios have run through the model keeping in view upstream boundary conditions. The prototype results were then compared with the results of physical model testing for the same scenarios. The results of the numerical model proved quite accurate coherence with the physical model testing and offers insight into phenomenon which are not apparent in physical model and shall be adopted in future for the similar low head projects limiting delays and cost incurred in the physical model testing.Keywords: surge, FLOW-3D, numerical model, Taunsa, RANSE
Procedia PDF Downloads 36116998 Joint Modeling of Bottle Use, Daily Milk Intake from Bottles, and Daily Energy Intake in Toddlers
Authors: Yungtai Lo
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The current study follows an educational intervention on bottle-weaning to simultaneously evaluate the effect of the bottle-weaning intervention on reducing bottle use, daily milk intake from bottles, and daily energy intake in toddlers aged 11 to 13 months. A shared parameter model and a random effects model are used to jointly model bottle use, daily milk intake from bottles, and daily energy intake. We show in the two joint models that the bottle-weaning intervention promotes bottleweaning, and reduces daily milk intake from bottles in toddlers not off bottles and daily energy intake. We also show that the odds of drinking from a bottle were positively associated with the amount of milk intake from bottles and increased daily milk intake from bottles was associated with increased daily energy intake. The effect of bottle use on daily energy intake is through its effect on increasing daily milk intake from bottles that in turn increases daily energy intake.Keywords: two-part model, semi-continuous variable, joint model, gamma regression, shared parameter model, random effects model
Procedia PDF Downloads 28716997 A Numerical Model Simulation for an Updraft Gasifier Using High-Temperature Steam
Authors: T. M. Ismail, M. A. El-Salam
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A mathematical model study was carried out to investigate gasification of biomass fuels using high-temperature air and steam as a gasifying agent using high-temperature air up to 1000°C. In this study, a 2D computational fluid dynamics model was developed to study the gasification process in an updraft gasifier, considering drying, pyrolysis, combustion, and gasification reactions. The gas and solid phases were resolved using a Euler−Euler multiphase approach, with exchange terms for the momentum, mass, and energy. The standard k−ε turbulence model was used in the gas phase, and the particle phase was modeled using the kinetic theory of granular flow. The results show that the present model giving a promising way in its capability and sensitivity for the parameter effects that influence the gasification process.Keywords: computational fluid dynamics, gasification, biomass fuel, fixed bed gasifier
Procedia PDF Downloads 40616996 Landing Performance Improvement Using Genetic Algorithm for Electric Vertical Take Off and Landing Aircrafts
Authors: Willian C. De Brito, Hernan D. C. Munoz, Erlan V. C. Carvalho, Helder L. C. De Oliveira
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In order to improve commute time for small distance trips and relieve large cities traffic, a new transport category has been the subject of research and new designs worldwide. The air taxi travel market promises to change the way people live and commute by using the concept of vehicles with the ability to take-off and land vertically and to provide passenger’s transport equivalent to a car, with mobility within large cities and between cities. Today’s civil air transport remains costly and accounts for 2% of the man-made CO₂ emissions. Taking advantage of this scenario, many companies have developed their own Vertical Take Off and Landing (VTOL) design, seeking to meet comfort, safety, low cost and flight time requirements in a sustainable way. Thus, the use of green power supplies, especially batteries, and fully electric power plants is the most common choice for these arising aircrafts. However, it is still a challenge finding a feasible way to handle with the use of batteries rather than conventional petroleum-based fuels. The batteries are heavy and have an energy density still below from those of gasoline, diesel or kerosene. Therefore, despite all the clear advantages, all electric aircrafts (AEA) still have low flight autonomy and high operational cost, since the batteries must be recharged or replaced. In this sense, this paper addresses a way to optimize the energy consumption in a typical mission of an aerial taxi aircraft. The approach and landing procedure was chosen to be the subject of an optimization genetic