Search results for: acellular dermal matrix
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2299

Search results for: acellular dermal matrix

1159 Empowering a New Frontier in Heart Disease Detection: Unleashing Quantum Machine Learning

Authors: Sadia Nasrin Tisha, Mushfika Sharmin Rahman, Javier Orduz

Abstract:

Machine learning is applied in a variety of fields throughout the world. The healthcare sector has benefited enormously from it. One of the most effective approaches for predicting human heart diseases is to use machine learning applications to classify data and predict the outcome as a classification. However, with the rapid advancement of quantum technology, quantum computing has emerged as a potential game-changer for many applications. Quantum algorithms have the potential to execute substantially faster than their classical equivalents, which can lead to significant improvements in computational performance and efficiency. In this study, we applied quantum machine learning concepts to predict coronary heart diseases from text data. We experimented thrice with three different features; and three feature sets. The data set consisted of 100 data points. We pursue to do a comparative analysis of the two approaches, highlighting the potential benefits of quantum machine learning for predicting heart diseases.

Keywords: quantum machine learning, SVM, QSVM, matrix product state

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1158 Analytical Technique for Definition of Internal Forces in Links of Robotic Systems and Mechanisms with Statically Indeterminate and Determinate Structures Taking into Account the Distributed Dynamical Loads and Concentrated Forces

Authors: Saltanat Zhilkibayeva, Muratulla Utenov, Nurzhan Utenov

Abstract:

The distributed inertia forces of complex nature appear in links of rod mechanisms within the motion process. Such loads raise a number of problems, as the problems of destruction caused by a large force of inertia; elastic deformation of the mechanism can be considerable, that can bring the mechanism out of action. In this work, a new analytical approach for the definition of internal forces in links of robotic systems and mechanisms with statically indeterminate and determinate structures taking into account the distributed inertial and concentrated forces is proposed. The relations between the intensity of distributed inertia forces and link weight with geometrical, physical and kinematic characteristics are determined in this work. The distribution laws of inertia forces and dead weight make it possible at each position of links to deduce the laws of distribution of internal forces along the axis of the link, in which loads are found at any point of the link. The approximation matrixes of forces of an element under the action of distributed inertia loads with the trapezoidal intensity are defined. The obtained approximation matrixes establish the dependence between the force vector in any cross-section of the element and the force vector in calculated cross-sections, as well as allow defining the physical characteristics of the element, i.e., compliance matrix of discrete elements. Hence, the compliance matrixes of an element under the action of distributed inertial loads of trapezoidal shape along the axis of the element are determined. The internal loads of each continual link are unambiguously determined by a set of internal loads in its separate cross-sections and by the approximation matrixes. Therefore, the task is reduced to the calculation of internal forces in a final number of cross-sections of elements. Consequently, it leads to a discrete model of elastic calculation of links of rod mechanisms. The discrete model of the elements of mechanisms and robotic systems and their discrete model as a whole are constructed. The dynamic equilibrium equations for the discrete model of the elements are also received in this work as well as the equilibrium equations of the pin and rigid joints expressed through required parameters of internal forces. Obtained systems of dynamic equilibrium equations are sufficient for the definition of internal forces in links of mechanisms, which structure is statically definable. For determination of internal forces of statically indeterminate mechanisms (in the way of determination of internal forces), it is necessary to build a compliance matrix for the entire discrete model of the rod mechanism, that is reached in this work. As a result by means of developed technique the programs in the MAPLE18 system are made and animations of the motion of the fourth class mechanisms of statically determinate and statically indeterminate structures with construction on links the intensity of cross and axial distributed inertial loads, the bending moments, cross and axial forces, depending on kinematic characteristics of links are obtained.

Keywords: distributed inertial forces, internal forces, statically determinate mechanisms, statically indeterminate mechanisms

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1157 Facial Pose Classification Using Hilbert Space Filling Curve and Multidimensional Scaling

Authors: Mekamı Hayet, Bounoua Nacer, Benabderrahmane Sidahmed, Taleb Ahmed

Abstract:

Pose estimation is an important task in computer vision. Though the majority of the existing solutions provide good accuracy results, they are often overly complex and computationally expensive. In this perspective, we propose the use of dimensionality reduction techniques to address the problem of facial pose estimation. Firstly, a face image is converted into one-dimensional time series using Hilbert space filling curve, then the approach converts these time series data to a symbolic representation. Furthermore, a distance matrix is calculated between symbolic series of an input learning dataset of images, to generate classifiers of frontal vs. profile face pose. The proposed method is evaluated with three public datasets. Experimental results have shown that our approach is able to achieve a correct classification rate exceeding 97% with K-NN algorithm.

Keywords: machine learning, pattern recognition, facial pose classification, time series

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1156 Frequency Decomposition Approach for Sub-Band Common Spatial Pattern Methods for Motor Imagery Based Brain-Computer Interface

Authors: Vitor M. Vilas Boas, Cleison D. Silva, Gustavo S. Mafra, Alexandre Trofino Neto

Abstract:

