Search results for: Gaussian function
4082 Impact of the Electricity Market Prices during the COVID-19 Pandemic on Energy Storage Operation
Authors: Marin Mandić, Elis Sutlović, Tonći Modrić, Luka Stanić
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With the restructuring and deregulation of the power system, storage owners, generation companies or private producers can offer their multiple services on various power markets and earn income in different types of markets, such as the day-ahead, real-time, ancillary services market, etc. During the COVID-19 pandemic, electricity prices, as well as ancillary services prices, increased significantly. The optimization of the energy storage operation was performed using a suitable model for simulating the operation of a pumped storage hydropower plant under market conditions. The objective function maximizes the income earned through energy arbitration, regulation-up, regulation-down and spinning reserve services. The optimization technique used for solving the objective function is mixed integer linear programming (MILP). In numerical examples, the pumped storage hydropower plant operation has been optimized considering the already achieved hourly electricity market prices from Nord Pool for the pre-pandemic (2019) and the pandemic (2020 and 2021) years. The impact of the electricity market prices during the COVID-19 pandemic on energy storage operation is shown through the analysis of income, operating hours, reserved capacity and consumed energy for each service. The results indicate the role of energy storage during a significant fluctuation in electricity and services prices.Keywords: electrical market prices, electricity market, energy storage optimization, mixed integer linear programming (MILP) optimization
Procedia PDF Downloads 1734081 The Effect of Substrate Temperature on the Structural, Optical, and Electrical of Nano-Crystalline Tin Doped-Cadmium Telluride Thin Films for Photovoltaic Applications
Authors: Eman A. Alghamdi, A. M. Aldhafiri
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It was found that the induce an isolated dopant close to the middle of the bandgap by occupying the Cd position in the CdTe lattice structure is an efficient factor in reducing the nonradiative recombination rate and increasing the solar efficiency. According to our laboratory results, this work has been carried out to obtain the effect of substrate temperature on the CdTe0.6Sn0.4 prepared by thermal evaporation technique for photovoltaic application. Various substrate temperature (25°C, 100°C, 150°C, 200°C, 250°C and 300°C) was applied. Sn-doped CdTe thin films on a glass substrate at a different substrate temperature were made using CdTe and SnTe powders by the thermal evaporation technique. The structural properties of the prepared samples were determined using Raman, x-Ray Diffraction. Spectroscopic ellipsometry and spectrophotometric measurements were conducted to extract the optical constants as a function of substrate temperature. The structural properties of the grown films show hexagonal and cubic mixed structures and phase change has been reported. Scanning electron microscopy (SEM) reviled that a homogenous with a bigger grain size was obtained at 250°C substrate temperature. The conductivity measurements were recorded as a function of substrate temperatures. The open-circuit voltage was improved by controlling the substrate temperature due to the improvement of the fundamental material issues such as recombination and low carrier concentration. All the result was explained and discussed on the biases of the influences of the Sn dopant and the substrate temperature on the structural, optical and photovoltaic characteristics.Keywords: CdTe, conductivity, photovoltaic, ellipsometry
Procedia PDF Downloads 1334080 A Study of the Planning and Designing of the Built Environment under the Green Transit-Oriented Development
Authors: Wann-Ming Wey
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In recent years, the problems of global climate change and natural disasters have induced the concerns and attentions of environmental sustainability issues for the public. Aside from the environmental planning efforts done for human environment, Transit-Oriented Development (TOD) has been widely used as one of the future solutions for the sustainable city development. In order to be more consistent with the urban sustainable development, the development of the built environment planning based on the concept of Green TOD which combines both TOD and Green Urbanism is adapted here. The connotation of the urban development under the green TOD including the design toward environment protect, the maximum enhancement resources and the efficiency of energy use, use technology to construct green buildings and protected areas, natural ecosystems and communities linked, etc. Green TOD is not only to provide the solution to urban traffic problems, but to direct more sustainable and greener consideration for future urban development planning and design. In this study, we use both the TOD and Green Urbanism concepts to proceed to the study of the built environment planning and design. Fuzzy Delphi Technique (FDT) is utilized to screen suitable criteria of the green TOD. Furthermore, Fuzzy Analytic Network Process (FANP) and Quality Function Deployment (QFD) were then developed to evaluate the criteria and prioritize the alternatives. The study results can be regarded as the future guidelines of the built environment planning and designing under green TOD development in Taiwan.Keywords: green TOD, built environment, fuzzy delphi technique, quality function deployment, fuzzy analytic network process
Procedia PDF Downloads 3844079 Combining the Noble Values of Traditional Architecture on Modern Architecture
Authors: Dwi Retno Sri Ambarwati
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Recently, the traditional architecture were getting lost, replaced by modern architecture. The existence of many traditional houses often changing the function and change the values in an effort to adjust to the modern lifestyle, whereas the spiritual background of traditional architectural design is very specific and be the basis for consideration in the construction of the building, both in terms of determining the location of the building, the direction toward building, the spatial pattern and organization of space, zoning, hierarchical space, building form, ornamentation, the selection of building materials, and so on. The changes in function and form will transformed the spiritual values contained in it, because the architecture affects human behavior and reflects the culture. The traditional architecture views the architecture as a concept that has different tendencies in terms of orientation, shape, and attitude toward nature that tends to harmony with the social environment and local culture. The concept of the spirit of place made the architecture looks familiar, not arrogant and give a positive value to the surrounding environment. Every culture has a traditional architecture that full of spiritual values, although in the simplest form. Humans can learn about human values and local wisdom through the positive values that contained in traditional architecture, the desire to balance themselves with nature and the environment, not overbearing, strict adherence to the prevailing norms, openness in public life and intimacy family life that form a harmonious in life. The great and the wise value of traditional architecture should be revived in modern architecture that tends to ignore the spiritual values and more concerned with the functional and aesthetic pleasure, by combining the noble values of traditional architecture into modern architecture.Keywords: architecture, combining noble values, local wisdom, traditional architecture
Procedia PDF Downloads 4594078 Optimal Selling Prices for Small Sized Poultry Farmers
Authors: Hidefumi Kawakatsu, Dong Li, Kosuke Kato