algorithm, while final programming can be adapted for take-off and flight level changes as well. A real tilt rotor aircraft with fully electric power plant data was used to fit the derived dynamic equations of motion. Although a tilt rotor design is used as a proof of concept, it is possible to change the optimization to be applied for other design concepts, even those with independent motors for hover and cruise flight phases. For a given trajectory, the best set of control variables are calculated to provide the time history response for aircraft´s attitude, rotors RPM and thrust direction (or vertical and horizontal thrust, for independent motors designs) that, if followed, results in the minimum electric power consumption through that landing path. Safety, comfort and design constraints are assumed to give representativeness to the solution. Results are highly dependent on these constraints. For the tested cases, performance improvement ranged from 5 to 10% changing initial airspeed, altitude, flight path angle, and attitude.Keywords: air taxi travel, all electric aircraft, batteries, energy consumption, genetic algorithm, landing performance, optimization, performance improvement, tilt rotor, VTOL design
Procedia PDF Downloads 11516995 Multiphase Flow Model for 3D Numerical Model Using ANSYS for Flow over Stepped Cascade with End Sill
Authors: Dheyaa Wajid Abbood, Hanan Hussien Abood
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Stepped cascade has been utilized as a hydraulic structure for years. It has proven to be the least costly aeration system in replenishing dissolved oxygen. Numerical modeling of stepped cascade with end sill is very complicated and challenging because of the high roughness and velocity re circulation regions. Volume of fluid multiphase flow model (VOF) is used .The realizable k-ξ model is chosen to simulate turbulence. The computational results are compared with lab-scale stepped cascade data. The lab –scale model was constructed in the hydraulic laboratory, Al-Mustansiriya University, Iraq. The stepped cascade was 0.23 m wide and consisted of 3 steps each 0.2m high and 0.6 m long with variable end sill. The discharge was varied from 1 to 4 l/s. ANSYS has been employed to simulate the experimental data and their related results. This study shows that ANSYS is able to predict results almost the same as experimental findings in some regions of the structure.Keywords: stepped cascade weir, aeration, multiphase flow model, ansys
Procedia PDF Downloads 33616994 Developing an Integrated Seismic Risk Model for Existing Buildings in Northern Algeria
Authors: R. Monteiro, A. Abarca
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Large scale seismic risk assessment has become increasingly popular to evaluate the physical vulnerability of a given region to seismic events, by putting together hazard, exposure and vulnerability components. This study, developed within the scope of the EU-funded project ITERATE (Improved Tools for Disaster Risk Mitigation in Algeria), explains the steps and expected results for the development of an integrated seismic risk model for assessment of the vulnerability of residential buildings in Northern Algeria. For this purpose, the model foresees the consideration of an updated seismic hazard model, as well as ad-hoc exposure and physical vulnerability models for local residential buildings. The first results of this endeavor, such as the hazard model and a specific taxonomy to be used for the exposure and fragility components of the model are presented, using as starting point the province of Blida, in Algeria. Specific remarks and conclusions regarding the characteristics of the Northern Algerian in-built are then made based on these results.Keywords: Northern Algeria, risk, seismic hazard, vulnerability
Procedia PDF Downloads 20116993 Modelling of Atomic Force Microscopic Nano Robot's Friction Force on Rough Surfaces
Authors: M. Kharazmi, M. Zakeri, M. Packirisamy, J. Faraji
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Micro/Nanorobotics or manipulation of nanoparticles by Atomic Force Microscopic (AFM) is one of the most important solutions for controlling the movement of atoms, particles and micro/nano metrics components and assembling of them to design micro/nano-meter tools. Accurate modelling of manipulation requires identification of forces and mechanical knowledge in the Nanoscale which are different from macro world. Due to the importance of the adhesion forces and the interaction of surfaces at the nanoscale several friction models were presented. In this research, friction and normal forces that are applied on the AFM by using of the dynamic bending-torsion model of AFM are obtained based on Hurtado-Kim friction model (HK), Johnson-Kendall-Robert contact model (JKR) and Greenwood-Williamson roughness model (GW). Finally, the effect of standard deviation of asperities height on the normal load, friction force and friction coefficient are studied.Keywords: atomic force microscopy, contact model, friction coefficient, Greenwood-Williamson model
