Search results for: frequency response function

Authors: Nan Xu

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In airlines, the crew scheduling problem is usually decomposed into two stages: crew pairing and crew rostering. In the crew pairing stage, pairings are generated such that each flight is covered by exactly one pairing and the overall cost is minimized. In the crew rostering stage, the pairings generated in the crew pairing stage are combined with off days, training and other breaks to create individual work schedules. The paper focuses on cabin crew rostering problem, which is challenging due to the extremely large size and the complex working rules involved. In our approach, the objective of rostering consists of two major components. The first is to minimize the number of unassigned pairings and the second is to ensure the fairness to crew members. There are two measures of fairness to crew members, the number of overnight duties and the total fly-hour over a given period. Pairings should be assigned to each crew member so that their actual overnight duties and fly hours are as close to the expected average as possible. Deviations from the expected average are penalized in the objective function. Since several small deviations are preferred than a large deviation, the penalization is quadratic. Our model of the airline crew rostering problem is based on column generation. The problem is decomposed into a master problem and subproblems. The mater problem is modeled as a set partition problem and exactly one roster for each crew is picked up such that the pairings are covered. The restricted linear master problem (RLMP) is considered. The current subproblem tries to find columns with negative reduced costs and add them to the RLMP for the next iteration. When no column with negative reduced cost can be found or a stop criteria is met, the procedure ends. The subproblem is to generate feasible crew rosters for each crew member. A separate acyclic weighted graph is constructed for each crew member and the subproblem is modeled as resource constrained shortest path problems in the graph. Labeling algorithm is used to solve it. Since the penalization is quadratic, a method to deal with non-additive shortest path problem using labeling algorithm is proposed and corresponding domination condition is defined. The major contribution of our model is: 1) We propose a method to deal with non-additive shortest path problem; 2) Operation to allow relaxing some soft rules is allowed in our algorithm, which can improve the coverage rate; 3) Multi-thread techniques are used to improve the efficiency of the algorithm when generating Line-of-Work for crew members. Here a column generation based algorithm for the airline cabin crew rostering problem is proposed. The objective is to assign a personalized roster to crew member which minimize the number of unassigned pairings and ensure the fairness to crew members. The algorithm we propose in this paper has been put into production in a major airline in China and numerical experiments show that it has a good performance.

Keywords: aircrew rostering, aircrew scheduling, column generation, SPPRC

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Authors: Yuanyuan Fu

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Background and Purpose: Along with the change of society and economy, the traditional home function of old people has gradually weakened in the contemporary China. Acknowledging these situations, to better meet old people’s needs on formal services and improve the quality of later life, this study seeks to identify patterns of intended service use among frail old people living in the communities and examined determinants that explain heterogeneous variations in old people’s intended service use patterns. Additionally, this study also tested the relationship between culture value and intended service use patterns and the mediating role of enabling factors in terms of culture value and intended service use patterns. Methods：Participants were recruited from Haidian District, Beijing, China in 2015. The multi-stage sampling method was adopted to select sub-districts, communities and old people aged 70 years old or older. After screening, 577 old people with limitations in daily life, were successfully interviewed. After data cleaning, 550 samples were included for data analysis. This study establishes a conceptual framework based on the Anderson Model (including predisposing factors, enabling factors and need factors), and further developed it by adding culture value factors (including attitudes towards filial piety and attitudes towards social face). Using a latent class analysis (LCA), this study classifies overall patterns of old people’s formal service utilization. Fourteen types of formal services were taken into account, including housework, voluntary support, transportation, home-delivered meals, and home-delivery medical care, elderly’s canteen and day-care center/respite care and so on. Structural equation modeling (SEM) was used to examine the direct effect of culture value on service use pattern, and the mediating effect of the enabling factors. Results: The LCA classified a hierarchical structure of service use patterns: multiple intended service use (N=69, 23%), selective intended service use (N=129, 23%), and light intended service use (N=352, 64%). Through SEM, after controlling predisposing factors and need factors, the results showed the significant direct effect of culture value on older people’s intended service use patterns. Enabling factors had a partial mediation effect on the relationship between culture value and the patterns. Conclusions and Implications: Differentiation of formal services may be important for meeting frail old people’s service needs and distributing program resources by identifying target populations for intervention, which may make reference to specific interventions to better support frail old people. Additionally, culture value had a unique direct effect on the intended service use patterns of frail old people in China, enriching our theoretical understanding of sources of culture value and their impacts. The findings also highlighted the mediation effects of enabling factors on the relationship between culture value factors and intended service use patterns. This study suggests that researchers and service providers should pay more attention to the important role of culture value factors in contributing to intended service use patterns and also be more sensitive to the mediating effect of enabling factors when discussing the relationship between culture value and the patterns.

Keywords: frail old people, intended service use pattern, culture value, enabling factors, contemporary China, latent class analysis

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Authors: Mitsuhiro Hirai, Satoshi Ajito, Nobutaka Shimizu, Noriyuki Igarashi, Hiroki Iwase, Shinichi Takata

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Sugars and polyols are known to be bioprotectants preventing such as protein denaturation and enzyme deactivation and widely used as a nontoxic additive in various industrial and medical products. The mechanism of their protective actions has been explained by specific bindings between biological components and additives, changes in solvent viscosities, and surface tension and free energy changes upon transfer of those components into additive solutions. On the other hand, some organisms having tolerances against extreme environment produce stress proteins and/or accumulate sugars in cells, which is called cryptobiosis. In particular, trehalose has been drawing attention relevant to cryptobiosis under external stress such as high or low temperature, drying, osmotic pressure, and so on. The function of cryptobiosis by trehalose has been explained relevant to the restriction of the intra-and/or-inter-molecular movement by vitrification or from the replacement of water molecule by trehalose. Previous results suggest that the structure and interaction between sugar and water are a key determinant for understanding cryptobiosis. Recently, we have shown direct evidence that the protein hydration (solvation) and structural stability against chemical and thermal denaturation significantly depend on sugar species and glycerol. Sugar and glycerol molecules tend to be preferentially or weakly excluded from the protein surface and preserved the native protein hydration shell. Due to the protective action of the protein hydration shell by those molecules, the protein structure is stabilized against chemical (guanidinium chloride) and thermal denaturation. The protective action depends on sugar species. To understand the above trend and difference in detail, it is essentially important to clarify the characteristics of solutions containing those additives. In this study, by using wide-angle X-ray scattering technique covering a wide spatial region (~3-120 Å), we have clarified structures of sugar solutions with the concentration from 5% w/w to 65% w/w. The sugars measured in the present study were monosaccharides (glucose, fructose, mannose) and disaccharides (sucrose, trehalose, maltose). Due to observed scattering data with a wide spatial resolution, we have succeeded in obtaining information on the internal structure of individual sugar molecules and on the correlation between them. Every sugar gradually shortened the average inter-molecular distance as the concentration increased. The inter-molecular interaction between sugar molecules was essentially showed an exclusive tendency for every sugar, which appeared as the presence of a repulsive correlation hole. This trend was more weakly seen for trehalose compared to other sugars. The intermolecular distance and spread of individual molecule clearly showed the dependence of sugar species. We will discuss the relation between the characteristic of sugar solution and its protective action of biological materials.

Keywords: hydration, protein, sugar, X-ray scattering

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Authors: Hiroki Kikuchi, Atsushi Fukuda, Hirokazu Akahane, Satoru Kobayakawa, Tuenjai Fukuda, Takeru Miyokawa

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According to WHO reports, fatalities by road traffic accidents in many countries of South-East Asia region especially Thailand and Malaysia are increasing year by year. In order to overcome these serious problems, both governments are focusing on road safety measures. In response, the Ministry of Land, Infrastructure, Transport and Tourism (MLIT) of Japan and Japan International Cooperation Agency (JICA) have begun active support based on the experiences to reduce the number of fatalities in road accidents in Japan in the past. However, even if the successful road safety measures in Japan is adopted in South-East Asian countries, it is not sure whether it will work well or not. So, it is necessary to clarify the issues and systematize the process for the implementation of road safety measures in South-East Asia. On the basis of the above, this study examined the applicability of "information sharing traffic safety measure" which is one of the successful road safety measures in Japan to the social implementation of road safety measures in South-East Asian countries. The "Information sharing traffic safety measure" is carried out traffic safety measures by stakeholders such as residents, administration, and experts jointly. In this study, we extracted the issues of implementation of road safety measures under local context firstly. This is clarifying the particular issues with its implementation in South-East Asian cities. Secondly, we considered how to implement road safety measures for solving particular issues based on the method of "information sharing traffic safety measure". In the implementation method, the location of the occurrence of a dangerous event was extracted based on the “HIYARI-HATTO” data which were obtained from the residents. This is because it is considered that the implementation of the information sharing traffic safety measure focusing on the location where the dangerous event occurs leads to the reduction of traffic accidents. Also, the target locations for the implementation of measures differ for each city. In Penang, we targeted the intersections　in the downtown, while in Suphan Buri, we targeted mainly traffic control on the intercity highway. Finally, we proposed a method for implementing traffic safety measures. For Penang, we proposed a measure to improve the signal phase and showed the effect of the measure on the micro traffic simulation. For Suphan Buri, we proposed the suitable measures for the danger points extracted by collecting the “HIYARI-HATTO” data of residents to the administration. In conclusion, in order to successfully implement the road safety measure based on the "information sharing traffic safety measure", the process for social implementation of the road safety measures should be consistent and carried out repeatedly. In particular, by clarifying specific issues based on local context in South-East Asian countries, the stakeholders, not only such as government sectors but also local citizens can share information regarding road safety and select appropriate countermeasures. Finally, we could propose this approach to the administration that had the authority.