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In Japan, meat-type chickens are mainly classified into three categories: (1) Broilers, (2) Branded chickens, and (3) Jidori (Free-range local traditional pedigree chickens). The Jidori chickens are certified by the Japanese Ministry of Agriculture, whilst, for the Branded chickens, there is no regulation with respect to their breed (genotype) or methods for rearing them. It is, therefore, relatively easy for poultry farmers to introduce Branded than Jidori chickens. The Branded chickens are normally fed a low-calorie diet with ingredients such as herbs, which lengthens their breeding period (compared with that of the Broilers) and increases their market value. In the field of inventory management, fast-growing animals such as broilers are categorised as ameliorating items. To the best of our knowledge, there are no previous studies that have explicitly considered smaller sized poultry farmers with limited breeding areas. This study develops an inventory model for a small sized poultry farmer that produces both the Broilers (Product 1) and the Branded chickens (Product 2) with different amelioration rates. The poultry farmer’s total profit per unit of time is formulated as a function of selling prices by using a price-dependent demand function. The existence of a unique optimal selling price for each product, which maximises the total profit, established. It has also been confirmed through numerical examples that, when the breeding area is fixed, the total profit could increase if the poultry farmer reduced the product quantity of Product 1 to introduce Product 2.Keywords: amelioration, deterioration, small sized poultry farmers, optimal price
Procedia PDF Downloads 2144077 Erectile Dysfunction among Bangladeshi Men with Diabetes
Authors: Shahjada Selim
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Background: Erectile dysfunction (ED) is an important impediment to quality of life of men. ED is approximate, three times more common in diabetic than non-diabetic men, and diabetic men develop ED earlier than age-matched non-diabetic subjects. Glycemic control and other factors may contribute in developing and or deteriorating ED. Aim: The aim of the study was to determine the prevalence of ED and its risk factors in type 2 diabetic (T2DM) men in Bangladesh. Methods: During 2013-2014, 3980 diabetic men aged 30-69 years were interviewed at the out-patient departments of seven diabetic centers in Dhaka by using the validated Bengali version of the questionnaire of the International index of erectile function (IIEF) for evaluation of baseline erectile function (EF). The indexes indicate a very high correlation between the items and the questionnaire is consistently reliable. Data were analyzed with Chi-squared (χ²) test using SPSS software. P ≤ 0.05 was considered significant. Results: Out of 3790, ED was found in 2046 (53.98%) of T2DM men. The prevalence of ED was increased with age from 10.5% in men aged 30-39 years to 33.6% in those aged over 60 years (P < 0.001). In comparison with patients with reported diabetes lasting ≤ 5 years (26.4%), the prevalence of ED was less than in those with diabetes of 6-11 years (35.3%) and of 12-30 years (42.5%, P <0.001). ED increased significantly in those who had poor glycemic control. The prevalence of ED in patients with good, fair and poor glycemic control was 22.8%, 42.5% and 47.9% respectively (P = 0.004). Treatment modalities (medical nutrition therapy, oral agents, insulin, and insulin plus oral agents) had significant association with ED and its severity (P < 0.001). Conclusion: Prevalence of ED is very high among T2DM men in Bangladesh and can be reduced the burden by improving glycemic status. Glycemic control, duration of diabetes, treatment modalities, increasing age are associated with ED.Keywords: erectile dysfunction, diabetes, men, Bangladesh
Procedia PDF Downloads 2654076 Analyze the Effect of TETRA, Terrestrial Trunked Radio, Signal on the Health of People Working in the Gas Refinery
Authors: Mohammad Bagher Heidari, Hefzollah Mohammadian
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TETRA (Terrestrial Trunked Radio) is a digital radio communication standard, which has been implemented in several different parts of the gas refinery ninth (phase 12th) by South Pars Gas Complex. Studies on possible impacts on the users' health considering different exposure conditions are missing. Objectives: To investigate possible acute effects of electromagnetic fields (EMF) of two different levels of TETRA hand-held transmitter signals on cognitive function and well-being in healthy young males. Methods: In the present double-blind cross-over study possible effects of short-term (2.5 h) EMF exposure of handset-like signals of TETRA (450 - 470 MHz) were studied in 30 healthy male participants (mean ± SD: 25.4 ±2.6 years). Individuals were tested on nine study days, on which they were exposed to three different exposure conditions (Sham, TETRA 1.5 W/kg and TETRA 10.0 W/kg) in a randomly assigned and balanced order. Participants were tested in the afternoon at a fixed timeframe. Results: Attention remained unchanged in two out of three tasks. In the working memory, significant changes were observed in two out of four subtasks. Significant results were found in 5 out of 35 tested parameters, four of them led to an improvement in performance. Mood, well-being and subjective somatic complaints were not affected by TETRA exposure. Conclusions: The results of the present study do not indicate a negative impact of a short-term EMF- effect of TETRA on cognitive function and well-being in healthy young men.Keywords: TETRA (terrestrial trunked radio), electromagnetic fields (EMF), mobile telecommunication health research (MTHR), antenna
Procedia PDF Downloads 2964075 Medical Complications in Diabetic Recipients after Kidney Transplantation
Authors: Hakan Duger, Alparslan Ersoy, Canan Ersoy
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Diabetes mellitus is the most common etiology of end-stage renal disease (ESRD). Also, diabetic nephropathy is the etiology of ESRD in approximately 23% of kidney transplant recipients. A successful kidney transplant improves the quality of life and reduces the mortality risk for most patients. However, patients require close follow-up after transplantation due to medical complications. Diabetes mellitus can affect patient morbidity and mortality due to possible effects of immunosuppressive therapy on glucose metabolism. We compared the frequency of medical complications and the outcomes in diabetic and non-diabetic kidney transplant recipients. Materials and Methods: This retrospective study conducted in 498 patients who underwent kidney transplant surgery at our center in 10-year periods. The patients were divided into two groups: diabetics (46 ± 10 year, 26 males, 16 females) and non-diabetics (39 ± 12 year, 259 males, 197 females). The medical complications, graft functions, causes of graft loss and death were obtained from medical records. Results: There was no significant difference between recipient age, duration of dialysis, body mass index, gender, donor type, donor age, dialysis type, histories of HBV, HCV and coronary artery disease between two groups. The history of hypertension in diabetics was higher (69% vs. 36%, p < 0.001). The ratios of hypertension (50.1% vs. 57.1%), pneumonia (21.9% vs. 20%), urinary infection (16.9% vs. 20%), transaminase elevation (11.5% vs. 20%), hyperpotasemia (14.7% vs. 17.1%), hyponatremia (9.7% vs. 20%), hypotension (7.1% vs. 7.9%), hypocalcemia (1.4% vs. 0%), thrombocytopenia (8.6% vs. 8.6%), hypoglycemia (0.7% vs. 0%) and neutropenia (1.8% vs. 0%) were comparable in non-diabetic and diabetic groups, respectively. The frequency of hyperglycaemia in diabetics was higher (8.6% vs. 54.3%, p < 0.001). After transplantation, primary non-function (3.4% vs. 2.6%), delayed graft function (25.1% vs. 34.2%) and acute rejection (7.3% vs. 10.5%) ratios of in non-diabetic and diabetic groups were similar, respectively. Hospitalization durations in non-diabetics and diabetics were 22.5 ± 17.5 and 18.7 ± 13 day (p=0.094). Mean serum creatinine levels in non-diabetics and diabetics were 1.54 ± 0.74 and 1.52 ± 0.62 mg/dL at 6th month. Forty patients had graft loss. The ratios of graft loss and death in non-diabetic and diabetic groups were 8.2% vs. 7.1% and 7.1% vs. 2.6% (p > 0.05). There was no significant relationship between graft and patient survivals with the development of medical complication. Conclusion: As a result, medical complications are common in the early period. Hyperglycaemia was frequently seen following transplantation due to the effects of immunosuppressant regimens. However, the frequency of other medical complications in diabetic patients did not differ from non-diabetic one. The most important cause of death is still infections. The development of medical complications during the first 6 months did not significantly affect transplant outcomes.Keywords: kidney transplantation, diabetes mellitus, complication, graft function