Motor imagery (MI) based brain-computer interfaces (BCI) uses event-related (de)synchronization (ERS/ ERD), typically recorded using electroencephalography (EEG), to translate brain electrical activity into control commands. To mitigate undesirable artifacts and noise measurements on EEG signals, methods based on band-pass filters defined by a specific frequency band (i.e., 8 – 30Hz), such as the Infinity Impulse Response (IIR) filters, are typically used. Spatial techniques, such as Common Spatial Patterns (CSP), are also used to estimate the variations of the filtered signal and extract features that define the imagined motion. The CSP effectiveness depends on the subject's discriminative frequency, and approaches based on the decomposition of the band of interest into sub-bands with smaller frequency ranges (SBCSP) have been suggested to EEG signals classification. However, despite providing good results, the SBCSP approach generally increases the computational cost of the filtering step in IM-based BCI systems. This paper proposes the use of the Fast Fourier Transform (FFT) algorithm in the IM-based BCI filtering stage that implements SBCSP. The goal is to apply the FFT algorithm to reduce the computational cost of the processing step of these systems and to make them more efficient without compromising classification accuracy. The proposal is based on the representation of EEG signals in a matrix of coefficients resulting from the frequency decomposition performed by the FFT, which is then submitted to the SBCSP process. The structure of the SBCSP contemplates dividing the band of interest, initially defined between 0 and 40Hz, into a set of 33 sub-bands spanning specific frequency bands which are processed in parallel each by a CSP filter and an LDA classifier. A Bayesian meta-classifier is then used to represent the LDA outputs of each sub-band as scores and organize them into a single vector, and then used as a training vector of an SVM global classifier. Initially, the public EEG data set IIa of the BCI Competition IV is used to validate the approach. The first contribution of the proposed method is that, in addition to being more compact, because it has a 68% smaller dimension than the original signal, the resulting FFT matrix maintains the signal information relevant to class discrimination. In addition, the results showed an average reduction of 31.6% in the computational cost in relation to the application of filtering methods based on IIR filters, suggesting FFT efficiency when applied in the filtering step. Finally, the frequency decomposition approach improves the overall system classification rate significantly compared to the commonly used filtering, going from 73.7% using IIR to 84.2% using FFT. The accuracy improvement above 10% and the computational cost reduction denote the potential of FFT in EEG signal filtering applied to the context of IM-based BCI implementing SBCSP. Tests with other data sets are currently being performed to reinforce such conclusions.

Keywords: brain-computer interfaces, fast Fourier transform algorithm, motor imagery, sub-band common spatial patterns

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1155 Electrospinning of Nanofibrous Meshes and Surface-Modification for Biomedical Application

Authors: Hyuk Sang Yoo, Young Ju Son, Wei Mao, Myung Gu Kang, Sol Lee

Abstract:

Biomedical applications of electrospun nanofibrous meshes have been received tremendous attentions because of their unique structures and versatilities as biomaterials. Incorporation of growth factors in fibrous meshes can be performed by surface-modification and encapsulation. Those growth factors stimulate differentiation and proliferation of specific types of cells and thus lead tissue regenerations of specific cell types. Topographical cues of electrospun nanofibrous meshes also increase differentiation of specific cell types according to alignments of fibrous structures. Wound healing treatments of diabetic ulcers were performed using nanofibrous meshes encapsulating multiple growth factors. Aligned nanofibrous meshes and those with random configuration were compared for differentiating mesenchymal stem cells into neuronal cells. Thus, nanofibrous meshes can be applied to drug delivery carriers and matrix for promoting cellular proliferation.

Keywords: nanofiber, tissue, mesh, drug

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1154 Characterization of Potato Starch/Guar Gum Composite Film Modified by Ecofriendly Cross-Linkers

Authors: Sujosh Nandi, Proshanta Guha

Abstract:

Synthetic plastics are preferred for food packaging due to high strength, stretch-ability, good water vapor and gas barrier properties, transparency and low cost. However, environmental pollution generated by these synthetic plastics is a major concern of modern human civilization. Therefore, use of biodegradable polymers as a substitute for synthetic non-biodegradable polymers are encouraged to be used even after considering drawbacks related to mechanical and barrier properties of the films. Starch is considered one of the potential raw material for the biodegradable polymer, encounters poor water barrier property and mechanical properties due to its hydrophilic nature. That apart, recrystallization of starch molecules occurs during aging which decreases flexibility and increases elastic modulus of the film. The recrystallization process can be minimized by blending of other hydrocolloids having similar structural compatibility, into the starch matrix. Therefore, incorporation of guar gum having a similar structural backbone, into the starch matrix can introduce a potential film into the realm of biodegradable polymer. However, hydrophilic nature of both starch and guar gum, water barrier property of the film is low. One of the prospective solution to enhance this could be modification of the potato starch/guar gum (PSGG) composite film using cross-linker. Over the years, several cross-linking agents such as phosphorus oxychloride, sodium trimetaphosphate, etc. have been used to improve water vapor permeability (WVP) of the films. However, these chemical cross-linking agents are toxic, expensive and take longer time to degrade. Therefore, naturally available carboxylic acid (tartaric acid, malonic acid, succinic acid, etc.) had been used as a cross-linker and found that water barrier property enhanced substantially. As per our knowledge, no works have been reported with tartaric acid and succinic acid as a cross-linking agent blended with the PSGG films. Therefore, the objective of the present study was to examine the changes in water vapor barrier property and mechanical properties of the PSGG films after cross-linked with tartaric acid (TA) and succinic acid (SA). The cross-linkers were blended with PSGG film-forming solution at four different concentrations (4, 8, 12 & 16%) and cast on teflon plate at 37°C for 20 h. From the fourier-transform infrared spectroscopy (FTIR) study of the developed films, a band at 1720cm-1 was observed which is attributed to the formation of ester group in the developed films. On the other hand, it was observed that tensile strength (TS) of the cross-linked film decreased compared to non-cross linked films, whereas strain at break increased by several folds. Moreover, the results depicted that tensile strength diminished with increasing the concentration of TA or SA and lowest TS (1.62 MPa) was observed for 16% SA. That apart, maximum strain at break was also observed for TA at 16% and the reason behind this could be a lesser degree of crystallinity of the TA cross-linked films compared to SA. However, water vapor permeability of succinic acid cross-linked film was reduced significantly, but it was enhanced significantly by addition of tartaric acid.

Keywords: cross linking agent, guar gum, organic acids, potato starch

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1153 Video Shot Detection and Key Frame Extraction Using Faber-Shauder DWT and SVD

Authors: Assma Azeroual, Karim Afdel, Mohamed El Hajji, Hassan Douzi

Abstract:

Key frame extraction methods select the most representative frames of a video, which can be used in different areas of video processing such as video retrieval, video summary, and video indexing. In this paper we present a novel approach for extracting key frames from video sequences. The frame is characterized uniquely by his contours which are represented by the dominant blocks. These dominant blocks are located on the contours and its near textures. When the video frames have a noticeable changement, its dominant blocks changed, then we can extracte a key frame. The dominant blocks of every frame is computed, and then feature vectors are extracted from the dominant blocks image of each frame and arranged in a feature matrix. Singular Value Decomposition is used to calculate sliding windows ranks of those matrices. Finally the computed ranks are traced and then we are able to extract key frames of a video. Experimental results show that the proposed approach is robust against a large range of digital effects used during shot transition.