Keywords: information sharing road safety measure, social implementation, South-East Asia, HIYARI-HATTO

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Authors: Jean-Philippe Amat, Timothée Vergne, Aymeric Hans, Bénédicte Ferry, Pascal Hendrikx, Jackie Tapprest, Barbara Dufour, Agnès Leblond

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The surveillance of infectious diseases is necessary to describe their occurrence and help the planning, implementation and evaluation of risk mitigation activities. However, the exact number of detected cases may remain unknown whether surveillance is based on serological tests because identifying seroconversion may be difficult. Moreover, incomplete detection of cases or outbreaks is a recurrent issue in the field of disease surveillance. This study addresses these two issues. Using a viral animal disease as an example (equine viral arteritis), the goals were to establish suitable rules for identifying seroconversion in order to estimate the number of cases and outbreaks detected by a surveillance system in France between 2006 and 2013, and to assess the sensitivity of this system by estimating the total number of outbreaks that occurred during this period (including unreported outbreaks) using a capture-recapture model. Data from horses which exhibited at least one positive result in serology using viral neutralization test between 2006 and 2013 were used for analysis (n=1,645). Data consisted of the annual antibody titers and the location of the subjects (towns). A consensus among multidisciplinary experts (specialists in the disease and its laboratory diagnosis, epidemiologists) was reached to consider seroconversion as a change in antibody titer from negative to at least 32 or as a three-fold or greater increase. The number of seroconversions was counted for each town and modeled using a unilist zero-truncated binomial (ZTB) capture-recapture model with R software. The binomial denominator was the number of horses tested in each infected town. Using the defined rules, 239 cases located in 177 towns (outbreaks) were identified from 2006 to 2013. Subsequently, the sensitivity of the surveillance system was estimated as the ratio of the number of detected outbreaks to the total number of outbreaks that occurred (including unreported outbreaks) estimated using the ZTB model. The total number of outbreaks was estimated at 215 (95% credible interval CrI95%: 195-249) and the surveillance sensitivity at 82% (CrI95%: 71-91). The rules proposed for identifying seroconversion may serve future research. Such rules, adjusted to the local environment, could conceivably be applied in other countries with surveillance programs dedicated to this disease. More generally, defining ad hoc algorithms for interpreting the antibody titer could be useful regarding other human and animal diseases and zoonosis when there is a lack of accurate information in the literature about the serological response in naturally infected subjects. This study shows how capture-recapture methods may help to estimate the sensitivity of an imperfect surveillance system and to valorize surveillance data. The sensitivity of the surveillance system of equine viral arteritis is relatively high and supports its relevance to prevent the disease spreading.

Keywords: Bayesian inference, capture-recapture, epidemiology, equine viral arteritis, infectious disease, seroconversion, surveillance

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Authors: Keita Nishio, Takashi Kaburagi, Yosuke Kurihara

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Recent advances in medical technology have served to enhance average life expectancy. However, the total time for which the patients are prescribed complete bedrest has also increased. With patients being required to maintain a constant lying posture- also called bedsore- development of a system to detect patient roll-over becomes imperative. For this purpose, extant studies have proposed the use of cameras, and favorable results have been reported. Continuous on-camera monitoring, however, tends to violate patient privacy. We have proposed unconstrained bio-signal measurement system that could detect body-motion during sleep and does not violate patient’s privacy. Therefore, in this study, we propose a roll-over detection method by the date obtained from the bi-signal measurement system. Signals recorded by the sensor were assumed to comprise respiration, pulse, body motion, and noise components. Compared the body-motion and respiration, pulse component, the body-motion, during roll-over, generate large vibration. Thus, analysis of the body-motion component facilitates detection of the roll-over tendency. The large vibration associated with the roll-over motion has a great effect on the Root Mean Square (RMS) value of time series of the body motion component calculated during short 10 s segments. After calculation, the RMS value during each segment was compared to a threshold value set in advance. If RMS value in any segment exceeded the threshold, corresponding data were considered to indicate occurrence of a roll-over. In order to validate the proposed method, we conducted experiment. A bi-directional microphone was adopted as a high-sensitivity pressure sensor and was placed between the mattress and bedframe. Recorded signals passed through an analog Band-pass Filter (BPF) operating over the 0.16-16 Hz bandwidth. BPF allowed the respiration, pulse, and body-motion to pass whilst removing the noise component. Output from BPF was A/D converted with the sampling frequency 100Hz, and the measurement time was 480 seconds. The number of subjects and data corresponded to 5 and 10, respectively. Subjects laid on a mattress in the supine position. During data measurement, subjects—upon the investigator's instruction—were asked to roll over into four different positions—supine to left lateral, left lateral to prone, prone to right lateral, and right lateral to supine. Recorded data was divided into 48 segments with 10 s intervals, and the corresponding RMS value for each segment was calculated. The system was evaluated by the accuracy between the investigator’s instruction and the detected segment. As the result, an accuracy of 100% was achieved. While reviewing the time series of recorded data, segments indicating roll-over tendencies were observed to demonstrate a large amplitude. However, clear differences between decubitus and the roll-over motion could not be confirmed. Extant researches possessed a disadvantage in terms of patient privacy. The proposed study, however, demonstrates more precise detection of patient roll-over tendencies without violating their privacy. As a future prospect, decubitus estimation before and after roll-over could be attempted. Since in this paper, we could not confirm the clear differences between decubitus and the roll-over motion, future studies could be based on utilization of the respiration and pulse components.

Keywords: bedsore, high-sensitivity pressure sensor, roll-over, unconstrained bio-signal measurement

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Authors: Elisa Boatti, Ulisse Stefanelli, Alessandro Reali, Ferdinando Auricchio

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Thanks to their unusual properties, shape memory alloys (SMAs) are good candidates for advanced applications in a wide range of engineering fields, such as automotive, robotics, civil, biomedical, aerospace. In the last decades, the ever-growing interest for such materials has boosted several research studies aimed at modeling their complex nonlinear behavior in an effective and robust way. Since the constitutive response of SMAs is strongly thermomechanically coupled, the investigation of the non-isothermal evolution of the material must be taken into consideration. The present study considers an existing three-dimensional phenomenological model for SMAs, able to reproduce the main SMA properties while maintaining a simple user-friendly structure, and proposes a variational reformulation of the full non-isothermal version of the model. While the considered model has been thoroughly assessed in an isothermal setting, the proposed formulation allows to take into account the full nonisothermal problem. In particular, the reformulation is inspired to the GENERIC (General Equations for Non-Equilibrium Reversible-Irreversible Coupling) formalism, and is based on a generalized gradient flow of the total entropy, related to thermal and mechanical variables. Such phrasing of the model is new and allows for a discussion of the model from both a theoretical and a numerical point of view. Moreover, it directly implies the dissipativity of the flow. A semi-implicit time-discrete scheme is also presented for the fully coupled thermomechanical system, and is proven unconditionally stable and convergent. The correspondent algorithm is then implemented, under a space-homogeneous temperature field assumption, and tested under different conditions. The core of the algorithm is composed of a mechanical subproblem and a thermal subproblem. The iterative scheme is solved by a generalized Newton method. Numerous uniaxial and biaxial tests are reported to assess the performance of the model and algorithm, including variable imposed strain, strain rate, heat exchange properties, and external temperature. In particular, the heat exchange with the environment is the only source of rate-dependency in the model. The reported curves clearly display the interdependence between phase transformation strain and material temperature. The full thermomechanical coupling allows to reproduce the exothermic and endothermic effects during respectively forward and backward phase transformation. The numerical tests have thus demonstrated that the model can appropriately reproduce the coupled SMA behavior in different loading conditions and rates. Moreover, the algorithm has proved effective and robust. Further developments are being considered, such as the extension of the formulation to the finite-strain setting and the study of the boundary value problem.

Keywords: generalized gradient flow, GENERIC formalism, shape memory alloys, thermomechanical coupling

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Authors: P. H. G. J. Pushpakumara, A. M. P. Adikari, S. U. B. Tennakoon, Ranil Abeysinghe, Andrew Dawson

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Introduction: Deliberate Self-harm (DSH) is a global public health problem. Since 1950, suicide rates in Sri Lanka are among the highest national rates in the world. It has become an increasingly common response to emotional distress in young adults. However, it remains unclear the reason for this occurrence. Objectives: The descriptive component of this study was conducted to identify of epidemiological pattern of DSH and suicide in Kurunegala District (KD). Assessment of association between DSH socio-cultural, economical and psychological factors were the objectives of the case control component. Methods: Prospective data collection of DSH and suicide was conducted at all (46) hospitals and all (28) police stations in the KD for thirty six months, from 1st January 2011, as the descriptive component. Case control component was conducted at T.H. Kurunegala (THK) for eighteen months duration, from 1st July 2011. Cases (n=439) were randomly selected from a block of 7 consecutively admitted consenting DSP patients using a computer program. Age, sex and residential divisional secretariat division one to one matched, individuals were randomly selected as controls from patients presented to Out Patient Department. Structured Clinical Interview for DSM-IV-TR Axis I and II Disorders was used to diagnose psychiatric disorders. Validated tools were used to measure other constructs. Results: Suicide incidences in KD were, 21.6, 20.7 and 24.3 per 100,000 population in 2011- 2013 (Male:female ratio 5.7, 4.4 and 6.4). 60% of suicides were due to poisoning. DSP incidences were 205.4, 248.3 and 202.5 per 100,000 population in 2011- 2013. Highest age standardized male DSP incidence reported in 20-24 years (769.6/100,000) and female in 15-19 years (1304.0/100,000). Bing married (age >25 years), monthly family income less than Rs.30,000, not achieving G.C.E (O/L) qualifications, a school drop-out, not in a permanent position in occupation, being a manual and an own account worker, were significantly associated with DSP. Perceiving the quality of relationship as bad or very bad with parents, spouse/ girlfriend/ boyfriend and sibling as associated with 8, 40 and 10.5 times higher risk respectively. Feeling and experiences of neglect, other emotional abuses, feeling of insecurity with the family, in child hood, and having a contact history carried an excess risk for DSP. Cases were less likely to seek help. Further, they had significantly lower scores for life skills and life skills application ability. 25.6% DSH patients had DSM TR axis-I and/or TR axis-II disorder. The presence of psychiatric disorder carried 7.7 (95% CI 4.3 – 13.8) times higher risk for DSP. Conclusion: In general, pattern of DSH and suicide is, unique, different from developed, upper and middle income and lower and middle income countries. It is a learned way of expressing emotions in difficult situations of vulnerable people.