Procedia PDF Downloads 3304074 Adaptive Motion Compensated Spatial Temporal Filter of Colonoscopy Video
Authors: Nidhal Azawi
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Colonoscopy procedure is widely used in the world to detect an abnormality. Early diagnosis can help to heal many patients. Because of the unavoidable artifacts that exist in colon images, doctors cannot detect a colon surface precisely. The purpose of this work is to improve the visual quality of colonoscopy videos to provide better information for physicians by removing some artifacts. This work complements a series of work consisting of three previously published papers. In this paper, Optic flow is used for motion compensation, and then consecutive images are aligned/registered to integrate some information to create a new image that has or reveals more information than the original one. Colon images have been classified into informative and noninformative images by using a deep neural network. Then, two different strategies were used to treat informative and noninformative images. Informative images were treated by using Lucas Kanade (LK) with an adaptive temporal mean/median filter, whereas noninformative images are treated by using Lucas Kanade with a derivative of Gaussian (LKDOG) with adaptive temporal median images. A comparison result showed that this work achieved better results than that results in the state- of- the- art strategies for the same degraded colon images data set, which consists of 1000 images. The new proposed algorithm reduced the error alignment by about a factor of 0.3 with a 100% successfully image alignment ratio. In conclusion, this algorithm achieved better results than the state-of-the-art approaches in case of enhancing the informative images as shown in the results section; also, it succeeded to convert the non-informative images that have very few details/no details because of the blurriness/out of focus or because of the specular highlight dominate significant amount of an image to informative images.Keywords: optic flow, colonoscopy, artifacts, spatial temporal filter
Procedia PDF Downloads 1134073 A Hybrid Classical-Quantum Algorithm for Boundary Integral Equations of Scattering Theory
Authors: Damir Latypov
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A hybrid classical-quantum algorithm to solve boundary integral equations (BIE) arising in problems of electromagnetic and acoustic scattering is proposed. The quantum speed-up is due to a Quantum Linear System Algorithm (QLSA). The original QLSA of Harrow et al. provides an exponential speed-up over the best-known classical algorithms but only in the case of sparse systems. Due to the non-local nature of integral operators, matrices arising from discretization of BIEs, are, however, dense. A QLSA for dense matrices was introduced in 2017. Its runtime as function of the system's size N is bounded by O(√Npolylog(N)). The run time of the best-known classical algorithm for an arbitrary dense matrix scales as O(N².³⁷³). Instead of exponential as in case of sparse matrices, here we have only a polynomial speed-up. Nevertheless, sufficiently high power of this polynomial, ~4.7, should make QLSA an appealing alternative. Unfortunately for the QLSA, the asymptotic separability of the Green's function leads to high compressibility of the BIEs matrices. Classical fast algorithms such as Multilevel Fast Multipole Method (MLFMM) take advantage of this fact and reduce the runtime to O(Nlog(N)), i.e., the QLSA is only quadratically faster than the MLFMM. To be truly impactful for computational electromagnetics and acoustics engineers, QLSA must provide more substantial advantage than that. We propose a computational scheme which combines elements of the classical fast algorithms with the QLSA to achieve the required performance.Keywords: quantum linear system algorithm, boundary integral equations, dense matrices, electromagnetic scattering theory
Procedia PDF Downloads 1544072 The Impact of Land Use Ex-Concession to the Environment in Dharmasraya District, West Sumatra Province, Indonesia
Authors: Yurike, Yonariza, Rudi Febriamansyah, Syafruddin Karimi
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Forest is a natural resource that has an important function as a supporting element of human life. Forest degradation enormous impact on global warming is a reality we have experienced together, that disruption of ecosystems, extreme weather conditions, disruption of water management system watersheds and the threat of natural disasters as floods, landslides and droughts, even disruption food security. Dharmasraya is a district in the province of West Sumatra, which has an area of 92.150 ha of forest, which is largely a former production forest concessions (Forest Management Rights) which is supposed to be a secondary forest. This study answers about the impact of land use in the former concession area Dharmasraya on the environment. The methodology used is the household survey, key informants, and satellite data / GIS. From the results of the study, the former concession area in Dharmasraya experienced a reduction of forest cover over time significantly. Forest concessions should be secondary forests in Dharmasraya, now turned conversion to oil palm plantations. Population pressures and growing economic pressures, resulting in more intensive harvesting. As a result of these forest disturbances caused changes in forest functions. These changes put more emphasis towards economic function by ignoring social functions or ecological function. Society prefers to maximize their benefits today and pay less attention to the protection of natural resources. This causes global warming is increasing and this is not only felt by people around Dharmasraya but also the world. Land clearing by the community through a process in slash and burn. This fire was observed by NOAA satellites and recorded by the Forest Service of West Sumatra. This demonstrates the ability of trees felled trees to absorb carbon dioxide (CO2) to be lost, even with forest fires accounted for carbon dioxide emitted into the air, and this has an impact on global warming. In addition to the change of control of land into oil palm plantations water service has been poor, people began to trouble the water and oil palm plantations are located in the watershed caused the river dried up. Through the findings of this study is expected to contribute ideas to the policy makers to pay more attention to the former concession forest management as the prevention or reduction of global warming.Keywords: climate change, community, concession forests, environment
Procedia PDF Downloads 3284071 The Effectiveness of Using Functional Rehabilitation with Children of Cerebral Palsy
Authors: Bara Yousef