Procedia PDF Downloads 19916992 Wind Wave Modeling Using MIKE 21 SW Spectral Model
Authors: Pouya Molana, Zeinab Alimohammadi
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Determining wind wave characteristics is essential for implementing projects related to Coastal and Marine engineering such as designing coastal and marine structures, estimating sediment transport rates and coastal erosion rates in order to predict significant wave height (H_s), this study applies the third generation spectral wave model, Mike 21 SW, along with CEM model. For SW model calibration and verification, two data sets of meteorology and wave spectroscopy are used. The model was exposed to time-varying wind power and the results showed that difference ratio mean, standard deviation of difference ratio and correlation coefficient in SW model for H_s parameter are 1.102, 0.279 and 0.983, respectively. Whereas, the difference ratio mean, standard deviation and correlation coefficient in The Choice Experiment Method (CEM) for the same parameter are 0.869, 1.317 and 0.8359, respectively. Comparing these expected results it is revealed that the Choice Experiment Method CEM has more errors in comparison to MIKE 21 SW third generation spectral wave model and higher correlation coefficient does not necessarily mean higher accuracy.Keywords: MIKE 21 SW, CEM method, significant wave height, difference ratio
Procedia PDF Downloads 40216991 Mathematical modeling of the calculation of the absorbed dose in uranium production workers with the genetic effects.
Authors: P. Kazymbet, G. Abildinova, K.Makhambetov, M. Bakhtin, D. Rybalkina, K. Zhumadilov
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Conducted cytogenetic research in workers Stepnogorsk Mining-Chemical Combine (Akmola region) with the study of 26341 chromosomal metaphase. Using a regression analysis with program DataFit, version 5.0, dependence between exposure dose and the following cytogenetic exponents has been studied: frequency of aberrant cells, frequency of chromosomal aberrations, frequency of the amounts of dicentric chromosomes, and centric rings. Experimental data on calibration curves "dose-effect" enabled the development of a mathematical model, allowing on data of the frequency of aberrant cells, chromosome aberrations, the amounts of dicentric chromosomes and centric rings calculate the absorbed dose at the time of the study. In the dose range of 0.1 Gy to 5.0 Gy dependence cytogenetic parameters on the dose had the following equation: Y = 0,0067е^0,3307х (R2 = 0,8206) – for frequency of chromosomal aberrations; Y = 0,0057е^0,3161х (R2 = 0,8832) –for frequency of cells with chromosomal aberrations; Y =5 Е-0,5е^0,6383 (R2 = 0,6321) – or frequency of the amounts of dicentric chromosomes and centric rings on cells. On the basis of cytogenetic parameters and regression equations calculated absorbed dose in workers of uranium production at the time of the study did not exceed 0.3 Gy.Keywords: Stepnogorsk, mathematical modeling, cytogenetic, dicentric chromosomes
Procedia PDF Downloads 47916990 Analysis of ZBTB17 Gene rs10927875 Polymorphism in Relation to Dilated Cardiomyopathy in Slovak Population
Authors: I. Boroňová, J. Bernasovská, J. Kmec, E. Petrejčíková
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Dilated cardiomyopathy (DCM) is a primary myocardial disease, it is characterized by progressive systolic dysfunction due to cardiac chamber dilatation and inefficient myocardial contractility with estimated prevalence of 37 in 100 000 people. It is the most frequent cause of heart failure and cardiac transplantation in young adults. About one-third of all patients have a suspected familial disease indicating a genetic basis of DCM. Many candidate gene studies in humans have tested the association of single nucleotide polymorphisms (SNPs) in various genes coding for proteins with a known cardiovascular function. In our study we present the results of ZBTB17 gene rs10927875 polymorphism genotyping in relation to dilated cardiomyopathy in Slovak population. The study included 78 individuals, 39 patients with DCM and 39 healthy control persons. The mean age of patients with DCM was 50.7±11.5 years; the mean age of individuals in control group was 51.3±9.8 years. Risk factors detected at baseline in each group included age, sex, body mass index, smoking status, diabetes and blood pressure. Genomic DNA was extracted from leukocytes by a standard methodology and screened for rs10927875 