Keywords: deliberate self-harm, help-seeking, life-skills, mental- health, psychological, social, suicide

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Authors: Angelis P. Barlampas

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Learning Objectives: The purpose of this study is to inform briefly the reader about the applications of AI in chest radiology. Background: Currently, there are 190 FDA-approved radiology AI applications, with 42 (22%) pertaining specifically to thoracic radiology. Imaging findings OR Procedure details Aids of AI in chest radiology1: Detects and segments pulmonary nodules. Subtracts bone to provide an unobstructed view of the underlying lung parenchyma and provides further information on nodule characteristics, such as nodule location, nodule two-dimensional size or three dimensional (3D) volume, change in nodule size over time, attenuation data (i.e., mean, minimum, and/or maximum Hounsfield units [HU]), morphological assessments, or combinations of the above. Reclassifies indeterminate pulmonary nodules into low or high risk with higher accuracy than conventional risk models. Detects pleural effusion . Differentiates tension pneumothorax from nontension pneumothorax. Detects cardiomegaly, calcification, consolidation, mediastinal widening, atelectasis, fibrosis and pneumoperitoneum. Localises automatically vertebrae segments, labels ribs and detects rib fractures. Measures the distance from the tube tip to the carina and localizes both endotracheal tubes and central vascular lines. Detects consolidation and progression of parenchymal diseases such as pulmonary fibrosis or chronic obstructive pulmonary disease (COPD).Can evaluate lobar volumes. Identifies and labels pulmonary bronchi and vasculature and quantifies air-trapping. Offers emphysema evaluation. Provides functional respiratory imaging, whereby high-resolution CT images are post-processed to quantify airflow by lung region and may be used to quantify key biomarkers such as airway resistance, air-trapping, ventilation mapping, lung and lobar volume, and blood vessel and airway volume. Assesses the lung parenchyma by way of density evaluation. Provides percentages of tissues within defined attenuation (HU) ranges besides furnishing automated lung segmentation and lung volume information. Improves image quality for noisy images with built-in denoising function. Detects emphysema, a common condition seen in patients with history of smoking and hyperdense or opacified regions, thereby aiding in the diagnosis of certain pathologies, such as COVID-19 pneumonia. It aids in cardiac segmentation and calcium detection, aorta segmentation and diameter measurements, and vertebral body segmentation and density measurements. Conclusion: The future is yet to come, but AI already is a helpful tool for the daily practice in radiology. It is assumed, that the continuing progression of the computerized systems and the improvements in software algorithms , will redder AI into the second hand of the radiologist.

Keywords: artificial intelligence, chest imaging, nodule detection, automated diagnoses

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Authors: Daniel Tscharnuter, Eliza Truszkiewicz, Gerald Pinter

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High-quality surfaces of plastic parts can be achieved in a very cost-effective manner using in-mold processes, where e.g. scratch resistant or high gloss polymer films are pre-formed and subsequently receive their support structure by injection molding. The pre-forming may be done by high-pressure forming. In this process, a polymer sheet is heated and subsequently formed into the mold by pressurized air. Due to the heat transfer to the cooled mold the polymer temperature drops below its glass transition temperature. This ensures that the deformed microstructure is retained after depressurizing, giving the sheet its final formed shape. The development of a forming process relies heavily on the experience of engineers and trial-and-error procedures. Repeated mold design and testing cycles are however both time- and cost-intensive. It is, therefore, desirable to study the process using reliable computer simulations. Through simulations, the construction of the mold and the effect of various process parameters, e.g. temperature levels, non-uniform heating or timing and magnitude of pressure, on the deformation of the polymer sheet can be analyzed. Detailed knowledge of the deformation is particularly important in the forming of polymer films with integrated electro-optical functions. Care must be taken in the placement of devices, sensors and electrical and optical paths, which are far more sensitive to deformation than the polymers. Reliable numerical prediction of the deformation of the polymer sheets requires sophisticated material models. Polymer films are often either transversely isotropic or orthotropic due to molecular orientations induced during manufacturing. The anisotropic behavior affects the resulting strain field in the deformed film. For example, parts of the same shape but different strain fields may be created by varying the orientation of the film with respect to the mold. The numerical simulation of the high-pressure forming of such films thus requires material models that can capture the nonlinear anisotropic mechanical behavior. There are numerous commercial polymer grades for the engineers to choose from when developing a new part. The effort required for comprehensive material characterization may be prohibitive, especially when several materials are candidates for a specific application. We, therefore, propose a class of models for compressible hyperelasticity, which may be determined from basic experimental data and which can capture key features of the mechanical response. Invariant-based hyperelastic models with a reduced number of invariants are formulated in a semi-numerical way, such that the models are determined from a single uniaxial tensile tests for isotropic materials, or two tensile tests in the principal directions for transversely isotropic or orthotropic materials. The simulation of the high pressure forming of an orthotropic polymer film is finally done using an orthotropic formulation of the hyperelastic model.

Keywords: hyperelastic, anisotropic, polymer film, thermoforming

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Authors: Laura M. F. Bertens

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The houses we inhabit are important containers of memory. As homes, they take on meaning for those who live inside, and memories of family life become intimately tied up with rooms, windows, and gardens. Each new family creates a new layer of meaning, resulting in a palimpsest of family memory. These houses function quite literally as memory palaces, as a walk through a childhood home will show; each room conjures up images of past events. Over time, these personal memories become woven together with the cultural memory of countries and generations. The importance of the home is a central theme in art, and several contemporary artists have a special interest in the relationship between memory and the home. This paper analyses three case studies in order to get a deeper understanding of the ways in which the home functions and feels like a memory palace, both on an individual and on a collective, cultural level. Close reading of the artworks is performed on the theoretical intersection between Art History and Cultural Memory Studies. The first case study concerns works from the exhibition Mnemosyne by the artist duo Anne and Patrick Poirier. These works combine interests in architecture, archaeology, and psychology. Models of cities and fantastical architectural designs resemble physical structures (such as the brain), architectural metaphors used in representing the concept of memory (such as the memory palace), and archaeological remains, essential to our shared cultural memories. Secondly, works by Do Ho Suh will help us understand the relationship between the home and memory on a far more personal level; outlines of rooms from his former homes, made of colourful, transparent fabric and combined into new structures, provide an insight into the way these spaces retain individual memories. The spaces have been emptied out, and only the husks remain. Although the remnants of walls, light switches, doors, electricity outlets, etc. are standard, mass-produced elements found in many homes and devoid of inherent meaning, together they remind us of the emotional significance attached to the muscle memory of spaces we once inhabited. The third case study concerns an exhibition in a house put up for sale on the Dutch real estate website Funda. The house was built in 1933 by a Jewish family fleeing from Germany, and the father and son were later deported and killed. The artists Anne van As and CA Wertheim have used the history and memories of the house as a starting point for an exhibition called (T)huis, a combination of the Dutch words for home and house. This case study illustrates the way houses become containers of memories; each new family ‘resets’ the meaning of a house, but traces of earlier memories remain. The exhibition allows us to explore the transition of individual memories into shared cultural memory, in this case of WWII. Taken together, the analyses provide a deeper understanding of different facets of the relationship between the home and memory, both individual and collective, and the ways in which art can represent these.

Keywords: Anne and Patrick Poirier, cultural memory, Do Ho Suh, home, memory palace

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Authors: Dina Kon Mushid, Kabutakapua Kakanda, Dibu Dave Mbako

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The failure of material usually involves elastoplastic deformation and fracturing. Continuum mechanics can effectively deal with plastic deformation by using a yield function and the flow rule. At the same time, it has some limitations in dealing with the fracture problem since it is a theory based on the continuous field hypothesis. The lattice model can simulate the fracture problem very well, but it is inadequate for dealing with plastic deformation. Based on the discretized virtual internal bond model (DVIB), this paper proposes a lattice model that can account for plasticity. DVIB is a lattice method that considers material to comprise bond cells. Each bond cell may have any geometry with a finite number of bonds. The two-body or multi-body potential can characterize the strain energy of a bond cell. The two-body potential leads to the fixed Poisson ratio, while the multi-body potential can overcome the limitation of the fixed Poisson ratio. In the present paper, the modified Stillinger-Weber (SW), a multi-body potential, is employed to characterize the bond cell energy. The SW potential is composed of two parts. One part is the two-body potential that describes the interatomic interactions between particles. Another is the three-body potential that represents the bond angle interactions between particles. Because the SW interaction can represent the bond stretch and bond angle contribution, the SW potential-based DVIB (SW-DVIB) can represent the various Poisson ratios. To embed the plasticity in the SW-DVIB, the plasticity is considered in the two-body part of the SW potential. It is done by reducing the bond stiffness to a lower level once the bond reaches the yielding point. While before the bond reaches the yielding point, the bond is elastic. When the bond deformation exceeds the yielding point, the bond stiffness is softened to a lower value. When unloaded, irreversible deformation occurs. With the bond length increasing to a critical value, termed the failure bond length, the bond fails. The critical failure bond length is related to the cell size and the macro fracture energy. By this means, the fracture energy is conserved so that the cell size sensitivity problem is relieved to a great extent. In addition, the plasticity and the fracture are also unified at the bond level. To make the DVIB able to simulate different Poisson ratios, the three-body part of the SW potential is kept elasto-brittle. The bond angle can bear the moment before the bond angle increment is smaller than a critical value. By this method, the SW-DVIB can simulate the plastic deformation and the fracturing process of material with various Poisson ratios. The elastoplastic SW-DVIB is used to simulate the plastic deformation of a material, the plastic fracturing process, and the tunnel plastic deformation. It has been shown that the current SW-DVIB method is straightforward in simulating both elastoplastic deformation and plastic fracture.