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The development of independency and functional participation is an important therapeutic goal for many children with cerebral palsy,They was many therapeutic approach have been used for treatment those children like neurodevelopment treatment, balance training strengthening and stretching exercise. More recently, therapy for children with cerebral palsy has focused on achieving functional goals using task-oriented interventions and summer camping model, which focus on activities that relevant and meaningful to the child, to learn more efficient and effective motor skills. We explore the effectiveness of using functional rehabilitation comparing with regular rehabilitation among 40 Saudi children with cerebral palsy in pediatric unit at Sultan Bin Abdul Aziz Humanitarian City-Ksa ,where 20 children randomly assign in control group who received rehabilitation based on regular therapy approach and other 20 children assign on experiment group who received rehabilitation based on functional therapy approach with an average of 45min OT treatment and 45 min PT treatment- daily within a period of 6 week. Our finding reported that children in experiment group has improved in gross motor function with an average from 49.4 to 57.6 based on GMFM 66 as primary outcome measure and improved in WeeFIM with an average from 52 to 62 while children in control group has improved with an average from 48.4 to 53.7 in GMFM and from 53 to and 58 in WeeFIM. Consequently, there has been growing interest in determining the effects of functional training programs as promising approach for these children.Keywords: Cerebral Palsy (CP), gross motor function measure (GMFM66), pediatric Functional Independent Measure (WeeFIM), rehabilitation, disability
Procedia PDF Downloads 3814070 Finite Difference Modelling of Temperature Distribution around Fire Generated Heat Source in an Enclosure
Authors: A. A. Dare, E. U. Iniegbedion
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Industrial furnaces generally involve enclosures of fire typically initiated by the combustion of gases. The fire leads to temperature distribution inside the enclosure. A proper understanding of the temperature and velocity distribution within the enclosure is often required for optimal design and use of the furnace. This study was therefore directed at numerical modeling of temperature distribution inside an enclosure as typical in a furnace. A mathematical model was developed from the conservation of mass, momentum and energy. The stream function-vorticity formulation of the governing equations was solved by an alternating direction implicit (ADI) finite difference technique. The finite difference formulation obtained were then developed into a computer code. This was used to determine the temperature, velocities, stream function and vorticity. The effect of the wall heat conduction was also considered, by assuming a one-dimensional heat flow through the wall. The computer code (MATLAB program) developed was used for the determination of the aforementioned variables. The results obtained showed that the transient temperature distribution assumed a uniform profile which becomes more chaotic with increasing time. The vertical velocity showed increasing turbulent behavior with time, while the horizontal velocity assumed decreasing laminar behavior with time. All of these behaviours were equally reported in the literature. The developed model has provided understanding of heat transfer process in an industrial furnace.Keywords: heat source, modelling, enclosure, furnace
Procedia PDF Downloads 2554069 A Multi-Release Software Reliability Growth Models Incorporating Imperfect Debugging and Change-Point under the Simulated Testing Environment and Software Release Time
Authors: Sujit Kumar Pradhan, Anil Kumar, Vijay Kumar
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The testing process of the software during the software development time is a crucial step as it makes the software more efficient and dependable. To estimate software’s reliability through the mean value function, many software reliability growth models (SRGMs) were developed under the assumption that operating and testing environments are the same. Practically, it is not true because when the software works in a natural field environment, the reliability of the software differs. This article discussed an SRGM comprising change-point and imperfect debugging in a simulated testing environment. Later on, we extended it in a multi-release direction. Initially, the software was released to the market with few features. According to the market’s demand, the software company upgraded the current version by adding new features as time passed. Therefore, we have proposed a generalized multi-release SRGM where change-point and imperfect debugging concepts have been addressed in a simulated testing environment. The failure-increasing rate concept has been adopted to determine the change point for each software release. Based on nine goodness-of-fit criteria, the proposed model is validated on two real datasets. The results demonstrate that the proposed model fits the datasets better. We have also discussed the optimal release time of the software through a cost model by assuming that the testing and debugging costs are time-dependent.Keywords: software reliability growth models, non-homogeneous Poisson process, multi-release software, mean value function, change-point, environmental factors
Procedia PDF Downloads 744068 Tool for Analysing the Sensitivity and Tolerance of Mechatronic Systems in Matlab GUI
Authors: Bohuslava Juhasova, Martin Juhas, Renata Masarova, Zuzana Sutova
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The article deals with the tool in Matlab GUI form that is designed to analyse a mechatronic system sensitivity and tolerance. In the analysed mechatronic system, a torque is transferred from the drive to the load through a coupling containing flexible elements. Different methods of control system design are used. The classic form of the feedback control is proposed using Naslin method, modulus optimum criterion and inverse dynamics method. The cascade form of the control is proposed based on combination of modulus optimum criterion and symmetric optimum criterion. The sensitivity is analysed on the basis of absolute and relative sensitivity of system function to the change of chosen parameter value of the mechatronic system, as well as the control subsystem. The tolerance is analysed in the form of determining the range of allowed relative changes of selected system parameters in the field of system stability. The tool allows to analyse an influence of torsion stiffness, torsion damping, inertia moments of the motor and the load and controller(s) parameters. The sensitivity and tolerance are monitored in terms of the impact of parameter change on the response in the form of system step response and system frequency-response logarithmic characteristics. The Symbolic Math Toolbox for expression of the final shape of analysed system functions was used. The sensitivity and tolerance are graphically represented as 2D graph of sensitivity or tolerance of the system function and 3D/2D static/interactive graph of step/frequency response.Keywords: mechatronic systems, Matlab GUI, sensitivity, tolerance
Procedia PDF Downloads 4334067 Effects of the Food Colour Erythrosine on Thyroid Gland Function in Experimental Rats
Authors: Maha M.Saber, Eitedal Daoud, Moetazza M. Alshafei, Lobna M. Abd El-Latif
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Children in the third world consumes many food products colored red like sweets and soft drink without knowing its effect on health or the type of color used in these products Erythrosine (ER,FD & C Red No.3) is one of the most common coloring agent used in these products and in coloring cherry in compotes. The possible adverse effect of erythrosine ER on the thyroid gland function is investigated in albino rats. Forty-five adult male albino rats were divided to three groups two groups will receive ER orally in doses 68 and I36mg/kg respectively. Third group will receive distilled water for three months Sections of thyroid glands were examined for histopathological, morphometric analysis and MIB-I Ki67 (proliferative marker). Serum concentration of triiodothyronine (T3), Thyroxin (T4) and thyrotrophin (TSH) were determined, results showed histological changes in the two treatment groups versus control group in the group with 68mg/kg dose show vaculation of the cytoplasm of follicular cells and pleomorphism of their nuclei. While the other treated group {136mg /kg} showed congestion of blood vessels, hyperplasia of the interstitial cells and increased multilayer of the follicular cells. Highly significant increase in the mean area of the thyroid follicles in both treated groups compared to control group.Erythrosine treated groups showed a very highly significant decrease (P < 0.001) in serum concentration of T3 and T 4 while TSH showed a very highly significant increase versus control.Keywords: erythrosine, thyroid, morphometrics, proliferative marker