polymorphism in intron of ZBTB17 gene using Real-time PCR method (Step One Applied Biosystems). The distribution of investigated genotypes for rs10927875 polymorphism in the group of patients with DCM was as follows: CC (89.74%), CT (10.26%), TT (0%), and the distribution in the control group: CC (92.31%), CT (5.13%), and TT (2.56%). Using the chi-square (χ2) test we compared genotype and allele frequencies between patients and controls. There was no difference in genotype or allele frequencies in ZBTB17 gene rs10927875 polymorphism between patients and control group (χ2=3.028, p=0.220; χ2=0.264, p=0.608). Our results represent an initial study, it can be considered as preliminary and first of its kind in Slovak population. Further studies of ZBTB17 gene polymorphisms of more numerous files and additional functional investigations are needed to fully understand the role of genetic associations.Keywords: dilated cardiomyopathy, SNP polymorphism, ZBTB17 gene, bioscience
Procedia PDF Downloads 38416989 Whole Exome Sequencing Data Analysis of Rare Diseases: Non-Coding Variants and Copy Number Variations
Authors: S. Fahiminiya, J. Nadaf, F. Rauch, L. Jerome-Majewska, J. Majewski
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Background: Sequencing of protein coding regions of human genome (Whole Exome Sequencing; WES), has demonstrated a great success in the identification of causal mutations for several rare genetic disorders in human. Generally, most of WES studies have focused on rare variants in coding exons and splicing-sites where missense substitutions lead to the alternation of protein product. Although focusing on this category of variants has revealed the mystery behind many inherited genetic diseases in recent years, a subset of them remained still inconclusive. Here, we present the result of our WES studies where analyzing only rare variants in coding regions was not conclusive but further investigation revealed the involvement of non-coding variants and copy number variations (CNV) in etiology of the diseases. Methods: Whole exome sequencing was performed using our standard protocols at Genome Quebec Innovation Center, Montreal, Canada. All bioinformatics analyses were done using in-house WES pipeline. Results: To date, we successfully identified several disease causing mutations within gene coding regions (e.g. SCARF2: Van den Ende-Gupta syndrome and SNAP29: 22q11.2 deletion syndrome) by using WES. In addition, we showed that variants in non-coding regions and CNV have also important value and should not be ignored and/or filtered out along the way of bioinformatics analysis on WES data. For instance, in patients with osteogenesis imperfecta type V and in patients with glucocorticoid deficiency, we identified variants in 5'UTR, resulting in the production of longer or truncating non-functional proteins. Furthermore, CNVs were identified as the main cause of the diseases in patients with metaphyseal dysplasia with maxillary hypoplasia and brachydactyly and in patients with osteogenesis imperfecta type VII. Conclusions: Our study highlights the importance of considering non-coding variants and CNVs during interpretation of WES data, as they can be the only cause of disease under investigation.Keywords: whole exome sequencing data, non-coding variants, copy number variations, rare diseases
Procedia PDF Downloads 41916988 Superiority of High Frequency Based Volatility Models: Empirical Evidence from an Emerging Market
Authors: Sibel Celik, Hüseyin Ergin
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The paper aims to find the best volatility forecasting model for stock markets in Turkey. For this purpose, we compare performance of different volatility models-both traditional GARCH model and high frequency based volatility models- and conclude that both in pre-crisis and crisis period, the performance of high frequency based volatility models are better than traditional GARCH model. The findings of paper are important for policy makers, financial institutions and investors.Keywords: volatility, GARCH model, realized volatility, high frequency data
Procedia PDF Downloads 48616987 Application of the Tripartite Model to the Link between Non-Suicidal Self-Injury and Suicidal Risk
Authors: Ashley Wei-Ting Wang, Wen-Yau Hsu