Keywords: lattice model, discretized virtual internal bond, elastoplastic deformation, fracture, modified stillinger-weber potential

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Authors: Jabulani Gilford Kheswa, Thembelihle Lobi

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From a cultural perspective, expression of hegemonic masculinity in South Africa continues to escalate among adolescent males who grow up in communities lacking in role models and recreational facilities. However, when the schools are constructive, and peer influence is positive, adolescent male can potentially express character strengths and lead a meaningful life. Drawing from Bronfenbrenner’s Ecological Model and Keyes and Ryff’s six dimensions of psychological well-being and mental health, such youth may exemplify positive self-esteem, problem- focused coping strategies, condom self-efficacy, good leadership skills, enhanced motivation and a positive emotional state, which buffer against risky sexual behaviors. This paper was aimed at investigating the relationships between adolescent males’ sexual behavior and psychological well-being. This study employed a quantitative research to collect data from 54 Xhosa-speaking adolescent males from one school high school in Fort Beaufort, Eastern Cape, South Africa. These learners were from grade nine, ten and eleven with their ages ranging from 14 to 20. Prior the research commenced, the school principal and caregivers of the learners who participated in the study, gave their informed consent. Self- administered closed-ended questionnaire with Section A (that is, biographical information) and Section B with each question rated on the 5–point Likert scale was used. The advantages of questionnaires include a high response rate as they require less time and offer anonymity because participants’ names are not identified. The SPSS version 18 was used for statistical data analysis. The mean age was 16.83 with a standard deviation of 1.611. 44.4% of the participants were from grade 9, 33.3% from grade 10 and 22.2% from grade 11. The Chronbach alpha of 0.79 was yielded, with respect to self- esteem of adolescent males. In this study, 76.9% reported to attend church services whilst 23% indicated not to attend church services. A further 96.2% of adolescent males indicated to have good relations with guardians while only 3.8% had poorer relations. A large proportion of adolescent males (72.9%) indicated to high-quality friendship as opposed to 27.1% who reported being receiving negative guidance from peers. Other findings revealed that 81.1% of the participants’ parents do not drink alcohol, and they cope at school as 79.6% reported protective factors as attributable towards non-engagement to risky sexual practices. As a result, 81.4% of participants reported not to participate in criminal activities although 85% of the participants indicated that in their school there are drugs. It could be speculated from this study that adolescent males whose caregivers are authoritative, find purpose in life and are most likely to be socially and academically competent. This paper leads to further research interest into mental health, coping strategies and sexual decision-making skills of the youth in South Africa.

Keywords: church, mental health, school, sexual behaviour

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Authors: Azwan Hamdan, Mohd Qayyum Ab Latip, Hasliza Abu Hassim, Tengku Rinalfi Putra Tengku Azizan, Hafandi Ahmad

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Animal cognition provides some evidence for self-recognition, which is described as the ability to recognize oneself as an individual separate from the environment and other individuals. The mirror self-recognition (MSR) or mark test is a behavioral technique to determine whether an animal have the ability of self-recognition or self-awareness in front of the mirror. It also describes the capability for an animal to be aware of and make judgments about its new environment. Thus, the objectives of this study are to measure and to compare the ability of wild and captive wildlife in mirror self-recognition. Wild animals from the Royal Belum Rainforest Malaysia were identified based on the animal trails and salt lick grounds. Acrylic mirrors with wood frame (200 x 250cm) were located near to animal trails. Camera traps (Bushnell, UK) with motion-detection infrared sensor are placed near the animal trails or hiding spot. For captive wildlife, animals such as Malayan sun bear (Helarctos malayanus) and chimpanzee (Pan troglodytes) were selected from Zoo Negara Malaysia. The captive animals were also marked using odorless and non-toxic white paint on its forehead. An acrylic mirror with wood frame (200 x 250cm) and a video camera were placed near the cage. The behavioral data were analyzed using ethogram and classified through four stages of MSR; social responses, physical inspection, repetitive mirror-testing behavior and realization of seeing themselves. Results showed that wild animals such as barking deer (Muntiacus muntjak) and long-tailed macaque (Macaca fascicularis) increased their physical inspection (e.g inspecting the reflected image) and repetitive mirror-testing behavior (e.g rhythmic head and leg movement). This would suggest that the ability to use a mirror is most likely related to learning process and cognitive evolution in wild animals. However, the sun bear’s behaviors were inconsistent and did not clearly undergo four stages of MSR. This result suggests that when keeping Malayan sun bear in captivity, it may promote communication and familiarity between conspecific. Interestingly, chimp has positive social response (e.g manipulating lips) and physical inspection (e.g using hand to inspect part of the face) when they facing a mirror. However, both animals did not show any sign towards the mark due to lost of interest in the mark and realization that the mark is inconsequential. Overall, the results suggest that the capacity for MSR is the beginning of a developmental process of self-awareness and mental state attribution. In addition, our findings show that self-recognition may be based on different complex neurological and level of encephalization in animals. Thus, research on self-recognition in animals will have profound implications in understanding the cognitive ability of an animal as an effort to help animals, such as enhanced management, design of captive individuals’ enclosures and exhibits, and in programs to re-establish populations of endangered or threatened species.

Keywords: mirror self-recognition (MSR), self-recognition, self-awareness, wildlife

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Authors: Mohammad Karimi Moridani, Mohammad Abdi Zadeh, Zahra Shahiazar Mazraeh

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In recent years, the use of intelligent systems in biomedical engineering has increased dramatically, especially in the diagnosis of various diseases. Also, due to the relatively simple recording of the electrocardiogram signal (ECG), this signal is a good tool to show the function of the heart and diseases associated with it. The aim of this paper is to design an intelligent system for automatically detecting a normal electrocardiogram signal from abnormal one. Using this diagnostic system, it is possible to identify a person's heart condition in a very short time and with high accuracy. The data used in this article are from the Physionet database, available in 2016 for use by researchers to provide the best method for detecting normal signals from abnormalities. Data is of both genders and the data recording time varies between several seconds to several minutes. All data is also labeled normal or abnormal. Due to the low positional accuracy and ECG signal time limit and the similarity of the signal in some diseases with the normal signal, the heart rate variability (HRV) signal was used. Measuring and analyzing the heart rate variability with time to evaluate the activity of the heart and differentiating different types of heart failure from one another is of interest to the experts. In the preprocessing stage, after noise cancelation by the adaptive Kalman filter and extracting the R wave by the Pan and Tampkinz algorithm, R-R intervals were extracted and the HRV signal was generated. In the process of processing this paper, a new idea was presented that, in addition to using the statistical characteristics of the signal to create a return map and extraction of nonlinear characteristics of the HRV signal due to the nonlinear nature of the signal. Finally, the artificial neural networks widely used in the field of ECG signal processing as well as distinctive features were used to classify the normal signals from abnormal ones. To evaluate the efficiency of proposed classifiers in this paper, the area under curve ROC was used. The results of the simulation in the MATLAB environment showed that the AUC of the MLP and SVM neural network was 0.893 and 0.947, respectively. As well as, the results of the proposed algorithm in this paper indicated that the more use of nonlinear characteristics in normal signal classification of the patient showed better performance. Today, research is aimed at quantitatively analyzing the linear and non-linear or descriptive and random nature of the heart rate variability signal, because it has been shown that the amount of these properties can be used to indicate the health status of the individual's heart. The study of nonlinear behavior and dynamics of the heart's neural control system in the short and long-term provides new information on how the cardiovascular system functions, and has led to the development of research in this field. Given that the ECG signal contains important information and is one of the common tools used by physicians to diagnose heart disease, but due to the limited accuracy of time and the fact that some information about this signal is hidden from the viewpoint of physicians, the design of the intelligent system proposed in this paper can help physicians with greater speed and accuracy in the diagnosis of normal and patient individuals and can be used as a complementary system in the treatment centers.

Keywords: neart rate variability, signal processing, linear and non-linear features, classification methods, ROC Curve

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Authors: Mami Miyasaka, Kaichi Yanaoka

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Attention Deficit/Hyperactivity Disorder (ADHD) is a neurodevelopmental disorder characterized by inattention, hyperactivity, and impulsivity; symptoms often manifest during childhood. In children with ADHD, the development of inhibitory processes is impaired. Inhibitory control allows people to avoid processing unnecessary stimuli and to behave appropriately in various situations; thus, people with ADHD require interventions to improve inhibitory control. Positive or negative reinforcements (i.e., reward or punishment) help improve the performance of children with such difficulties. However, in order to optimize impact, reward and punishment must be presented immediately following the relevant behavior. In regular elementary school classrooms, such supports are uncommon; hence, an alternative practical intervention method is required. One potential intervention involves setting goals to keep children motivated to perform tasks. This study examined whether goal setting improved inhibitory performances, especially for children with severe ADHD-related symptoms. We also focused on giving feedback on children's task performances. We expected that giving children feedback would help them set reasonable goals and monitor their performance. Feedback can be especially effective for children with severe ADHD-related symptoms because they have difficulty monitoring their own performance, perceiving their errors, and correcting their behavior. Our prediction was that goal setting by itself would be effective for children with mild ADHD-related symptoms, and goal setting based on feedback would be effective for children with severe ADHD-related symptoms. Japanese elementary school children and their parents were the sample for this study. Children performed two kinds of go/no-go tasks, and parents completed a checklist about their children's ADHD symptoms, the ADHD Rating Scale-IV, and the Conners 3rd edition. The go/no-go task is a cognitive task to measure inhibitory performance. Children were asked to press a key on the keyboard when a particular symbol appeared on the screen (go stimulus) and to refrain from doing so when another symbol was displayed (no-go stimulus). Errors obtained in response to a no-go stimulus indicated inhibitory impairment. To examine the effect of goal-setting on inhibitory control, 37 children (Mage = 9.49 ± 0.51) were required to set a performance goal, and 34 children (Mage = 9.44 ± 0.50) were not. Further, to manipulate the presence of feedback, in one go/no-go task, no information about children’s scores was provided; however, scores were revealed for the other type of go/no-go tasks. The results revealed a significant interaction between goal setting and feedback. However, three-way interaction between ADHD-related inattention, feedback, and goal setting was not significant. These results indicated that goal setting was effective for improving the performance of the go/no-go task only with feedback, regardless of ADHD severity. Furthermore, we found an interaction between ADHD-related inattention and feedback, indicating that informing inattentive children of their scores made them unexpectedly more impulsive. Taken together, giving feedback was, unexpectedly, too demanding for children with severe ADHD-related symptoms, but the combination of goal setting with feedback was effective for improving their inhibitory control. We discuss effective interventions for children with ADHD from the perspective of goal setting and feedback. This work was supported by the 14th Hakuho Research Grant for Child Education of the Hakuho Foundation.