Procedia PDF Downloads 4074066 Changes in the Quality of Life of Turkish Patients with Trauma-Related Phthisis Bulbi
Authors: Titap Yazicioglu
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Purpose: Losing an eye due to trauma is a challenging situation that reduces the quality of life by causing physical, cosmetic, and serious psychological problems. This study aimed to evaluate the effect of aesthetic rehabilitation on the change in psychological status and quality of life of patients with eye loss resulting in phthisis bulbi. Materials and Methods: The files of 25 males and 15 females with an average age of 27.5 years who had trauma-related phthisic eye and had applied to the Department of Ophthalmology at the Dr. Lütfi Kırdar Kartal Education and Research Hospital, Istanbul, Turkey, for aesthetic rehabilitation during the years 2015-19 were retrospectively analyzed. The Beck Depression Inventory (BDI), Beck Anxiety Scale(BAS), and Short Form 36 quality-of-life survey (SF-36) were used to collect data on admission and one-year follow-up. Results: Of the patients reviewed, 65% stated that eye loss had caused their avoidance of family and social environments; 30% had moderate anxiety and depression. The post-operative sub-dimension scores of general health, emotional role function, and physical and social functions were statistically significant (p = 0.001; p<0.01), but the variations in the sub-dimension scores of vitality, mental health, and total physical health were not (p>0.05). Conclusion: Lossing an eye is a traumatic event that can affect all aspects of a person’s social and professional life. A patient who has suffered from the psychological damage of physical loss of eye needs a prosthesis that can give the desired function and appearance in different aspects of life.Keywords: eye loss, phthisis bulbi, quality of life, psychological trauma
Procedia PDF Downloads 1254065 Thermo-Mechanical Behavior of Steel-Wood Connections of Wooden Structures Under the Effect of a Fire
Authors: Ahmed Alagha, Belkacem Lamri, Abdelhak Kada.
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Steel-wood assemblies often have complex geometric configurations whose overall behavior under the effect of a fire is conditioned by the thermal response, by combining the two materials steel and wood, whose thermal characteristics are greatly influenced by high temperatures. The objective of this work is to study the thermal behavior of a steel-wood connection, with or without insulating material, subjected to an ISO834 standard fire model. The analysis is developed by the analytical approach using the Eurocode, and numerically, by the finite element method, through the ANSYS calculation code. The design of the connections is evaluated at room temperature taking the cases of single shear and double shear. The thermal behavior of the connections is simulated in transient state while taking into account the modes of heat transfer by convection and by radiation. The variation of temperature as a function of time is evaluated in different positions of the connections while talking about the heat produced and the formation of the carbon layer. The results relate to the temperature distributions in the connection elements as a function of the duration of the fire. The results of the thermal analysis show that the temperature increases rapidly and reaches more than 260 °C in the steel material for an hour of exposure to fire. The temperature development in wood material is different from that in steel because of its thermal properties. Wood heats up on the outside and burns, its surface can reach very high temperatures in points on the surface.Keywords: Eurocode 5, finite elements, ISO834, simple shear, thermal behaviour, wood-steel connection
Procedia PDF Downloads 854064 Elevated Systemic Oxidative-Nitrosative Stress and Cerebrovascular Function in Professional Rugby Union Players: The Link to Impaired Cognition
Authors: Tom S. Owens, Tom A. Calverley, Benjamin S. Stacey, Christopher J. Marley, George Rose, Lewis Fall, Gareth L. Jones, Priscilla Williams, John P. R. Williams, Martin Steggall, Damian M. Bailey
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Introduction and aims: Sports-related concussion (SRC) represents a significant and growing public health concern in rugby union, yet remains one of the least understood injuries facing the health community today. Alongside increasing SRC incidence rates, there is concern that prior recurrent concussion may contribute to long-term neurologic sequelae in later-life. This may be due to an accelerated decline in cerebral perfusion, a major risk factor for neurocognitive decline and neurodegeneration, though the underlying mechanisms remain to be established. The present study hypothesised that recurrent concussion in current professional rugby union players would result in elevated systemic oxidative-nitrosative stress, reflected by a free radical-mediated reduction in nitric oxide (NO) bioavailability and impaired cerebrovascular and cognitive function. Methodology: A longitudinal study design was adopted across the 2017-2018 rugby union season. Ethical approval was obtained from the University of South Wales Ethics Committee. Data collection is ongoing, and therefore the current report documents result from the pre-season and first half of the in-season data collection. Participants were initially divided into two subgroups; 23 professional rugby union players (aged 26 ± 5 years) and 22 non-concussed controls (27 ± 8 years). Pre-season measurements were performed for cerebrovascular function (Doppler ultrasound of middle cerebral artery velocity (MCAv) in response to hypocapnia/normocapnia/hypercapnia), cephalic venous concentrations of the ascorbate radical (A•-, electron paramagnetic resonance spectroscopy), NO (ozone-based chemiluminescence) and cognition (neuropsychometric tests). Notational analysis was performed to assess contact in the rugby group throughout each competitive game. Results: 1001 tackles and 62 injuries, including three concussions were observed across the first half of the season. However, no associations were apparent between number of tackles and any injury type (P > 0.05). The rugby group expressed greater oxidative stress as indicated by increased A•- (P < 0.05 vs. control) and a subsequent decrease in NO bioavailability (P < 0.05 vs. control). The rugby group performed worse in the Ray Auditory Verbal Learning Test B (RAVLT-B, learning, and memory) and the Grooved Pegboard test using both the dominant and non-dominant hands (visuomotor coordination, P < 0.05 vs. control). There were no between-group differences in cerebral perfusion at baseline (MCAv: 54 ± 13 vs. 59 ± 12, P > 0.05). Likewise, no between-group differences in CVRCO2Hypo (2.58 ± 1.01 vs. 2.58 ± 0.75, P > 0.05) or CVRCO2Hyper (2.69 ± 1.07 vs. 3.35 ± 1.28, P > 0.05) were observed. Conclusion: The present study identified that the rugby union players are characterized by impaired cognitive function subsequent to elevated systemic-oxidative-nitrosative stress. However, this appears to be independent of any functional impairment in cerebrovascular function. Given the potential long-term trajectory towards accelerated cognitive decline in populations exposed to SRC, prophylaxis to increase NO bioavailability warrants consideration.Keywords: cognition, concussion, mild traumatic brain injury, rugby