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Objectives: The current study applies and expands the Tripartite Model to elaborate the link between non-suicidal self-injury (NSSI) and suicidal behavior. We propose a structural model of NSSI and suicidal risk, in which negative affect (NA) predicts both anxiety and depression, positive affect (PA) predicts depression only, anxiety is linked to NSSI, and depression is linked to suicidal risk. Method: Four hundreds and eighty seven undergraduates participated. Data were collected by administering self-report questionnaires. We performed hierarchical regression and structural equation modeling to test the proposed structural model. Results: The results largely support the proposed structural model, with one exception: anxiety was strongly associated with NSSI and to a lesser extent with suicidal risk. Conclusions: We conclude that the co-occurrence of NSSI and suicidal risk is due to NA and anxiety, and suicidal risk can be differentiated by depression. Further theoretical and practical implications are discussed.Keywords: non-suicidal self-injury, suicidal risk, anxiety, depression, the tripartite model, hierarchical relationship
Procedia PDF Downloads 47016986 Valuation of Caps and Floors in a LIBOR Market Model with Markov Jump Risks
Authors: Shih-Kuei Lin
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The characterization of the arbitrage-free dynamics of interest rates is developed in this study under the presence of Markov jump risks, when the term structure of the interest rates is modeled through simple forward rates. We consider Markov jump risks by allowing randomness in jump sizes, independence between jump sizes and jump times. The Markov jump diffusion model is used to capture empirical phenomena and to accurately describe interest jump risks in a financial market. We derive the arbitrage-free model of simple forward rates under the spot measure. Moreover, the analytical pricing formulas for a cap and a floor are derived under the forward measure when the jump size follows a lognormal distribution. In our empirical analysis, we find that the LIBOR market model with Markov jump risk better accounts for changes from/to different states and different rates.Keywords: arbitrage-free, cap and floor, Markov jump diffusion model, simple forward rate model, volatility smile, EM algorithm
Procedia PDF Downloads 42116985 Application of GA Optimization in Analysis of Variable Stiffness Composites
Authors: Nasim Fallahi, Erasmo Carrera, Alfonso Pagani
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Variable angle tow describes the fibres which are curvilinearly steered in a composite lamina. Significantly, stiffness tailoring freedom of VAT composite laminate can be enlarged and enabled. Composite structures with curvilinear fibres have been shown to improve the buckling load carrying capability in contrast with the straight laminate composites. However, the optimal design and analysis of VAT are faced with high computational efforts due to the increasing number of variables. In this article, an efficient optimum solution has been used in combination with 1D Carrera’s Unified Formulation (CUF) to investigate the optimum fibre orientation angles for buckling analysis. The particular emphasis is on the LE-based CUF models, which provide a Lagrange Expansions to address a layerwise description of the problem unknowns. The first critical buckling load has been considered under simply supported boundary conditions. Special attention is lead to the sensitivity of buckling load corresponding to the fibre orientation angle in comparison with the results which obtain through the Genetic Algorithm (GA) optimization frame and then Artificial Neural Network (ANN) is applied to investigate the accuracy of the optimized model. As a result, numerical CUF approach with an optimal solution demonstrates the robustness and computational efficiency of proposed optimum methodology.Keywords: beam structures, layerwise, optimization, variable stiffness
Procedia PDF Downloads 14316984 An Adjusted Network Information Criterion for Model Selection in Statistical Neural Network Models
Authors: Christopher Godwin Udomboso, Angela Unna Chukwu, Isaac Kwame Dontwi
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In selecting a Statistical Neural Network model, the Network Information Criterion (NIC) has been observed to be sample biased, because it does not account for sample sizes. The selection of a model from a set of fitted candidate models requires objective data-driven criteria. In this paper, we derived and investigated the Adjusted Network Information Criterion (ANIC), based on Kullback’s symmetric divergence, which has been designed to be an asymptotically unbiased estimator of the expected Kullback-Leibler information of a fitted model. The analyses show that on a general note, the ANIC improves model selection in more sample sizes than does the NIC.Keywords: statistical neural network, network information criterion, adjusted network, information criterion, transfer function
Procedia PDF Downloads 56716983 Causal Modeling of the Glucose-Insulin System in Type-I Diabetic Patients
Authors: J. Fernandez, N. Aguilar, R. Fernandez de Canete, J. C. Ramos-Diaz