Keywords: attention deficit disorder with hyperactivity, feedback, goal-setting, go/no-go task, inhibitory control

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Authors: Taher Abofol, Eldad Yechiam, Thorsten Pachur

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In four studies, we examined whether seller and buyers differ not only in subjective price levels for objects (i.e., the endowment effect) but also in their relative accuracy given objects varying in expected value. If, as has been proposed, sellers stand to accrue a more substantial loss than buyers do, then their pricing decisions should be more sensitive to expected-value differences between objects. This is implied by loss aversion due to the steeper slope of prospect theory’s value function for losses than for gains, as well as by loss attention account, which posits that losses increase the attention invested in a task. Both accounts suggest that losses increased sensitivity to relative values of different objects, which should result in better alignment of pricing decisions to the objective value of objects on the part of sellers. Under loss attention, this characteristic should only emerge under certain boundary conditions. In Study 1 a published dataset was reanalyzed, in which 152 participants indicated buying or selling prices for monetary lotteries with different expected values. Relative EV sensitivity was calculated for participants as the Spearman rank correlation between their pricing decisions for each of the lotteries and the lotteries' expected values. An ANOVA revealed a main effect of perspective (sellers versus buyers), F(1,150) = 85.3, p < .0001 with greater EV sensitivity for sellers. Study 2 examined the prediction (implied by loss attention) that the positive effect of losses on performance emerges particularly under conditions of time constraints. A published dataset was reanalyzed, where 84 participants were asked to provide selling and buying prices for monetary lotteries in three deliberations time conditions (5, 10, 15 seconds). As in Study 1, an ANOVA revealed greater EV sensitivity for sellers than for buyers, F(1,82) = 9.34, p = .003. Importantly, there was also an interaction of perspective by deliberation time. Post-hoc tests revealed that there were main effects of perspective both in the condition with 5s deliberation time, and in the condition with 10s deliberation time, but not in the 15s condition. Thus, sellers’ EV-sensitivity advantage disappeared with extended deliberation. Study 3 replicated the design of study 1 but administered the task three times to test if the effect decays with repeated presentation. The results showed that the difference between buyers and sellers’ EV sensitivity was replicated in repeated task presentations. Study 4 examined the loss attention prediction that EV-sensitivity differences can be eliminated by manipulations that reduce the differential attention investment of sellers and buyers. This was carried out by randomly mixing selling and buying trials for each participant. The results revealed no differences in EV sensitivity between selling and buying trials. The pattern of results is consistent with an attentional resource-based account of the differences between sellers and buyers. Thus, asking people to price, an object from a seller's perspective rather than the buyer's improves the relative accuracy of pricing decisions; subtle changes in the framing of one’s perspective in a trading negotiation may improve price accuracy.

Keywords: decision making, endowment effect, pricing, loss aversion, loss attention

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Authors: Enrico Gugliandolo, Salvatore Cuzzocrea, Rosalia Crupi

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Osteoarthritis (OA) is one of the most common chronic pain conditions in dogs and cats. OA pain is currently viewed as a mixed phenomenon involving both inflammatory and neuropathic mechanisms at the peripheral (joint) and central (spinal and supraspinal) levels. Oxidative stress has been implicated in OA pain. Although nonsteroidal anti-inflammatory drugs are commonly prescribed for OA pain, they should be used with caution in pets because of adverse effects in the long term and controversial efficacy on neuropathic pain. An unmet need remains for safe and effective long-term treatments for OA pain. Palmitoyl-glucosamine (PGA) is an analogue of the ALIAamide palmitoylethanolamide, i.e., a body’s own endocannabinoid-like compound playing a sentinel role in nociception. PGA, especially in the micronized formulation, was shown safe and effective in OA pain. The aim of this study was to investigate the effect of a co-micronized formulation of PGA with the natural antioxidant curcumin (PGA-cur) on OA pain. Ten Sprague-Dawley male rats were used for each treatment group. The University of Messina Review Board for the care and use of animals authorized the study. On day 0, rats were anesthetized (5.0% isoflurane in 100% O2) and received intra-articular injection of MIA (3 mg in 25 μl saline) in the right knee joint, with the left being injected an equal volume of saline. Starting the third day after MIA injection, treatments were administered orally three times per week for 21 days, at the following doses: PGA 20 mg/kg, curcumin 10 mg/kg, PGA-cur (2:1 ratio) 30 mg/kg. On day 0 and 3, 7, 14 and 21 days post-injection, mechanical allodynia was measured using a dynamic plantar Von Frey hair aesthesiometer and expressed as paw withdrawal threshold (PWT) and latency (PWL). Motor functional recovery of the rear limb was evaluated on the same time points by walking track analysis using the sciatic functional index. On day 21 post-MIA injection, the concentration of the following inflammatory and nociceptive mediators was measured in serum using commercial ELISA kits: tumor necrosis factor alpha (TNF-α), interleukin-1 beta (IL-1β), nerve growth factor (NGF) and matrix metalloproteinase-1-3-9 (MMP-1, MMP-3, MMP-9). The results were analyzed by ANOVA followed by Bonferroni post-hoc test for multiple comparisons. Micronized PGA reduced neuropathic pain, as shown by the significant higher PWT and PWL values compared to vehicle group (p < 0.0001 for all the evaluated time points). The effect of PGA-cur was superior at all time points (p < 0.005). PGA-cur restored motor function already on day 14 (p < 0.005), while micronized PGA was effective a week later (D21). MIA-induced increase in the serum levels of all the investigated mediators was inhibited by PGA-cur (p < 0.01). PGA was also effective, except on IL-1 and MMP-3. Curcumin alone was inactive in all the experiments at any time point. The encouraging results suggest that PGA-cur may represent a valuable option in OA pain management and warrant further confirmation in well-powered clinical trials.

Keywords: ALIAmides, curcumin, osteoarthritis, palmitoyl-glucosamine

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Authors: Lewis J. Woollin, Robert I. Davidson, Paul Watson, Philip J. Hyde

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Introduction: In-vitro testing of arthroplasty materials is of paramount importance when ensuring that they can withstand the performance requirements encountered in-vivo. One common machine used for in-vitro testing is a pin-on-plate tribometer, an early stage screening device that generates data on the wear characteristics of arthroplasty bearing materials. These devices test vertically loaded rotating cylindrical pins acting against reciprocating plates, representing the bearing surfaces. In this study, a pin-on-plate machine has been developed that provides several improvements over current technology, thereby progressing arthroplasty bearing research. Historically, pin-on-plate tribometers have been used to investigate the performance of arthroplasty bearing materials under conditions commonly encountered during a standard gait cycle; nominal operating pressures of 2-6 MPa and an operating frequency of 1 Hz are typical. There has been increased interest in using pin-on-plate machines to test more representative in-vivo conditions, due to the drive to test 'beyond compliance', as well as their testing speed and economic advantages over hip simulators. Current pin-on-plate machines do not accommodate the increased performance requirements associated with more extreme kinematic conditions, therefore a next-generation pin-on-plate tribometer has been developed to bridge the gap between current technology and future research requirements. Methodology: The design was driven by several physiologically relevant requirements. Firstly, an increased loading capacity was essential to replicate the peak pressures that occur in the natural hip joint during running and chair-rising, as well as increasing the understanding of wear rates in obese patients. Secondly, the introduction of mid-cycle load variation was of paramount importance, as this allows for an approximation of the loads present in a gait cycle to be applied and to test the fatigue properties of materials. Finally, the rig must be validated against previous-generation pin-on-plate and arthroplasty wear data. Results: The resulting machine is a twelve station device that is split into three sets of four stations, providing an increased testing capacity compared to most current pin-on-plate tribometers. The loading of the pins is generated using a pneumatic system, which can produce contact pressures of up to 201 MPa on a 3.2 mm² round pin face. This greatly exceeds currently achievable contact pressures in literature and opens new research avenues such as testing rim wear of mal-positioned hip implants. Additionally, the contact pressure of each set can be changed independently of the others, allowing multiple loading conditions to be tested simultaneously. Using pneumatics also allows the applied pressure to be switched ON/OFF mid-cycle, another feature not currently reported elsewhere, which allows for investigation into intermittent loading and material fatigue. The device is currently undergoing a series of validation tests using Ultra-High-Molecular-Weight-Polyethylene pins and 316L Stainless Steel Plates (polished to a Ra < 0.05 µm). The operating pressures will be between 2-6 MPa, operating at 1 Hz, allowing for validation of the machine against results reported previously in the literature. The successful production of this next-generation pin-on-plate tribometer will, following its validation, unlock multiple previously unavailable research avenues.