Procedia PDF Downloads 1764063 Using Structured Analysis and Design Technique Method for Unmanned Aerial Vehicle Components
Authors: Najeh Lakhoua
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Introduction: Scientific developments and techniques for the systemic approach generate several names to the systemic approach: systems analysis, systems analysis, structural analysis. The main purpose of these reflections is to find a multi-disciplinary approach which organizes knowledge, creates universal language design and controls complex sets. In fact, system analysis is structured sequentially by steps: the observation of the system by various observers in various aspects, the analysis of interactions and regulatory chains, the modeling that takes into account the evolution of the system, the simulation and the real tests in order to obtain the consensus. Thus the system approach allows two types of analysis according to the structure and the function of the system. The purpose of this paper is to present an application of system analysis of Unmanned Aerial Vehicle (UAV) components in order to represent the architecture of this system. Method: There are various analysis methods which are proposed, in the literature, in to carry out actions of global analysis and different points of view as SADT method (Structured Analysis and Design Technique), Petri Network. The methodology adopted in order to contribute to the system analysis of an Unmanned Aerial Vehicle has been proposed in this paper and it is based on the use of SADT. In fact, we present a functional analysis based on the SADT method of UAV components Body, power supply and platform, computing, sensors, actuators, software, loop principles, flight controls and communications). Results: In this part, we present the application of SADT method for the functional analysis of the UAV components. This SADT model will be composed exclusively of actigrams. It starts with the main function ‘To analysis of the UAV components’. Then, this function is broken into sub-functions and this process is developed until the last decomposition level has been reached (levels A1, A2, A3 and A4). Recall that SADT techniques are semi-formal; however, for the same subject, different correct models can be built without having to know with certitude which model is the good or, at least, the best. In fact, this kind of model allows users a sufficient freedom in its construction and so the subjective factor introduces a supplementary dimension for its validation. That is why the validation step on the whole necessitates the confrontation of different points of views. Conclusion: In this paper, we presented an application of system analysis of Unmanned Aerial Vehicle components. In fact, this application of system analysis is based on SADT method (Structured Analysis Design Technique). This functional analysis proved the useful use of SADT method and its ability of describing complex dynamic systems.Keywords: system analysis, unmanned aerial vehicle, functional analysis, architecture
Procedia PDF Downloads 2044062 Design of a Virtual Reality System for Children with Developmental Coordination Disorder
Authors: Ya-Ju Ju, Li-Chen Yang, Yi-Chun Du, Rong-Ju Cherng
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Introduction: It is estimated that 5-6% of school-aged children may be diagnosed to have developmental coordination disorder (DCD). Children with DCD are characterized with motor skill difficulty which cannot be explained by any medical or intellectual reasons. Such motor difficulties limit children’s participation to sports activity, further affect their physical fitness, cardiopulmonary function and balance, and may lead to obesity. The purpose of the project was to develop an exergaming system for children with DCD aiming to improve their physical fitness, cardiopulmonary function and balance ability. Methods: This study took five steps to build up the system: system planning, tasks selection, tasks programming, system integration and usability test. The system basically adopted virtual reality technique to integrate self-developed training programs. The training programs were developed to brainstorm among team members and after literature review. The selected tasks for training in the system were a combination of fundamental movement tor skill. Results and Discussion: Based on the theory of motor development, we design the training task from easy ones to hard ones, from single tasks to dual tasks. The tasks included walking, sit to stand, jumping, kicking, weight shifting, side jumping and their combination. Preliminary study showed that the tasks presented an order of development. Further study is needed to examine its effect on motor skill and cardiovascular fitness in children with DCD.Keywords: virtual reality, virtual reality system, developmental coordination disorder, children
Procedia PDF Downloads 1134061 Modeling Battery Degradation for Electric Buses: Assessment of Lifespan Reduction from In-Depot Charging
Authors: Anaissia Franca, Julian Fernandez, Curran Crawford, Ned Djilali
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A methodology to estimate the state-of-charge (SOC) of battery electric buses, including degradation effects, for a given driving cycle is presented to support long-term techno-economic analysis integrating electric buses and charging infrastructure. The degradation mechanisms, characterized by both capacity and power fade with time, have been modeled using an electrochemical model for Li-ion batteries. Iterative changes in the negative electrode film resistance and decrease in available lithium as a function of utilization is simulated for every cycle. The cycles are formulated to follow typical transit bus driving patterns. The power and capacity decay resulting from the degradation model are introduced as inputs to a longitudinal chassis dynamic analysis that calculates the power consumption of the bus for a given driving cycle to find the state-of-charge of the battery as a function of time. The method is applied to an in-depot charging scenario, for which the bus is charged exclusively at the depot, overnight and to its full capacity. This scenario is run both with and without including degradation effects over time to illustrate the significant impact of degradation mechanisms on bus performance when doing feasibility studies for a fleet of electric buses. The impact of battery degradation on battery lifetime is also assessed. The modeling tool can be further used to optimize component sizing and charging locations for electric bus deployment projects.Keywords: battery electric bus, E-bus, in-depot charging, lithium-ion battery, battery degradation, capacity fade, power fade, electric vehicle, SEI, electrochemical models
Procedia PDF Downloads 3254060 Covariate-Adjusted Response-Adaptive Designs for Semi-Parametric Survival Responses
Authors: Ayon Mukherjee