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In this paper, a simulation model of the glucose-insulin system for a patient undergoing diabetes Type 1 is developed by using a causal modeling approach under system dynamics. The OpenModelica simulation environment has been employed to build the so called causal model, while the glucose-insulin model parameters were adjusted to fit recorded mean data of a diabetic patient database. Model results under different conditions of a three-meal glucose and exogenous insulin ingestion patterns have been obtained. This simulation model can be useful to evaluate glucose-insulin performance in several circumstances, including insulin infusion algorithms in open-loop and decision support systems in closed-loop.Keywords: causal modeling, diabetes, glucose-insulin system, diabetes, causal modeling, OpenModelica software
Procedia PDF Downloads 33016982 A Mathematical Optimization Model for Locating and Fortifying Capacitated Warehouses under Risk of Failure
Authors: Tareq Oshan
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Facility location and size decisions are important to any company because they affect profitability and success. However, warehouses are exposed to various risks of failure that affect their activity. This paper presents a mixed-integer non-linear mathematical model that can be used to determine optimal warehouse locations and sizes, which warehouses to fortify, and which branches should be assigned to specific warehouses when there is a risk of warehouse failure. Every branch is assigned to a fortified primary warehouse or a nonfortified primary warehouse and a fortified backup warehouse. The standard method and an introduced method, based on the average probabilities, for linearizing this mathematical model were used. A Canadian case study was used to demonstrate the developed mathematical model, followed by some sensitivity analysis.Keywords: supply chain network design, fortified warehouse, mixed-integer mathematical model, warehouse failure risk
Procedia PDF Downloads 24316981 A Basic Metric Model: Foundation for an Evidence-Based HRM System
Authors: K. M. Anusha, R. Krishnaveni
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Crossing a decade of the 21st century, the paradigm of human resources can be seen evolving with the strategic gene induced into it. There seems to be a radical shift descending as the corporate sector calls on its HR team to become strategic rather than administrative. This transferal eventually requires the metrics employed by these HR teams not to be just operationally reactive but to be aligned to an evidence-based strategic thinking. Realizing the growing need for a prescriptive metric model for effective HR analytics, this study has designed a conceptual framework for a basic metric model that can assist IT-HRM professionals to transition to a practice of evidence-based decision-making to enhance organizational performance.Keywords: metric model, evidence based HR, HR analytics, strategic HR practices, IT sector
Procedia PDF Downloads 40316980 A Fully Coupled Thermo-Hydraulic Mechanical Elastoplastic Damage Constitutive Model for Porous Fractured Medium during CO₂ Injection
Authors: Nikolaos Reppas, Yilin Gui
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A dual-porosity finite element-code will be presented for the stability analysis of the wellbore during CO₂ injection. An elastoplastic damage response will be considered to the model. The Finite Element Method (FEM) will be validated using experimental results from literature or from experiments that are planned to be undertaken at Newcastle University. The main target of the research paper is to present a constitutive model that can help industries to safely store CO₂ in geological rock formations and forecast any changes on the surrounding rock of the wellbore. The fully coupled elastoplastic damage Thermo-Hydraulic-Mechanical (THM) model will determine the pressure and temperature of the injected CO₂ as well as the size of the radius of the wellbore that can make the Carbon Capture and Storage (CCS) procedure more efficient.Keywords: carbon capture and storage, Wellbore stability, elastoplastic damage response for rock, constitutive THM model, fully coupled thermo-hydraulic-mechanical model
Procedia PDF Downloads 17516979 New Dynamic Constitutive Model for OFHC Copper Film
Authors: Jin Sung Kim, Hoon Huh