Keywords: arthroplasty, mechanical design, pin-on-plate, total joint replacement, wear testing

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Authors: Barbara Urasinska-Wojcik, Neil Chilton, Peter Todd, Christopher Elsworthy, Gregory J. Gibbons

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The recent increase in the application of Additive Manufacturing (AM) of products has resulted in new demands on capability. The ability to integrate both form and function within printed objects is the next frontier in the 3D printing area. To move beyond prototyping into low volume production, we demonstrate a UK-designed and built AM hybrid system that combines polymer based structural deposition with digital deposition of electrically conductive elements. This hybrid manufacturing system is based on a multi-planar build approach to improve on many of the limitations associated with AM, such as poor surface finish, low geometric tolerance, and poor robustness. Specifically, the approach involves a multi-planar Material Extrusion (ME) process in which separated build stations with up to 5 axes of motion replace traditional horizontally-sliced layer modeling. The construction of multi-material architectures also involved using multiple print systems in order to combine both ME and digital deposition of conductive material. To demonstrate multi-material 3D printing, three thermoplastics, acrylonitrile butadiene styrene (ABS), polyamide 6,6/6 copolymers (CoPA) and polyamide 12 (PA) were used to print specimens, on top of which our high viscosity Ag-particulate ink was printed in a non-contact process, during which drop characteristics such as shape, velocity, and volume were assessed using a drop watching system. Spectroscopic analysis of these 3D printed materials in the IR region helped to determine the optimum in-situ curing system for implementation into the AM system to achieve improved adhesion and surface refinement. Thermal Analyses were performed to determine the printed materials glass transition temperature (Tg), stability and degradation behavior to find the optimum annealing conditions post printing. Electrical analysis of printed conductive tracks on polymer surfaces during mechanical testing (static tensile and 3-point bending and dynamic fatigue) was performed to assess the robustness of the electrical circuits. The tracks on CoPA, ABS, and PA exhibited low electrical resistance, and in case of PA resistance values of tracks remained unchanged across hundreds of repeated tensile cycles up to 0.5% strain amplitude. Our developed AM printer has the ability to fabricate fully functional objects in one build, including complex electronics. It enables product designers and manufacturers to produce functional saleable electronic products from a small format modular platform. It will make 3D printing better, faster and stronger.

Keywords: additive manufacturing, conductive tracks, hybrid 3D printer, integrated manufacture

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Authors: Anastasia V. Kovaleva, Alena A. Ryabova, Vladimir N. Kasatkin

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Background: The most simple form of entrainment to a sensory (typically auditory) rhythmic stimulus involves perceiving and synchronizing movements with an isochronous beat with one level of periodicity, such as that produced by a metronome. Children with pediatric cancer usually treated with chemo- and radiotherapy. Because of such treatment, psychologists and health professionals declare cognitive and motor abilities decline in cancer patients. The purpose of our study was to measure working memory characteristics with association with audio-motor synchronization tasks, also involved some memory resources, in children with different degrees of central nervous system lesions: posterior fossa tumors, acute lymphoblastic leukemia, and healthy controls. Methods: Our sample consisted of three groups of children: children treated for posterior fossa tumors (PFT-group, n=42, mean age 12.23), children treated for acute lymphoblastic leukemia (ALL-group, n=11, mean age 11.57) and neurologically healthy children (control group, n=36, mean age 11.67). Participants were tested for working memory characteristics with Cambridge Neuropsychological Test Automated Battery (CANTAB). Pattern recognition memory (PRM) and spatial working memory (SWM) tests were applied. Outcome measures of PRM test include the number and percentage of correct trials and latency (speed of participant’s response), and measures of SWM include errors, strategy, and latency. In the synchronization tests, the instruction was to tap out a regular beat (40, 60, 90 and 120 beats per minute) in synchrony with the rhythmic sequences that were played. This meant that for the sequences with an isochronous beat, participants were required to tap into every auditory event. Variations of inter-tap-intervals and deviations of children’s taps from the metronome were assessed. Results: Analysis of variance revealed the significant effect of group (ALL, PFT and control) on such parameters as short-term PRM, SWM strategy and errors. Healthy controls demonstrated more correctly retained elements, better working memory strategy, compared to cancer patients. Interestingly that ALL patients chose the bad strategy, but committed significantly less errors in SWM test then PFT and controls did. As to rhythmic ability, significant associations of working memory were found out only with 40 bpm rhythm: the less variable were inter-tap-intervals of the child, the more elements in memory he/she could retain. The ability to audio-motor synchronization may be related to working memory processes mediated by the prefrontal cortex whereby each sensory event is actively retrieved and monitored during rhythmic sequencing. Conclusion: Our results suggest that working memory, tested with appropriate cognitive methods, is associated with the ability to synchronize movements with rhythmic sounds, especially in sub-second intervals (40 per minute).

Keywords: acute lymphoblastic leukemia (ALL), audio-motor synchronization, posterior fossa tumor, working memory

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Authors: M. Sirhan, S. Bekhor, A. Sidess

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In-service pavements deteriorate with time due to traffic wheel loads, environment, and climate conditions. Pavement deterioration leads to a reduction in their serviceability and structural behavior. Consequently, proper maintenance and rehabilitation (M&R) are necessary actions to keep the in-service pavement network at the desired level of serviceability. Due to resource and financial constraints, the pavement management system (PMS) prioritizes roads most in need of maintenance and rehabilitation action. It recommends a suitable action for each pavement based on the performance and surface condition of each road in the network. The pavement performance and condition are usually quantified and evaluated by different types of roughness-based and stress-based indices. Examples of such indices are Pavement Serviceability Index (PSI), Pavement Serviceability Ratio (PSR), Mean Panel Rating (MPR), Pavement Condition Rating (PCR), Ride Number (RN), Profile Index (PI), International Roughness Index (IRI), and Pavement Condition Index (PCI). PCI is commonly used in PMS as an indicator of the extent of the distresses on the pavement surface. PCI values range between 0 and 100; where 0 and 100 represent a highly deteriorated pavement and a newly constructed pavement, respectively. The PCI value is a function of distress type, severity, and density (measured as a percentage of the total pavement area). PCI is usually calculated iteratively using the 'Paver' program developed by the US Army Corps. The use of soft computing techniques, especially Artificial Neural Network (ANN), has become increasingly popular in the modeling of engineering problems. ANN techniques have successfully modeled the performance of the in-service pavements, due to its efficiency in predicting and solving non-linear relationships and dealing with an uncertain large amount of data. Typical regression models, which require a pre-defined relationship, can be replaced by ANN, which was found to be an appropriate tool for predicting the different pavement performance indices versus different factors as well. Subsequently, the objective of the presented study is to develop and train an ANN model that predicts the PCI values. The model’s input consists of percentage areas of 11 different damage types; alligator cracking, swelling, rutting, block cracking, longitudinal/transverse cracking, edge cracking, shoving, raveling, potholes, patching, and lane drop off, at three severity levels (low, medium, high) for each. The developed model was trained using 536,000 samples and tested on 134,000 samples. The samples were collected and prepared by The National Transport Infrastructure Company. The predicted results yielded satisfactory compliance with field measurements. The proposed model predicted PCI values with relatively low standard deviations, suggesting that it could be incorporated into the PMS for PCI determination. It is worth mentioning that the most influencing variables for PCI prediction are damages related to alligator cracking, swelling, rutting, and potholes.

Keywords: artificial neural networks, computer programming, pavement condition index, pavement management, performance prediction

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Authors: Yohanna Panshak

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The impact of macroeconomic instability on economic growth and prosperity has been at forefront in many discourses among researchers and policy makers and has generated a lot of controversies over the years. This has generated series of research efforts towards understanding the remote causes of this phenomenon; its nature, determinants and how it can be targeted and mitigated. While others have opined that the root cause of macroeconomic flux in Nigeria is attributed to Oil-Price volatility, others viewed the issue as resulting from some constellation of structural constraints both within and outside the shores of the country. Research works of scholars such as [Akpan (2009), Aliyu (2009), Olomola (2006), etc] argue that oil volatility can determine economic growth or has the potential of doing so. On the contrary, [Darby (1982), Cerralo (2005) etc] share the opinion that it can slow down growth. The earlier argument rest on the understanding that for a net balance of oil exporting economies, price upbeat directly increases real national income through higher export earnings, whereas, the latter allude to the case of net-oil importing countries (which experience price rises, increased input costs, reduced non-oil demand, low investment, fall in tax revenues and ultimately an increase in budget deficit which will further reduce welfare level). Therefore, assessing the precise impact of oil price volatility on virtually any economy is a function of whether it is an oil-exporting or importing nation. Research on oil price volatility and its outcome on the growth of the Nigerian economy are evolving and in a march towards resolving Nigeria’s macroeconomic instability as long as oil revenue still remain the mainstay and driver of socio-economic engineering. Recently, a major importer of Nigeria’s oil- United States made a historic breakthrough in more efficient source of energy for her economy with the capacity of serving significant part of the world. This undoubtedly suggests a threat to the exchange earnings of the country. The need to understand fluctuation in its major export commodity is critical. This paper leans on the Renaissance growth theory with greater focus on theoretical work of Lee (1998); a leading proponent of this school who makes a clear cut of difference between oil price changes and oil price volatility. Based on the above background, the research seeks to empirically examine the impact oil-price volatility on government expenditure using quarterly time series data spanning 1986:1 to 2014:4. Vector Auto Regression (VAR) econometric approach shall be used. The structural properties of the model shall be tested using Augmented Dickey-Fuller and Phillips-Perron. Relevant diagnostics tests of heteroscedasticity, serial correlation and normality shall also be carried out. Policy recommendation shall be offered on the empirical findings and believes it assist policy makers not only in Nigeria but the world-over.