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Covariate-adjusted response-adaptive (CARA) designs use the available responses to skew the treatment allocation in a clinical trial in towards treatment found at an interim stage to be best for a given patient's covariate profile. Extensive research has been done on various aspects of CARA designs with the patient responses assumed to follow a parametric model. However, ranges of application for such designs are limited in real-life clinical trials where the responses infrequently fit a certain parametric form. On the other hand, robust estimates for the covariate-adjusted treatment effects are obtained from the parametric assumption. To balance these two requirements, designs are developed which are free from distributional assumptions about the survival responses, relying only on the assumption of proportional hazards for the two treatment arms. The proposed designs are developed by deriving two types of optimum allocation designs, and also by using a distribution function to link the past allocation, covariate and response histories to the present allocation. The optimal designs are based on biased coin procedures, with a bias towards the better treatment arm. These are the doubly-adaptive biased coin design (DBCD) and the efficient randomized adaptive design (ERADE). The treatment allocation proportions for these designs converge to the expected target values, which are functions of the Cox regression coefficients that are estimated sequentially. These expected target values are derived based on constrained optimization problems and are updated as information accrues with sequential arrival of patients. The design based on the link function is derived using the distribution function of a probit model whose parameters are adjusted based on the covariate profile of the incoming patient. To apply such designs, the treatment allocation probabilities are sequentially modified based on the treatment allocation history, response history, previous patients’ covariates and also the covariates of the incoming patient. Given these information, an expression is obtained for the conditional probability of a patient allocation to a treatment arm. Based on simulation studies, it is found that the ERADE is preferable to the DBCD when the main aim is to minimize the variance of the observed allocation proportion and to maximize the power of the Wald test for a treatment difference. However, the former procedure being discrete tends to be slower in converging towards the expected target allocation proportion. The link function based design achieves the highest skewness of patient allocation to the best treatment arm and thus ethically is the best design. Other comparative merits of the proposed designs have been highlighted and their preferred areas of application are discussed. It is concluded that the proposed CARA designs can be considered as suitable alternatives to the traditional balanced randomization designs in survival trials in terms of the power of the Wald test, provided that response data are available during the recruitment phase of the trial to enable adaptations to the designs. Moreover, the proposed designs enable more patients to get treated with the better treatment during the trial thus making the designs more ethically attractive to the patients. An existing clinical trial has been redesigned using these methods.Keywords: censored response, Cox regression, efficiency, ethics, optimal allocation, power, variability
Procedia PDF Downloads 1654059 Hybrid Thresholding Lifting Dual Tree Complex Wavelet Transform with Wiener Filter for Quality Assurance of Medical Image
Authors: Hilal Naimi, Amelbahahouda Adamou-Mitiche, Lahcene Mitiche
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The main problem in the area of medical imaging has been image denoising. The most defying for image denoising is to secure data carrying structures like surfaces and edges in order to achieve good visual quality. Different algorithms with different denoising performances have been proposed in previous decades. More recently, models focused on deep learning have shown a great promise to outperform all traditional approaches. However, these techniques are limited to the necessity of large sample size training and high computational costs. This research proposes a denoising approach basing on LDTCWT (Lifting Dual Tree Complex Wavelet Transform) using Hybrid Thresholding with Wiener filter to enhance the quality image. This research describes the LDTCWT as a type of lifting wavelets remodeling that produce complex coefficients by employing a dual tree of lifting wavelets filters to get its real part and imaginary part. Permits the remodel to produce approximate shift invariance, directionally selective filters and reduces the computation time (properties lacking within the classical wavelets transform). To develop this approach, a hybrid thresholding function is modeled by integrating the Wiener filter into the thresholding function.Keywords: lifting wavelet transform, image denoising, dual tree complex wavelet transform, wavelet shrinkage, wiener filter
Procedia PDF Downloads 1634058 The Richtmyer-Meshkov Instability Impacted by the Interface with Different Components Distribution
Authors: Sheng-Bo Zhang, Huan-Hao Zhang, Zhi-Hua Chen, Chun Zheng
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In this paper, the Richtmyer-Meshkov instability has been studied numerically by using the high-resolution Roe scheme based on the two-dimensional unsteady Euler equation, which was caused by the interaction between shock wave and the helium circular light gas cylinder with different component distributions. The numerical results further discuss the deformation process of the gas cylinder, the wave structure of the flow field and quantitatively analyze the characteristic dimensions (length, height, and central axial width) of the gas cylinder, the volume compression ratio of the cylinder over time. In addition, the flow mechanism of shock-driven interface gas mixing is analyzed from multiple perspectives by combining it with the flow field pressure, velocity, circulation, and gas mixing rate. Then the effects of different initial component distribution conditions on interface instability are investigated. The results show when the diffusion interface transit to the sharp interface, the reflection coefficient gradually increases on both sides of the interface. When the incident shock wave interacts with the cylinder, the transmission of the shock wave will transit from conventional transmission to unconventional transmission. At the same time, the reflected shock wave is gradually strengthened, and the transmitted shock wave is gradually weakened, which leads to an increase in the Richtmyer-Meshkov instability. Moreover, the Atwood number on both sides of the interface also increases as the diffusion interface transit to the sharp interface, which leads to an increase in the Rayleigh-Taylor instability and the Kelvin-Helmholtz instability. Therefore, the increase in instability will lead to an increase the circulation, resulting in an increase in the growth rate of gas mixing rate.Keywords: shock wave, He light cylinder, Richtmyer-Meshkov instability, Gaussian distribution
Procedia PDF Downloads 774057 Correlation between Creatinine Level with Erectile Dysfunction among Diabetics in Temerloh Health Clinic
Authors: Mohammad Zainie Bin Hassan
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Background: Erectile dysfunction (ED) is a complication commonly seen among men with diabetes which can be assessed based upon International Index of Erectile Function (IIEF-5) questionnaire. Creatinine level is a blood test that indicates kidney functionality. Object: To evaluate the association between ED, determined by the IIEF-5scores and Creatinine level in diabetic men attending Temerloh Health Clinic, Pahang, Malaysia.Hence, to identify raising Creatinine level related with ED or not. Methods: All married diabetic patients will be investigated face to face after consented for answering the IIEF-5 questionnaire. Creatinine level will be taken by using standard method.Patients with no sexual partner, refuse to answer the questionnaire, cancer, stroke, heart disease and language barrier will be excluded.Data obtained from IIEF-5 score and Creatinine level will be analyzed by using Pearson correlation. All statistical value determined by p=0.05. ED will be categorized accordingly to IIEF-5 scores: no ED (22-25), mild (17-21), moderate (12-16), severe (8-11) and very severe (1-7). Results: A total of 450 patients were investigated with 385 patients were included (85.6% respondant rate) and 65 patients were excluded in this study with age range from 29 to 85 years old. 7% had no ED, 28% mild ED, 34% moderate ED, 16% severe ED and 15% had very severe ED. There was a significant negative correlation between Creatinine level and IIEF-5 scores (r=-0.218, p <0.001). This result implicated that poor kidney function which indicated by high Creatinine level associated significantly with erectile dysfunction. 93% had ED with a different range of severity which triggers for appropriate aggressive ED management among diabetics. Conclusion: The high level of Creatinine is associated with erectile dysfunction among diabetics in Temerloh Health Clinic.Keywords: correlation, creatinine level, erectile dysfunction, ED, diabetes