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The material properties of OFHC copper film was investigated with the High-Speed Material Micro Testing Machine (HSMMTM) at the high strain rates. The rate-dependent stress-strain curves from the experiment and the Johnson-Cook curve fitting showed large discrepancies as the plastic strain increases since the constitutive model implies no rate-dependent strain hardening effect. A new constitutive model was proposed in consideration of rate-dependent strain hardening effect. The strain rate hardening term in the new constitutive model consists of the strain rate sensitivity coefficients of the yield strength and strain hardening.Keywords: rate dependent material properties, dynamic constitutive model, OFHC copper film, strain rate
Procedia PDF Downloads 48616978 Optimal Design of Wind Turbine Blades Equipped with Flaps
Authors: I. Kade Wiratama
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As a result of the significant growth of wind turbines in size, blade load control has become the main challenge for large wind turbines. Many advanced techniques have been investigated aiming at developing control devices to ease blade loading. Amongst them, trailing edge flaps have been proven as effective devices for load alleviation. The present study aims at investigating the potential benefits of flaps in enhancing the energy capture capabilities rather than blade load alleviation. A software tool is especially developed for the aerodynamic simulation of wind turbines utilising blades equipped with flaps. As part of the aerodynamic simulation of these wind turbines, the control system must be also simulated. The simulation of the control system is carried out via solving an optimisation problem which gives the best value for the controlling parameter at each wind turbine run condition. Developing a genetic algorithm optimisation tool which is especially designed for wind turbine blades and integrating it with the aerodynamic performance evaluator, a design optimisation tool for blades equipped with flaps is constructed. The design optimisation tool is employed to carry out design case studies. The results of design case studies on wind turbine AWT 27 reveal that, as expected, the location of flap is a key parameter influencing the amount of improvement in the power extraction. The best location for placing a flap is at about 70% of the blade span from the root of the blade. The size of the flap has also significant effect on the amount of enhancement in the average power. This effect, however, reduces dramatically as the size increases. For constant speed rotors, adding flaps without re-designing the topology of the blade can improve the power extraction capability as high as of about 5%. However, with re-designing the blade pretwist the overall improvement can be reached as high as 12%.Keywords: flaps, design blade, optimisation, simulation, genetic algorithm, WTAero
Procedia PDF Downloads 33716977 Improving the Quantification Model of Internal Control Impact on Banking Risks
Authors: M. Ndaw, G. Mendy, S. Ouya
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Risk management in banking sector is a key issue linked to financial system stability and its importance has been elevated by technological developments and emergence of new financial instruments. In this paper, we improve the model previously defined for quantifying internal control impact on banking risks by automatizing the residual criticality estimation step of FMECA. For this, we defined three equations and a maturity coefficient to obtain a mathematical model which is tested on all banking processes and type of risks. The new model allows an optimal assessment of residual criticality and improves the correlation rate that has become 98%.Keywords: risk, control, banking, FMECA, criticality
Procedia PDF Downloads 33416976 An Approach on Robust Multi Inversion of a Nonlinear Model for an Omni-Directional Mobile
Authors: Fernando P. Silva, Valter J. S. Leite, Erivelton G. Nepomuceno
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In this paper, a nonlinear controller design for an omnidirectional mobile is presented. The robot controller consists of an inner-loop controller and an outer-loop controller, the first is designed using state feedback (robust allocation) and the second controller is designed based on Robust Multi Inversion (RMI) approach. The objective of RMI controller is rendering the robust inversion of the dynamic, when the model is affected by uncertainties. A model nonlinear MIMO of an omni-directional robot (small-league of Robocup) is used to simulate the RMI approach. The parameters of linear and nonlinear model are varied to cause modelling uncertainties among the model and the real model (real system) generating an error in inner-loop controller signal that must be compensated by RMI controller. The simulation test results show that the RMI is capable of compensating the uncertainties and keep the system stable and controlled under uncertainties.Keywords: robust multi inversion, omni-directional robot, robocup, nonlinear control
Procedia PDF Downloads 589