Keywords: oil-price, volatility, prosperity, budget, expenditure

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Authors: Anna Makuch, Grzegorz Kokot, Konstanty Skalski, Jakub Banczorowski

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Cancellous bone is a porous composite of a hierarchical structure and anisotropic properties. The biological tissue is considered to be a viscoelastic material, but many studies based on a nanoindentation method have focused on their elasticity and microhardness. However, the response of many organic materials depends not only on the load magnitude, but also on its duration and time course. Depth Sensing Indentation (DSI) technique has been used for examination of creep in polymers, metals and composites. In the indentation tests on biological samples, the mechanical properties are most frequently determined for animal tissues (of an ox, a monkey, a pig, a rat, a mouse, a bovine). However, there are rare reports of studies of the bone viscoelastic properties on microstructural level. Various rheological models were used to describe the viscoelastic behaviours of bone, identified in the indentation process (e. g Burgers model, linear model, two-dashpot Kelvin model, Maxwell-Voigt model). The goal of the study was to determine the influence of creep effect on the mechanical properties of human cancellous bone in indentation tests. The aim of this research was also the assessment of the material properties of bone structures, having in mind the energy aspects of the curve (penetrator loading-depth) obtained in the loading/unloading cycle. There was considered how the different holding times affected the results within trabecular bone.As a result, indentation creep (CIT), hardness (HM, HIT, HV) and elasticity are obtained. Human trabecular bone samples (n=21; mean age 63±15yrs) from the femoral heads replaced during hip alloplasty were removed and drained from alcohol of 1h before the experiment. The indentation process was conducted using CSM Microhardness Tester equipped with Vickers indenter. Each sample was indented 35 times (7 times for 5 different hold times: t1=0.1s, t2=1s, t3=10s, t4=100s and t5=1000s). The indenter was advanced at a rate of 10mN/s to 500mN. There was used Oliver-Pharr method in calculation process. The increase of hold time is associated with the decrease of hardness parameters (HIT(t1)=418±34 MPa, HIT(t2)=390±50 MPa, HIT(t3)= 313±54 MPa, HIT(t4)=305±54 MPa, HIT(t5)=276±90 MPa) and elasticity (EIT(t1)=7.7±1.2 GPa, EIT(t2)=8.0±1.5 GPa, EIT(t3)=7.0±0.9 GPa, EIT(t4)=7.2±0.9 GPa, EIT(t5)=6.2±1.8 GPa) as well as with the increase of the elastic (Welastic(t1)=4.11∙10-7±4.2∙10-8Nm, Welastic(t2)= 4.12∙10-7±6.4∙10-8 Nm, Welastic(t3)=4.71∙10-7±6.0∙10-9 Nm, Welastic(t4)= 4.33∙10-7±5.5∙10-9Nm, Welastic(t5)=5.11∙10-7±7.4∙10-8Nm) and inelastic (Winelastic(t1)=1.05∙10-6±1.2∙10-7 Nm, Winelastic(t2) =1.07∙10-6±7.6∙10-8 Nm, Winelastic(t3)=1.26∙10-6±1.9∙10-7Nm, Winelastic(t4)=1.56∙10-6± 1.9∙10-7 Nm, Winelastic(t5)=1.67∙10-6±2.6∙10-7)) reaction of materials. The indentation creep increased logarithmically (R2=0.901) with increasing hold time: CIT(t1) = 0.08±0.01%, CIT(t2) = 0.7±0.1%, CIT(t3) = 3.7±0.3%, CIT(t4) = 12.2±1.5%, CIT(t5) = 13.5±3.8%. The pronounced impact of creep effect on the mechanical properties of human cancellous bone was observed in experimental studies. While the description elastic-inelastic, and thus the Oliver-Pharr method for data analysis, may apply in few limited cases, most biological tissues do not exhibit elastic-inelastic indentation responses. Viscoelastic properties of tissues may play a significant role in remodelling. The aspect is still under an analysis and numerical simulations. Acknowledgements: The presented results are part of the research project founded by National Science Centre (NCN), Poland, no.2014/15/B/ST7/03244.

Keywords: bone, creep, indentation, mechanical properties

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Authors: Hafid Smaili, Wilfred Rouwhorst, Paul Frost

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The trend of recent accident and incident cases worldwide show that the state-of-the-art automation and operations, for current and future demanding operational environments, does not provide the desired level of operational safety under crew peak workload conditions, specifically in complex situations such as loss-of-control in-flight (LOC-I). Today, the short term focus is on preparing crews to recognise and handle LOC-I situations through upset recovery training. This paper describes the cockpit integration aspects and piloted assessment of both a manually assisted and automatic upset detection and recovery system that has been developed and demonstrated within the European Advanced Cockpit for Reduction Of StreSs and workload (ACROSS) programme. The proposed system is a function that continuously monitors and intervenes when the aircraft enters an upset and provides either manually pilot-assisted guidance or takes over full control of the aircraft to recover from an upset. In order to mitigate the highly physical and psychological impact during aircraft upset events, the system provides new cockpit functionalities to support the pilot in recovering from any upset both manually assisted and automatically. A piloted simulator assessment was made in Oct-Nov 2015 using ten pilots in a representative civil large transport fly-by-wire aircraft in terms of the preference of the tested upset detection and recovery system configurations to reduce pilot workload, increase situational awareness and safe interaction with the manually assisted or automated modes. The piloted simulator evaluation of the upset detection and recovery system showed that the functionalities of the system are able to support pilots during an upset. The experiment showed that pilots are willing to rely on the guidance provided by the system during an upset. Thereby, it is important for pilots to see and understand what the aircraft is doing and trying to do especially in automatic modes. Comparing the manually assisted and the automatic recovery modes, the pilot’s opinion was that an automatic recovery reduces the workload so that they could perform a proper screening of the primary flight display. The results further show that the manually assisted recoveries, with recovery guidance cues on the cockpit primary flight display, reduced workload for severe upsets compared to today’s situation. The level of situation awareness was improved for automatic upset recoveries where the pilot could monitor what the system was trying to accomplish compared to automatic recovery modes without any guidance. An improvement in situation awareness was also noticeable with the manually assisted upset recovery functionalities as compared to the current non-assisted recovery procedures. This study shows that automatic upset detection and recovery functionalities are likely to positively impact the operational safety by means of reduced workload, improved situation awareness and crew stress reduction. It is thus believed that future developments for upset recovery guidance and loss-of-control prevention should focus on automatic recovery solutions.

Keywords: aircraft accidents, automatic flight control, loss-of-control, upset recovery

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Authors: Caroline McDonald-Harker, Julie Drolet

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Abstract— In the last six years Canada In the last six years Canada has experienced two major and catastrophic environmental disasters– the 2013 Southern Alberta flood and the 2016 Fort McMurray, Alberta wildfire. These two disasters resulted in damages exceeding 12 billion dollars, the costliest disasters in Canadian history. In the aftermath of these disasters, many families faced the loss of homes, places of employment, schools, recreational facilities, and also experienced social, emotional, and psychological difficulties. Children and youth are among the most vulnerable to the devastating effects of disasters due to the physical, cognitive, and social factors related to their developmental life stage. Yet children and youth also have the capacity to be resilient and act as powerful catalyst for change in their own lives and wider communities following disaster. Little is known, particularly from a sociological perspective, about the specific factors that contribute to resilience in children and youth, and effective ways to support their overall health and well-being. This paper focuses on the voices and experiences of children and youth residing in these two disaster-affected communities in Alberta, Canada and specifically examines: 1) How children and youth’s lives are impacted by the tragedy, devastation, and upheaval of disaster; 2) Ways that children and youth demonstrate resilience when directly faced with the adversarial circumstances of disaster; and 3) The cumulative internal and external factors that contribute to bolstering and supporting resilience among children and youth post-disaster. This paper discusses the characteristics associated with high levels of resilience in 183 children and youth ages 5 to 17 based on quantitative and qualitative data obtained through a mix methods approach. Child and youth participants were administered the Children and Youth Resilience Measure (CYRM-28) in order to examine factors that influence resilience processes including: individual, caregiver, and context factors. The CYRM-28 was then supplemented with qualitative interviews with children and youth to contextualize the CYRM-28 resiliency factors and provide further insight into their overall disaster experience. Findings reveal that high levels of resilience among child and youth participants is associated with both individual factors and caregiver factors, specifically positive outlook, effective communication, peer support, and physical and psychological caregiving. Individual and caregiver factors helped mitigate the negative effects of disaster, thus bolstering resilience in children and youth. This paper discusses the implications that these findings have for understanding the specific mechanisms that support the resiliency processes and overall recovery of children and youth following disaster; the importance of bridging the gap between children and youth’s needs and the services and supports provided to them post-disaster; and the need to develop resiliency processes and practices that empower children and youth as active agents of change in their own lives following disaster. These findings contribute to furthering knowledge about pragmatic and representative changes to resources, programs, and policies surrounding disaster response, recovery, and mitigation.