Procedia PDF Downloads 4094056 Systems Engineering Management Using Transdisciplinary Quality System Development Lifecycle Model
Authors: Mohamed Asaad Abdelrazek, Amir Taher El-Sheikh, M. Zayan, A.M. Elhady
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The successful realization of complex systems is dependent not only on the technology issues and the process for implementing them, but on the management issues as well. Managing the systems development lifecycle requires technical management. Systems engineering management is the technical management. Systems engineering management is accomplished by incorporating many activities. The three major activities are development phasing, systems engineering process and lifecycle integration. Systems engineering management activities are performed across the system development lifecycle. Due to the ever-increasing complexity of systems as well the difficulty of managing and tracking the development activities, new ways to achieve systems engineering management activities are required. This paper presents a systematic approach used as a design management tool applied across systems engineering management roles. In this approach, Transdisciplinary System Development Lifecycle (TSDL) Model has been modified and integrated with Quality Function Deployment. Hereinafter, the name of the systematic approach is the Transdisciplinary Quality System Development Lifecycle (TQSDL) Model. The QFD translates the voice of customers (VOC) into measurable technical characteristics. The modified TSDL model is based on Axiomatic Design developed by Suh which is applicable to all designs: products, processes, systems and organizations. The TQSDL model aims to provide a robust structure and systematic thinking to support the implementation of systems engineering management roles. This approach ensures that the customer requirements are fulfilled as well as satisfies all the systems engineering manager roles and activities.Keywords: axiomatic design, quality function deployment, systems engineering management, system development lifecycle
Procedia PDF Downloads 3624055 Message Authentication Scheme for Vehicular Ad-Hoc Networks under Sparse RSUs Environment
Authors: Wen Shyong Hsieh, Chih Hsueh Lin
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In this paper, we combine the concepts of chameleon hash function (CHF) and identification based cryptography (IBC) to build a message authentication environment for VANET under sparse RSUs. Based on the CHF, TA keeps two common secrets that will be embedded to all identities to be as the evidence of mutual trusting. TA will issue one original identity to every RSU and vehicle. An identity contains one public ID and one private key. The public ID, includes three components: pseudonym, random key, and public key, is used to present one entity and can be verified to be a legal one. The private key is used to claim the ownership of the public ID. Based on the concept of IBC, without any negotiating process, a CHF pairing key multiplied by one private key and other’s public key will be used for mutually trusting and to be utilized as the session key of secure communicating between RSUs and vehicles. To help the vehicles to do message authenticating, the RSUs are assigned to response the vehicle’s temple identity request using two short time secretes that are broadcasted by TA. To light the loading of request information, one day is divided into M time slots. At every time slot, TA will broadcast two short time secretes to all valid RSUs for that time slot. Any RSU can response the temple identity request from legal vehicles. With the collected announcement of public IDs from the neighbor vehicles, a vehicle can set up its neighboring set, which includes the information about the neighbor vehicle’s temple public ID and temple CHF pairing key that can be derived by the private key and neighbor’s public key and will be used to do message authenticating or secure communicating without the help of RSU.Keywords: Internet of Vehicles (IOV), Vehicular Ad-hoc Networks (VANETs), Chameleon Hash Function (CHF), message authentication
Procedia PDF Downloads 3914054 Systematic Discovery of Bacterial Toxins Against Plants Pathogens Fungi
Authors: Yaara Oppenheimer-Shaanan, Nimrod Nachmias, Marina Campos Rocha, Neta Schlezinger, Noam Dotan, Asaf Levy
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Fusarium oxysporum, a fungus that attacks a broad range of plants and can cause infections in humans, operates across different kingdoms. This pathogen encounters varied conditions, such as temperature, pH, and nutrient availability, in plant and human hosts. The Fusarium oxysporum species complex, pervasive in soils globally, can affect numerous plants, including key crops like tomatoes and bananas. Controlling Fusarium infections can involve biocontrol agents that hinder the growth of harmful strains. Our research developed a computational method to identify toxin domains within a vast number of microbial genomes, leading to the discovery of nine distinct toxins capable of killing bacteria and fungi, including Fusarium. These toxins appear to function as enzymes, causing significant damage to cellular structures, membranes and DNA. We explored biological control using bacteria that produce polymorphic toxins, finding that certain bacteria, non-pathogenic to plants, offer a safe biological alternative for Fusarium management, as they did not harm macrophage cells or C. elegans. Additionally, we elucidated the 3D structures of two toxins with their protective immunity proteins, revealing their function as unique DNases. These potent toxins are likely instrumental in microbial competition within plant ecosystems and could serve as biocontrol agents to mitigate Fusarium wilt and related diseases.Keywords: microbial toxins, antifungal, Fusarium oxysporum, bacterial-fungal intreactions
Procedia PDF Downloads 554053 The Hidden Role of Interest Rate Risks in Carry Trades
Authors: Jingwen Shi, Qi Wu
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We study the role played interest rate risk in carry trade return in order to understand the forward premium puzzle. In this study, our goal is to investigate to what extent carry trade return is indeed due to compensation for risk taking and, more important, to reveal the nature of these risks. Using option data not only on exchange rates but also on interest rate swaps (swaptions), our first finding is that, besides the consensus currency risks, interest rate risks also contribute a non-negligible portion to the carry trade return. What strikes us is our second finding. We find that large downside risks of future exchange rate movements are, in fact, priced significantly in option market on interest rates. The role played by interest rate risk differs structurally from the currency risk. There is a unique premium associated with interest rate risk, though seemingly small in size, which compensates the tail risks, the left tail to be precise. On the technical front, our study relies on accurately retrieving implied distributions from currency options and interest rate swaptions simultaneously, especially the tail components of the two. For this purpose, our major modeling work is to build a new international asset pricing model where we use an orthogonal setup for pricing kernels and specify non-Gaussian dynamics in order to capture three sets of option skew accurately and consistently across currency options and interest rate swaptions, domestic and foreign, within one model. Our results open a door for studying forward premium anomaly through implied information from interest rate derivative market.Keywords: carry trade, forward premium anomaly, FX option, interest rate swaption, implied volatility skew, uncovered interest rate parity
Procedia PDF Downloads 445