Keywords: FSDWT, key frame extraction, shot detection, singular value decomposition

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1152 Effect of Non-Fat Solid Ratio on Bloom Formation in Untempered Chocolate

Authors: Huanhuan Zhao, Bryony J. James

Abstract:

The relationship between the non-fat solid ratio and bloom formation in untempered chocolate was investigated using two types of chocolate: model chocolate made of varying cocoa powder ratios (46, 49.5 and 53%) and cocoa butter, and commercial Lindt chocolate with varying cocoa content (70, 85 and 90%). X-ray diffraction and colour measurement techniques were used to examine the polymorphism of cocoa butter and the surface whiteness index (WI), respectively. The polymorphic transformation of cocoa butter was highly correlated with the changes of WI during 30 days of storage since it led to the redistribution of fat within the chocolate matrix and resulted in a bloomed surface. The change in WI indicated a similar bloom rate in the chocolates, but the model chocolates with a higher cocoa powder ratio had more pronounced total bloom. This is due to a higher ratio of non-fat solid particles on the surface resulting in microscopic changes in morphology. The ratio of non-fat solids is an important factor in determining the extent of bloom but not the bloom rate.

Keywords: untempered chocolate, microstructure of bloom, polymorphic transformation, surface whiteness

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1151 Effect of Chemical Modifier on the Properties of Polypropylene (PP) / Coconut Fiber (CF) in Automotive Application

Authors: K. Shahril, A. Nizam, M. Sabri, A. Siti Rohana, H. Salmah

Abstract:

Chemical modifier (Acrylic Acid) is used as filler treatment to improve mechanical properties and swelling behavior of polypropylene/coconut fiber (PP/CF) composites by creating more adherent bonding between CF filler and PP Matrix. Treated (with chemical modifier) and untreated (without chemical modifier) composites were prepared in the formulation of 10 wt%, 20 wt%, 30 wt%, and 40 wt%. The mechanical testing indicates that composite with 10 wt% of untreated composite has the optimum value of tensile strength, and the composite with chemical modifier shows the tensile strength was increased. By increasing of filler loading, elastic modulus was increased while the elongation at brake was decreased. Meanwhile, the swelling test discerned that the increase of filler loading increased the water absorption of composites and the presence of chemical modifier reduced the equilibrium water absorption percentage.

Keywords: coconut fiber, polypropylene, acid acrylic, ethanol, chemical modifier, composites

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1150 Micromechanical Analysis of Interface Properties Effects on Transverse Tensile Response of Fiber-Reinforced Composites

Authors: M. Naderi, N. Iyyer, K. Goel, N. Phan

Abstract:

A micromechanical analysis of the influence of fiber-matrix interface fracture properties on the transverse tensile response of fiber-reinforced composite is investigated. Augmented finite element method (AFEM) is used to provide high-fidelity damage initiation and propagation along the micromechanical analysis. Effects of fiber volume fraction and fiber shapes are also studies in representative volume elements (RVE) to capture the stochastic behavior of the composite under loading. In addition, defects and voids influence on the composite response are investigated in micromechanical analysis. The results reveal that the response of RVE with constant interface properties overestimates the composite transverse strength. It is also seen that the damage initiation and propagation locations are controlled by the distributions of fracture properties, fibers’ shapes, and defects.

Keywords: cohesive model, fracture, computational mechanics, micromechanics

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1149 Biocompatible Hydrogel Materials Containing Cytostatics for Cancer Treatment

Authors: S. Kudlacik-Kramarczyk, M. Kedzierska, B. Tyliszczak

Abstract:

Recently, the continuous development of medicine and related sciences has been observed. Particular emphasis is directed on the development of biomaterials, i.e., non-toxic, biocompatible and biodegradable materials that may improve the effectiveness of treatment as well as the comfort of patients. This is particularly important in the case of cancer treatment. Currently, there are many methods of cancer treatment based primarily on chemotherapy and the surgical removal of the tumor, but it is worth noting that these therapies also cause many side effects. Among women, the most common cancer is breast cancer. It may be completely cured, but the consequence of treatment is partial or complete breast mastectomy and radiation therapy, which results in severe skin burns. The skin of the patient after radiation therapy is very burned, and therefore requires intensive care and high frequency of dressing changes. The traditional dressing adheres to the burn wounds and does not absorb adequate amount of exudate from injuries and the patient is forced to change the dressing every 2 hours. Therefore, the main purpose was to develop an innovative combination of dressing material with drug carriers that may be used in anti-cancer therapy. The innovation of this solution is the combination of these two products into one system, i.e., a transdermal system with the possibility of a controlled release of the drug- cytostatic. Besides, the possibility of modifying the hydrogel matrix with aloe vera juice provides this material with new features favorable from the point of view of healing processes of burn wounds resulting from the radiation therapy. In this study, hydrogel materials containing protein spheres with the active substance have been obtained as a result of photopolymerization process. The reaction mixture consisting of the protein (albumin) spheres incorporated with cytostatic, chitosan, adequate crosslinking agent and photoinitiator has been subjected to the UV radiation for 2 minutes. Prepared materials have been subjected to the numerous studies including the analysis of cytotoxicity using murine fibroblasts L929. Analysis was conducted based on the mitochondrial activity test (MTT reduction assay) which involves the determining the number of cells characterized by proper metabolism. Hydrogel materials obtained using different amount of crosslinking agents have been subjected to the cytotoxicity analysis. According to the standards, tested material is defined as cytotoxic when the viability of cells after 24 h incubation with this material is lower than 70%. In the research, hydrogel polymer materials containing protein spheres incorporated with the active substance, i.e. a cytostatic, have been developed. Such a dressing may support the treatment of cancer due to the content of the anti-cancer drug - cytostatic, and may also provide a soothing effect on the healing of the burn wounds resulted from the radiation therapy due to the content of aloe vera juice in the hydrogel matrix. Based on the conducted cytotoxicity studies, it may be concluded that the obtained materials do not adversely affect the tested cell lines, therefore they can be subjected to more advanced analyzes.