Keywords: children and youth, disaster, environment, resilience

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Authors: Estelle Arbellay, Lori D. Daniels, Shawn D. Mansfield, Alice S. Chang

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Mountain pine beetle (MPB) outbreaks are currently devastating lodgepole pine forests in western North America, which are also widely disturbed by frequent wildfires. Both MPB and fire can leave scars on lodgepole pine trees, thereby diminishing their commercial value and possibly compromising their utilization in solid wood products. In order to fully exploit the affected resource, it is crucial to understand how wounding from these two disturbance agents impact wood properties. Moreover, previous research on lodgepole pine has focused solely on sound wood and stained wood resulting from the MPB-transmitted blue fungi. By means of a quantitative multi-proxy approach, we tested the hypotheses that (i) wounding (of either MPB or fire origin) caused significant changes in wood properties of lodgepole pine and that (ii) MPB-induced wound effects could differ from those induced by fire in type and magnitude. Pith-to-bark strips were extracted from 30 MPB scars and 30 fire scars. Strips were cut immediately adjacent to the wound margin and encompassed 12 rings from normal wood formed prior to wounding and 12 rings from wound wood formed after wounding. Wood properties evaluated within this 24-year window included ring width, relative wood density, cellulose crystallinity, fibre dimensions, and carbon and nitrogen concentrations. Methods used to measure these proxies at a (sub-)annual resolution included X-ray densitometry, X-ray diffraction, fibre quality analysis, and elemental analysis. Results showed a substantial growth release in wound wood compared to normal wood, as both earlywood and latewood width increased over a decade following wounding. Wound wood was also shown to have a significantly different latewood density than normal wood 4 years after wounding. Latewood density decreased in MPB scars while the opposite was true in fire scars. By contrast, earlywood density was presented only minor variations following wounding. Cellulose crystallinity decreased in wound wood compared to normal wood, being especially diminished in MPB scars the first year after wounding. Fibre dimensions also decreased following wounding. However, carbon and nitrogen concentrations did not substantially differ between wound wood and normal wood. Nevertheless, insect-feeding and fire-heating wounding were shown to significantly alter most wood properties of lodgepole pine, as demonstrated by the existence of several morphological anomalies in wound wood. MPB and fire generally elicited similar anomalies, with the major exception of latewood density. In addition to providing quantitative criteria for differentiating between biotic (MPB) and abiotic (fire) disturbances, this study provides the wood industry with fundamental information on the physiological response of lodgepole pine to wounding in order to evaluate the utilization of scarred trees in solid wood products.

Keywords: elemental analysis, fibre quality analysis, lodgepole pine, wood properties, wounding, X-ray densitometry, X-ray diffraction

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Authors: Karim Hrratha, Khaled Essalahb, Christophe Morellc, Henry Chermettec, Salima Boughdiria

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Among the carbon-carbon bond formation types, allylation of active methylene compounds with cyclic Baylis-Hillman (BH) alcohols is a reliable and widely used method. This reaction is a very attractive tool in organic synthesis of biological and biodiesel compounds. Thus, in view of an insistent and peremptory request for an efficient and straightly method for synthesizing the desired product, a thorough analysis of various aspects of the reaction processes is an important task. The product afforded by the reaction of active methylene with BH alcohols depends largely on the experimental conditions, notably on the catalyst properties. All experiments reported that catalysis is needed for this reaction type because of the poor ability of alcohol hydroxyl group to be as a suitable leaving group. Within the catalysts, several transition- metal based have been used such as palladium in the presence of acid or base and have been considered as reliable methods. Furthemore, acid catalysts such as BF3.OEt2, BiX3 (X= Cl, Br, I, (OTf)3), InCl3, Yb(OTf)3, FeCl3, p-TsOH and H-montmorillonite have been employed to activate the C-C bond formation through the alkylation of active methylene compounds. Interestingly a report of a smoothly process for the ability of 4-imethyaminopyridine(DMAP) to catalyze the allylation reaction of active methylene compounds with cyclic Baylis-Hillman (BH) alcohol appeared recently. However, the reaction mechanism remains ambiguous, since the C- allylation process leads to an unexpected product (noted P1), corresponding to a direct allylation instead of conjugate allylation, which involves the most electrophilic center according to the electron withdrawing group CO effect. The main objective of the present theoretical study is to better understand the role of the DMAP catalytic activity as well as the process leading to the end- product (P1) for the catalytic reaction of a cyclic BH alcohol with active methylene compounds. For that purpose, we have carried out computations of a set of active methylene compounds varying by R1 and R2 toward the same alcohol, and we have attempted to rationalize the mechanisms thanks to the acid–base approach, and conceptual DFT tools such as chemical potential, hardness, Fukui functions, electrophilicity index and dual descriptor, as these approaches have shown a good prediction of reactions products.The present work is then organized as follows: In a first part some computational details will be given, introducing the reactivity indexes used in the present work, then Section 3 is dedicated to the discussion of the prediction of the selectivity and regioselectivity. The paper ends with some concluding remarks. In this work, we have shown, through DFT method at the B3LYP/6-311++G(d,p) level of theory that: The allylation of active methylene compounds with cyclic BH alcohol is governed by orbital control character. Hence the end- product denoted P1 is generated by direct allylation.

Keywords: DFT calculation, gas phase pKa, theoretical mechanism, orbital control, charge control, Fukui function, transition state

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Authors: Eiji Nakamachi, Ryota Sakiyama, Koji Yamamoto, Yusuke Morita, Hidetoshi Sakamoto

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The regeneration of injured central nerve network caused by the cerebrovascular accidents is difficult, because of poor regeneration capability of central nerve system composed of the brain and the spinal cord. Recently, new regeneration methods such as transplant of nerve cells and supply of nerve nutritional factor were proposed and examined. However, there still remain many problems with the canceration of engrafted cells and so on and it is strongly required to establish an efficacious treating method of a central nerve system. Blackman proposed the electromagnetic stimulation method to enhance the axonal nerve extension. In this study, we try to design and fabricate a new three-dimensional (3D) bio-reactor, which can load a uniform AC magnetic field stimulation on PC12 cells in the extracellular environment for enhancement of an axonal nerve extension and 3D nerve network generation. Simultaneously, we measure the morphology of PC12 cell bodies, axons, and dendrites by the multiphoton excitation fluorescence microscope (MPM) and evaluate the effectiveness of the uniform AC magnetic stimulation to enhance the axonal nerve extension. Firstly, we designed and fabricated the uniform AC magnetic field stimulation bio-reactor. For the AC magnetic stimulation system, we used the laminated silicon steel sheets for a yoke structure of 3D chamber, which had a high magnetic permeability. Next, we adopted the pole piece structure and installed similar specification coils on both sides of the yoke. We searched an optimum pole piece structure using the magnetic field finite element (FE) analyses and the response surface methodology. We confirmed that the optimum 3D chamber structure showed a uniform magnetic flux density in the PC12 cell culture area by using FE analysis. Then, we fabricated the uniform AC magnetic field stimulation bio-reactor by adopting analytically determined specifications, such as the size of chamber and electromagnetic conditions. We confirmed that measurement results of magnetic field in the chamber showed a good agreement with FE results. Secondly, we fabricated a dish, which set inside the uniform AC magnetic field stimulation of bio-reactor. PC12 cells were disseminated with collagen gel and could be 3D cultured in the dish. The collagen gel were poured in the dish. The collagen gel, which had a disk shape of 6 mm diameter and 3mm height, was set on the membrane filter, which was located at 4 mm height from the bottom of dish. The disk was full filled with the culture medium inside the dish. Finally, we evaluated the effectiveness of the uniform AC magnetic field stimulation to enhance the nurve axonal extension. We confirmed that a 6.8 increase in the average axonal extension length of PC12 under the uniform AC magnetic field stimulation at 7 days culture in our bio-reactor, and a 24.7 increase in the maximum axonal extension length. Further, we confirmed that a 60 increase in the number of dendrites of PC12 under the uniform AC magnetic field stimulation. Finally, we confirm the availability of our uniform AC magnetic stimulation bio-reactor for the nerve axonal extension and the nerve network generation.

Keywords: nerve regeneration, axonal extension , PC12 cell, magnetic field, three-dimensional bio-reactor

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Authors: Bangkit Adhi Nugraha, Bambang Suripto

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On September 2016 Bank Indonesia (BI) release regulation no.18/18/PBI/2016 that permit bank clients for using the FX option call spread USD/IDR. Basically, this product is a combination between clients buy FX call option (pay premium) and sell FX call option (receive premium) to protect against currency depreciation while also capping the potential upside with cheap premium cost. BI classifies this product as a structured product. The structured product is combination at least two financial instruments, either derivative or non-derivative instruments. The call spread is the first structured product against IDR permitted by BI since 2009 as response the demand increase from Indonesia firms on FX hedging through derivative for protecting market risk their foreign currency asset or liability. The composition of hedging products on Indonesian FX market increase from 35% on 2015 to 40% on 2016, the majority on swap product (FX forward, FX swap, cross currency swap). Swap is formulated by interest rate difference of the two currency pairs. The cost of swap product is 7% for USD/IDR with one year USD/IDR volatility 13%. That cost level makes swap products seem expensive for hedging buyers. Because call spread cost (around 1.5-3%) cheaper than swap, the most Indonesian firms are using NDF FX call spread USD/IDR on offshore with outstanding amount around 10 billion USD. The cheaper cost of call spread is the main advantage for hedging buyers. The problem arises because BI regulation requires the call spread buyer doing the dynamic hedging. That means, if call spread buyer choose strike price 1 and strike price 2 and volatility USD/IDR exchange rate surpass strike price 2, then the call spread buyer must buy another call spread with strike price 1’ (strike price 1’ = strike price 2) and strike price 2’ (strike price 2’ > strike price 1‘). It could make the premium cost of call spread doubled or even more and dismiss the purpose of hedging buyer to find the cheapest hedging cost. It is very crucial for the buyer to choose best optimum strike price before entering into the transaction. To help hedging buyer find the optimum strike price and avoid expensive multiple premium cost, we observe ten years 2005-2015 historical data of USD/IDR volatility to be compared with the price movement of the call spread USD/IDR using Garman–Kohlhagen Model (as a common formula on FX option pricing). We use statistical tools to analysis data correlation, understand nature of call spread price movement over ten years, and determine factors affecting price movement. We select some range of strike price and tenor and calculate the probability of dynamic hedging to occur and how much it’s cost. We found USD/IDR currency pairs is too uncertain and make dynamic hedging riskier and more expensive. We validated this result using one year data and shown small RMS. The study result could be used to understand nature of FX call spread and determine optimum strike price for hedging plan.

Keywords: FX call spread USD/IDR, USD/IDR volatility statistical analysis, Garman–Kohlhagen Model on FX Option USD/IDR, Bank Indonesia Regulation no.18/18/PBI/2016

Procedia PDF Downloads 364