Keywords: hydrogel polymers, cytostatics, drug carriers, cytotoxicity

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1148 Characterization of Bio-Inspired Thermoelastoplastic Composites Filled with Modified Cellulose Fibers

Authors: S. Cichosz, A. Masek

Abstract:

A new cellulose hybrid modification approach, which is undoubtedly a scientific novelty, is introduced. The study reports the properties of cellulose (Arbocel UFC100 – Ultra Fine Cellulose) and characterizes cellulose filled polymer composites based on an ethylene-norbornene copolymer (TOPAS Elastomer E-140). Moreover, the approach of physicochemical two-stage cellulose treatment is introduced: solvent exchange (to ethanol or hexane) and further chemical modification with maleic anhydride (MA). Furthermore, the impact of the drying process on cellulose properties was investigated. Suitable measurements were carried out to characterize cellulose fibers: spectroscopic investigation (Fourier Transform Infrared Spektrofotometer-FTIR, Near InfraRed spectroscopy-NIR), thermal analysis (Differential scanning calorimetry, Thermal gravimetric analysis ) and Karl Fischer titration. It should be emphasized that for all UFC100 treatments carried out, a decrease in moisture content was evidenced. FT-IR reveals a drop in absorption band intensity at 3334 cm-1, the peak is associated with both –OH moieties and water. Similar results were obtained with Karl Fischer titration. Based on the results obtained, it may be claimed that the employment of ethanol contributes greatly to the lowering of cellulose water absorption ability (decrease of moisture content to approximately 1.65%). Additionally, regarding polymer composite properties, crucial data has been obtained from the mechanical and thermal analysis. The highest material performance was noted in the case of the composite sample that contained cellulose modified with MA after a solvent exchange with ethanol. This specimen exhibited sufficient tensile strength, which is almost the same as that of the neat polymer matrix – in the region of 40 MPa. Moreover, both the Payne effect and filler efficiency factor, calculated based on dynamic mechanical analysis (DMA), reveal the possibility of the filler having a reinforcing nature. What is also interesting is that, according to the Payne effect results, fibers dried before the further chemical modification are assumed to allow more regular filler structure development in the polymer matrix (Payne effect maximum at 1.60 MPa), compared with those not dried (Payne effect in the range 0.84-1.26 MPa). Furthermore, taking into consideration the data gathered from DSC and TGA, higher thermal stability is obtained in case of the materials filled with fibers that were dried before the carried out treatments (degradation activation energy in the region of 195 kJ/mol) in comparison with the polymer composite samples filled with unmodified cellulose (degradation activation energy of approximately 180 kJ/mol). To author’s best knowledge this work results in the introduction of a novel, new filler hybrid treatment approach. Moreover, valuable data regarding the properties of composites filled with cellulose fibers of various moisture contents have been provided. It should be emphasized that plant fiber-based polymer bio-materials described in this research might contribute significantly to polymer waste minimization because they are more readily degraded.

Keywords: cellulose fibers, solvent exchange, moisture content, ethylene-norbornene copolymer

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1147 A Modified Decoupled Semi-Analytical Approach Based On SBFEM for Solving 2D Elastodynamic Problems

Authors: M. Fakharian, M. I. Khodakarami

Abstract:

In this paper, a new trend for improvement in semi-analytical method based on scale boundaries in order to solve the 2D elastodynamic problems is provided. In this regard, only the boundaries of the problem domain discretization are by specific sub-parametric elements. Mapping functions are uses as a class of higher-order Lagrange polynomials, special shape functions, Gauss-Lobatto -Legendre numerical integration, and the integral form of the weighted residual method, the matrix is diagonal coefficients in the equations of elastodynamic issues. Differences between study conducted and prior research in this paper is in geometry production procedure of the interpolation function and integration of the different is selected. Validity and accuracy of the present method are fully demonstrated through two benchmark problems which are successfully modeled using a few numbers of DOFs. The numerical results agree very well with the analytical solutions and the results from other numerical methods.

Keywords: 2D elastodynamic problems, lagrange polynomials, G-L-Lquadrature, decoupled SBFEM

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1146 Compressive Response of Unidirectional Basalt Fiber/Epoxy/MWCNTs Composites

Authors: Reza Eslami-Farsani, Hamed Khosravi

Abstract:

The aim of this work is to study the influence of multi-walled carbon nanotubes (MWCNTs) addition at various contents with respect to the matrix (0-0.5 wt.% at a step of 0.1 wt.%) on the compressive response of unidirectional basalt fiber (UD-BF)/epoxy composites. Toward this end, MWCNTs were firstly functionalized with 3-glycidoxypropyltrimethoxysilane (3-GPTMS) to improve their dispersion state and interfacial compatibility with the epoxy. Subsequently, UD-BF/epoxy and multiscale 3-GPTMS-MWCNTs/UD-BF/epoxy composites were prepared. The mechanical properties of the composites were determined by quasi-static compression test. The compressive strength of the composites was obtained through performing the compression test on the off-axis specimens and extracting their longitudinal compressive strength. Results demonstrated that the highest value in compressive strength was attained at 0.4 wt.% MWCNTs with 41% increase, compared to the BF/epoxy composite. Potential mechanisms behind these were implied.

Keywords: multiscale polymeric composites, unidirectional basalt fibers, multi-walled carbon nanotubes, surface modification, compressive properties

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1145 Chemical and Mechanical Characterization of Composites Reinforced with Coconut Fiber in the Polymeric Matrix of Recycled PVC

Authors: Luiz C. G. Pennafort Jr., Alexandre de S. Rios, Enio P. de Deus

Abstract:

In the search for materials that replace conventional polymers in order to preserve natural resources, combined with the need to minimize the problems arising from environmental pollution generated by plastic waste, comes the recycled materials biodegradable, especially the composites reinforced with natural fibers. However, such materials exhibit properties little known, requiring studies of manufacturing methods and characterization of these composites. This article shows informations about preparation and characterization of a composite produced by extrusion, which consists of recycled PVC derived from the recycling of materials discarded, added of the micronized coconut fiber. The recycled PVC with 5% of micronized fiber were characterized by X-ray diffraction, thermogravimetric, differential scanning calorimetry, mechanical analysis and optical microscopy. The use of fiber in the composite caused a decrease in its specific weight, due to the lower specific weight of fibers and the appearance of porosity, in addition to the decrease of mechanical properties.

Keywords: recycled PVC, coconut fiber, characterization, composites

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1144 Micromechanical Determination of the Mechanical Properties of Carbon Nanotube-Polymer Composites with a Functionally Graded Interphase

Authors: Vahidullah Tac, Ercan Gurses

Abstract:

There have been numerous attempts at modelling carbon nanotube – polymer composites micromechanically in recent years, albeit to limited success. One of the major setbacks of the models used in the scientific community is the lack of regard to the different phases present in a nanocomposite. We employ a multi-phase micromechanical model that allows functionally grading certain phases to determine the mechanical properties of nanocomposites. The model has four distinct phases; the nanotube, the interface between the nanotube and polymer, the interphase, and the bulk matrix. Among the four phases, the interphase is functionally graded such that its moduli gradually decrease from some predetermined values to those of the bulk polymer. We find that the interface plays little role in stiffening/softening of the polymer per se , but instead, it is responsible for load transfer between the polymer and the carbon nanotube. Our results indicate that the carbon nanotube, as well as the interphase, have significant roles in stiffening the composite. The results are then compared to experimental findings and the interphase is tuned accordingly.

Keywords: carbon nanotube, composite, interphase, micromechanical modeling

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1143 From Core to Hydrocarbon: Reservoir Sedimentology, Facies Analysis and Depositional Model of Early Oligocene Mahuva Formation in Tapti Daman Block, Western Offshore Basin, India

Authors: Almas Rajguru

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The Oligocene succession of the Tapti- Daman area is one of the established petroleum plays in Tapti-Daman block of the Mumbai Offshore Basin. Despite good control and production history, the sand geometry and continuity of reservoir character of these sediments are less understood as most reservoirs are thin and fall below seismic resolution. The present work focuses on a detailed analysis of the Early Oligocene Mahuva Formation at the reservoir scale through laboratory studies (sedimentology and biostratigraphy) of core and sidewall cores in integration with electro logs for firming up facies’ distribution, micro-depositional environment and sequence stratigraphy, diagenesis and reservoir characterization from seventeen wells from North Tapti-C-37 area in Tapti Daman Block, WOB. The thick shale/claystone with thin interbeds of sandstone and siltstones of deeper marine in the lower part of Mahuva Fm represents deposition in a transgressive regime. The overlying interbedded sandstone, glauconitic-siltstone/fine-grained sandstone, and thin beds of packstone/grainstone within highly fissile shale were deposited in a prograding tide-dominated delta during late-rise normal regression. Nine litho facies (F1-F9) representing deposition in various microenvironments of the tide-dominated delta are identified based on their characteristic sediment texture, structure and microfacies. Massive, gritty sandstone (F1) with poorly sorted sands lithic fragments with calcareous and Fe-rich matrix represents channel fill sediments. High-angle cross-stratified sandstone (F2) deposited in rapidly shifting/migrating bars under strong tidal currents. F3 records the laterally accreted tidal-channel point bars. F3 (low-angle cross-stratified to parallel bedded sandstone) and F4 (Clean sandstone) are often associated with F2 in a tidal bar complex. F5 (interbedded thin sand and mud) and F6 (bioturbated sandstone) represent tidal flat deposits. High energy open marine carbonate shoals (F8) and fossiliferous sandstone in offshore bars (F7) represent deepening up facies. Shallow marine standstill conditions facilitated the deposition of thick shale (F9) beds. The reservoir facies (F1-F6) are commonly poorly to moderately sorted; bimodal, immature sandstone represented by quartz-wacke. The framework grains are sub-angular to sub-rounded, medium to coarse-grained (occasionally gritty) embedded within argillaceous (kaolinite/chlorite/chamosite) to highly Fe-rich matrix (sideritic). The facies F7 and F8, representing the sandy packstone and grainstone facies, respectively, exhibit poor reservoir characteristics due to sanitization, diagenetic compaction and matrix-filled intergranular spaces. The various diagenetic features such as the presence of authigenic clays (kaolinite/dickite/smectite); ferruginous minerals like siderite, pyrite, hematite and other iron oxides; bioturbations; glauconite; calcite and quartz cementation, precipitation of gypsum, pressure solution and other compaction effects are identified. These diagenetic features, wherever present, have reduced porosity and permeability thereby adversely affecting reservoir quality. Tidal bar sandstones possess good reservoir characteristics such as moderate to good sorting, fair to good porosity and geometry that facilitates efficient lateral extension and vertical thickness of reservoir. The sand bodies of F2, F3 and F4 facies of Well L, M and Q deposited in a tidal bar complex exhibit good reservoir quality represented by relatively cleaner, poorly burrowed, loose, friable sandstone with good porosity. Sandstone facies around these wells could prove a potential hydrocarbon reservoir and could be considered for further exploration.

Keywords: reservoir sedimentology, facies analysis, HST, tide dominated delta, tidal bars

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1142 Object Tracking in Motion Blurred Images with Adaptive Mean Shift and Wavelet Feature

Authors: Iman Iraei, Mina Sharifi

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A method for object tracking in motion blurred images is proposed in this article. This paper shows that object tracking could be improved with this approach. We use mean shift algorithm to track different objects as a main tracker. But, the problem is that mean shift could not track the selected object accurately in blurred scenes. So, for better tracking result, and increasing the accuracy of tracking, wavelet transform is used. We use a feature named as blur extent, which could help us to get better results in tracking. For calculating of this feature, we should use Harr wavelet. We can look at this matter from two different angles which lead to determine whether an image is blurred or not and to what extent an image is blur. In fact, this feature left an impact on the covariance matrix of mean shift algorithm and cause to better performance of tracking. This method has been concentrated mostly on motion blur parameter. transform. The results reveal the ability of our method in order to reach more accurately tracking.

Keywords: mean shift, object tracking, blur extent, wavelet transform, motion blur

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1141 Composite Electrospun Aligned PLGA/Curcumin/Heparin Nanofibrous Membranes for Wound Dressing Application

Authors: Jyh-Ping Chen, Yu-Tin Lai

Abstract:

Wound healing is a complicated process involving overlapping hemostasis, inflammation, proliferation, and maturation phases. Ideal wound dressings can replace native skin functions in full thickness skin wounds through faster healing rate and also by reducing scar formation. Poly(lactic-co-glycolic acid) (PLGA) is an U.S. FDA approved biodegradable polymer to be used as ideal wound dressing material. Several in vitro and in vivo studies have demonstrated the effectiveness of curcumin in decreasing the release of inflammatory cytokines, inhibiting enzymes associated with inflammations, and scavenging free radicals that are the major cause of inflammation during wound healing. Heparin has binding affinities to various growth factors. With the unique and beneficial features offered by those molecules toward the complex process of wound healing, we postulate a composite wound dressing constructed from PLGA, curcumin and heparin would be a good candidate to accelerate scarless wound healing. In this work, we use electrospinning to prepare curcumin-loaded aligned PLGA nanofibrous membranes (PC NFMs). PC NFMs were further subject to oxygen plasma modification and surfaced-grafted with heparin through carbodiimide-mediated covalent bond formation to prepare curcumin-loaded PLGA-g-heparin (PCH) NFMs. The nanofibrous membranes could act as three-dimensional scaffolds to attract fibroblast migration, reduce inflammation, and increase wound-healing related growth factors concentrations at wound sites. From scanning electron microscopy analysis, the nanofibers in each NFM are with diameters ranging from 456 to 479 nm and with alignment angles within  0.5°. The NFMs show high tensile strength and good water absorptivity and provide suitable pore size for nutrients/wastes transport. Exposure of human dermal fibroblasts to the extraction medium of PC or PCH NFM showed significant protective effects against hydrogen peroxide than PLGA NFM. In vitro wound healing assays also showed that the extraction medium of PCH NFM showed significantly better migration ability toward fibroblasts than PC NFM, which is further better than PLGA NFM. The in vivo healing efficiency of the NFMs was further evaluated by a full thickness excisional wound healing diabetic rat model. After 14 days, PCH NFMs exhibits 86% wound closure rate, which is significantly different from other groups (79% for PC and 73% for PLGA NFM). Real-time PCR analysis indicated PC and PCH NFMs down regulated anti-oxidative enzymes like glutathione peroxidase (GPx) and superoxide dismutase (SOD), which are well-known transcription factors involved in cellular inflammatory responses to stimuli. From histology, the wound area treated with PCH NFMs showed more vascular lumen formation from immunohistochemistry of α-smooth muscle actin. The wound site also had more collagen type III (65.8%) expression and less collagen type I (3.5%) expression, indicating scar-less wound healing. From Western blot analysis, the PCH NFM showed good affinity toward growth factors from increased concentration of transforming growth factor-β (TGF-β) and fibroblast growth factor-2 (FGF-2) at the wound site to accelerate wound healing. From the results, we suggest PCH NFM as a promising candidate for wound dressing applications.

Keywords: Curcumin, heparin, nanofibrous membrane, poly(lactic-co-glycolic acid) (PLGA), wound dressing

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1140 Urea Amperometric Biosensor Based on Entrapment Immobilization of Urease onto a Nanostructured Polypyrrol and Multi-Walled Carbon Nanotube

Authors: Hamide Amani, Afshin FarahBakhsh, Iman Farahbakhsh

Abstract:

In this paper, an amprometric biosensor based on surface modified polypyrrole (PPy) has been developed for the quantitative estimation of urea in aqueous solutions. The incorporation of urease (Urs) into a bipolymeric substrate consisting of PPy was performed by entrapment to the polymeric matrix, PPy acts as amperometric transducer in these biosensors. To increase the membrane conductivity, multi-walled carbon nanotubes (MWCNT) were added to the PPy solution. The entrapped MWCNT in PPy film and the bipolymer layers were prepared for construction of Pt/PPy/MWCNT/Urs. Two different configurations of working electrodes were evaluated to investigate the potential use of the modified membranes in biosensors. The evaluation of two different configurations of working electrodes suggested that the second configuration, which was composed of an electrode-mediator-(pyrrole and multi-walled carbon nanotube) structure and enzyme, is the best candidate for biosensor applications.

Keywords: urea biosensor, polypyrrole, multi-walled carbon nanotube, urease

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1139 Enhanced Thermal Stability of Dielectric and Energy Storage Properties in 0.4BCZT-0.6BTSn Lead-Free Ceramics Elaborated by Sol-Gel Method

Authors: S. Khardazi, H. Zaitouni, A. Neqali, S. Lyubchyk, D. Mezzane, M. Amjoud, E. Choukri, S. Lyubchyk, Z. Kutnjak

Abstract:

In the present paper, structural, dielectric, ferroelectric, and energy storage properties of pure perovskite lead-free BCZT, BTSn, and BTSn-BCZT ferroelectric ceramics have been investigated. Rietveld refinement of XRD data confirms the coexistence of the rhombohedral and orthorhombic phases at room temperature in the composite BCZT–BTSn ceramic. Remarkably, an improved recoverable energy density of 137.86 mJ/cm³ and a high energy storage efficiency of 86.19 % at 80°C under a moderate applied electric field of 30 kV/cm were achieved in the designed BCZT–BTSn ceramic. Besides, the sample exhibits excellent thermal stability of the energy storage efficiency (less than 3%) in the temperature range of 70 to 130 °C under 30 kV/cm. Such results make the pb-free BCZT–BTSn ferroelectric ceramic a very promising potential matrix for energy storage capacitor applications.

Keywords: sol-gel, ferroelectrics, lead-free, perovskites, energy storage

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1138 Histopathological Alterations in Liver of Mice Exposed to Different Doses of Diclofenac Sodium

Authors: Deepak Mohan, Sushma Sharma

Abstract:

Diclofenac sodium, a member of the acetic acid family of non-steroidal anti-inflammatory drugs, is used to retard inflammation, arthritis pain and ankylosing spondylitis. The drug is known to cause severe injury in different tissues due to formation of reactive oxygen species. The present study is focused on the effect of different doses of diclofenac (4 mg/kg/body weight and 14 mg/kg/body weight on histoarchitecture of the liver from 7-28 days of the investigation. Diclofenac administration resulted in distorted hepatic degeneration and formation of wide areas in the form of sinusoidal gaps. Hepatic fibrosis noticed in different stages of investigation could be attributed to chronic inflammation and reactive oxygen species which results in deposition of extracellular matrix proteins. The abrupt degenerative changes observed during later stages of the experiment showed maximum damage to the liver, and there was enlargement of sinusoidal gaps accompanied by maximum necrosis in the tissues.

Keywords: arthritis, diclofenac, histoarchitecture, sinusoidal

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1137 Influence of Different Thicknesses on Mechanical and Corrosion Properties of a-C:H Films

Authors: S. Tunmee, P. Wongpanya, I. Toda, X. L. Zhou, Y. Nakaya, N. Konkhunthot, S. Arakawa, H. Saitoh

Abstract:

The hydrogenated amorphous carbon films (a-C:H) were deposited on p-type Si (100) substrates at different thicknesses by radio frequency plasma enhanced chemical vapor deposition technique (rf-PECVD). Raman spectra display asymmetric diamond-like peaks, representative of the a-C:H films. The decrease of intensity ID/IG ratios revealed the sp3 content arise at different thicknesses of the a-C:H films. In terms of mechanical properties, the high hardness and elastic modulus values show the elastic and plastic deformation behaviors related to sp3 content in amorphous carbon films. Electro chemical properties showed that the a-C:H films exhibited excellent corrosion resistance in air-saturated 3.5 wt% NaCl solution for pH 2 at room temperature. Thickness increasing affected the small sp2 clusters in matrix, restricting the velocity transfer and exchange of electrons. The deposited a-C:H films exhibited excellent mechanical properties and corrosion resistance.

Keywords: thickness, mechanical properties, electrochemical corrosion properties, a-C:H film

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1136 Optimum Parameter of a Viscous Damper for Seismic and Wind Vibration

Authors: Soltani Amir, Hu Jiaxin

Abstract:

Determination of optimal parameters of a passive control system device is the primary objective of this study. Expanding upon the use of control devices in wind and earthquake hazard reduction has led to development of various control systems. The advantage of non-linearity characteristics in a passive control device and the optimal control method using LQR algorithm are explained in this study. Finally, this paper introduces a simple approach to determine optimum parameters of a nonlinear viscous damper for vibration control of structures. A MATLAB program is used to produce the dynamic motion of the structure considering the stiffness matrix of the SDOF frame and the non-linear damping effect. This study concluded that the proposed system (variable damping system) has better performance in system response control than a linear damping system. Also, according to the energy dissipation graph, the total energy loss is greater in non-linear damping system than other systems.

Keywords: passive control system, damping devices, viscous dampers, control algorithm

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1135 Tribological Characterization of Composites Based on Epoxy Resin Filled with Tailings of Scheelite

Authors: Clarissa D. M. O. Guimaraes, Mariza C. M. Fernandes, Francisco R. V. Diaz, Juliana R. Souza

Abstract:

The use of mineral fillers in the preparation of organic matrix composites can be an efficient alternative in minimizing the environmental damage generated in passive mineral beneficiation processes. In addition, it may represent a new material option for wind, construction, and aeronautical industries, for example. In this sense, epoxy resin composites with Tailings of Scheelite (TS) were developed. The composites were manufactured with 5%, 10% and 20% of TS in volume percentage, homogenized by mechanical mixing and molded in a silicon mold. In order to make the tribological evaluation, pin on disk tests were performed to analyze coefficient of friction and wear. The wear mechanisms were identified by SEM (scanning electron microscope) images. The coefficient of friction had a tendency to decrease with increasing amount of filler. The wear tends to increase with increasing amount of filler, although it exhibits a similar wear behavior. The results suggest characteristics that are potential used in many tribological applications.

Keywords: composites, mineral filler, tailings of scheelite, tribology

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1134 Clothes Identification Using Inception ResNet V2 and MobileNet V2

Authors: Subodh Chandra Shakya, Badal Shrestha, Suni Thapa, Ashutosh Chauhan, Saugat Adhikari

Abstract:

To tackle our problem of clothes identification, we used different architectures of Convolutional Neural Networks. Among different architectures, the outcome from Inception ResNet V2 and MobileNet V2 seemed promising. On comparison of the metrices, we observed that the Inception ResNet V2 slightly outperforms MobileNet V2 for this purpose. So this paper of ours proposes the cloth identifier using Inception ResNet V2 and also contains the comparison between the outcome of ResNet V2 and MobileNet V2. The document here contains the results and findings of the research that we performed on the DeepFashion Dataset. To improve the dataset, we used different image preprocessing techniques like image shearing, image rotation, and denoising. The whole experiment was conducted with the intention of testing the efficiency of convolutional neural networks on cloth identification so that we could develop a reliable system that is good enough in identifying the clothes worn by the users. The whole system can be integrated with some kind of recommendation system.

Keywords: inception ResNet, convolutional neural net, deep learning, confusion matrix, data augmentation, data preprocessing

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1133 Silver-Doped Magnetite Titanium Oxide Nanoparticles for Photocatalytic Degradation of Organic Pollutants

Authors: Hanna Abbo, Siyasanga Noganta, Salam Titinchi

Abstract:

The global lack of clean water for human sanitation and other purposes has become an emerging dilemma for human beings. The presence of organic pollutants in wastewater produced by textile industries, leather manufacturing and chemical industries is an alarming matter for a safe environment and human health. For the last decades, conventional methods have been applied for the purification of water but due to industrialization these methods fall short. Advanced oxidation processes and their reliable application in degradation of many contaminants have been reported as a potential method to reduce and/or alleviate this problem. Lately it has been assumed that incorporation of some metal nanoparticles such as magnetite nanoparticles as photocatalyst for Fenton reaction which could improve the degradation efficiency of contaminants. Core/shell nanoparticles, are extensively studied because of their wide applications in the biomedical, drug delivery, electronics fields and water treatment. The current study is centred on the synthesis of silver-doped Fe3O4/SiO2/TiO2 photocatalyst. Magnetically separable Fe3O4@SiO2@TiO2 composite with core–shell structure were synthesized by the deposition of uniform anatase TiO2 NPs on Fe3O4@SiO2 by using titanium butoxide (TBOT) as titanium source. Then, the silver is doped on SiO2 layer by hydrothermal method. Integration of magnetic nanoparticles was suggested to avoid the post separation difficulties associated with the powder form of the TiO2 catalyst, increase of the surface area and adsorption properties. The morphology, structure, composition, and magnetism of the resulting composites were characterized and their photocatalytic activities were also evaluated. The results demonstrate that TiO2 NPs were uniformly deposited on the Fe3O4@SiO2 surface. The silver nanoparticles were also uniformly distributed on the surface of TiO2 nanoparticles. The aim of this work is to study the suitability of photocatalysis for the treatment of aqueous streams containing organic pollutants such as methylene blue which is selected as a model compound to represent one of the pollutants existing in wastewaters. Various factors such as initial pollutant concentration, photocatalyst dose and wastewater matrix were studied for their effect on the photocatalytic degradation of the organic model pollutants using the as synthesized catalysts and compared with the commercial titanium dioxide (Aeroxide P25). Photocatalysis was found to be a potential purification method for the studied pollutant also in an industrial wastewater matrix with the removal percentages of over 81 % within 15 minutes. Methylene blue was removed most efficiently and its removal consumed the least of energy in terms of the specific applied energy. The magnetic Ag/SiO2/TiO2 composites show high photocatalytic performance and can be recycled three times by magnetic separation without major loss of activity, which meant that they can be used as efficient and conveniently renewable photocatalyst.

Keywords: Magnetite nanoparticles, Titanium, Photocatalyst, Organic pollutant, Water treatment

Procedia PDF Downloads 265
1132 Spatio-Temporal Analysis and Mapping of Malaria in Thailand

Authors: Krisada Lekdee, Sunee Sammatat, Nittaya Boonsit

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This paper proposes a GLMM with spatial and temporal effects for malaria data in Thailand. A Bayesian method is used for parameter estimation via Gibbs sampling MCMC. A conditional autoregressive (CAR) model is assumed to present the spatial effects. The temporal correlation is presented through the covariance matrix of the random effects. The malaria quarterly data have been extracted from the Bureau of Epidemiology, Ministry of Public Health of Thailand. The factors considered are rainfall and temperature. The result shows that rainfall and temperature are positively related to the malaria morbidity rate. The posterior means of the estimated morbidity rates are used to construct the malaria maps. The top 5 highest morbidity rates (per 100,000 population) are in Trat (Q3, 111.70), Chiang Mai (Q3, 104.70), Narathiwat (Q4, 97.69), Chiang Mai (Q2, 88.51), and Chanthaburi (Q3, 86.82). According to the DIC criterion, the proposed model has a better performance than the GLMM with spatial effects but without temporal terms.

Keywords: Bayesian method, generalized linear mixed model (GLMM), malaria, spatial effects, temporal correlation

Procedia PDF Downloads 454
1131 In Vitro Intestine Tissue Model to Study the Impact of Plastic Particles

Authors: Ashleigh Williams

Abstract:

Micro- and nanoplastics’ (MNLPs) omnipresence and ecological accumulation is evident when surveying recent environmental impact studies. For example, in 2014 it was estimated that at least 52.3 trillion plastic microparticles are floating at sea, and scientists have even found plastics present remote Arctic ice and snow (5,6). Plastics have even found their way into precipitation, with more than 1000 tons of microplastic rain precipitating onto the Western United States in 2020. Even more recent studies evaluating the chemical safety of reusable plastic bottles found that hundreds of chemicals leached into the control liquid in the bottle (ddH2O, ph = 7) during a 24-hour time period. A consequence of the increased abundance in plastic waste in the air, land, and water every year is the bioaccumulation of MNLPs in ecosystems and trophic niches of the animal food chain, which could potentially cause increased direct and indirect exposure of humans to MNLPs via inhalation, ingestion, and dermal contact. Though the detrimental, toxic effects of MNLPs have been established in marine biota, much less is known about the potentially hazardous health effects of chronic MNLP ingestion in humans. Recent data indicate that long-term exposure to MNLPs could cause possible inflammatory and dysbiotic effects. However, toxicity seems to be largely dose-, as well as size-dependent. In addition, the transcytotic uptake of MNLPs through the intestinal epithelia in humans remain relatively unknown. To this point, the goal of the current study was to investigate the mechanisms of micro- and nanoplastic uptake and transcytosis of Polystyrene (PE) in human stem-cell derived, physiologically relevant in vitro intestinal model systems, and to compare the relative effect of particle size (30 nm, 100 nm, 500 nm and 1 µm), and concentration (0 µg/mL, 250 µg/mL, 500 µg/mL, 1000 µg/mL) on polystyrene MNLP uptake, transcytosis and intestinal epithelial model integrity. Observational and quantitative data obtained from confocal microscopy, immunostaining, transepithelial electrical resistance (TEER) measurements, cryosectioning, and ELISA cytokine assays of the proinflammatory cytokines Interleukin-6 and Interleukin-8 were used to evaluate the localization and transcytosis of polystyrene MNPs and its impact on epithelial integrity in human-derived intestinal in vitro model systems. The effect of Microfold (M) cell induction on polystyrene micro- and nanoparticle (MNP) uptake, transcytosis, and potential inflammation was also assessed and compared to samples grown under standard conditions. Microfold (M) cells, link the human intestinal system to the immune system and are the primary cells in the epithelium responsible for sampling and transporting foreign matter of interest from the lumen of the gut to underlying immune cells. Given the uptake capabilities of Microfold cells to interact both specifically and nonspecific to abiotic and biotic materials, it was expected that M- cell induced in vitro samples would have increased binding, localization, and potentially transcytosis of Polystyrene MNLPs across the epithelial barrier. Experimental results of this study would not only help in the evaluation of the plastic toxicity, but would allow for more detailed modeling of gut inflammation and the intestinal immune system.

Keywords: nanoplastics, enteroids, intestinal barrier, tissue engineering, microfold (M) cells

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1130 Combining a Continuum of Hidden Regimes and a Heteroskedastic Three-Factor Model in Option Pricing

Authors: Rachid Belhachemi, Pierre Rostan, Alexandra Rostan

Abstract:

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

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

Procedia PDF Downloads 296