Search results for: random deviation
1871 Phytoplankton of the Atlantic Ocean off Lagos
Authors: Ikenna Charles Onyema, Prince Tolut Bako
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A study was carried out in the Atlantic Ocean off the Lighthouse Beach, Lagos. There were monthly and spatial variations in physical and chemical characteristics of the neritic ocean (August-December, 2014). Mean and standard deviation values for air temperature were 27. 67, ± 2.98 oC, water temperature (28.37 ± 1.88), pH (7.85 ± 0.17), Conductivity (44738.75 ± 6262.76 µS/cm), Total dissolved solids (29236.71 ± 4273.30 mg/L), Salinity (27.11 ± 3.91 ‰), Alkalinity (126.99 ± 42.81 mg/L) and Chloride (15056. 67 ± 2165.78 mg/L). Higher estimates were recorded in the dry than wet months for these characteristics. On the other hand, reducing values were recorded for Acidity (2.34 ± 0.63 mg/L), Total hardness (4711.98 ± 691.50 mg/L), Phosphate (1.1 ± 0.78 mg/L), Sulphate (2601.99 ± 447.04 mg/L) and Nitrate (0.12 ± 0.06 mg/L). Values for Total suspended solids and Biological oxygen demand values were low ( < 1mg/L). Twenty-one species of phytoplankton were recorded. Diatoms recorded 80.92% and were the dominant group. Hemidiscus cuneiformis, Coscinodiscus centralis, Coscinodiscus lineatus, Coscinodiscus radiatus and Oscillatoria limosa were more frequently occurring species. Biddulphia sinensis and four species of Ceratium, were representatives of the dry season. The dry season also recorded comparatively higher individuals of phytoplankton than the wet season. Spirogyra sp. (green algae) appeared only in the wet season. Species abundance (N) was highest in December at Station 1 (13.15%) (dry season) and lowest in August (wet season) at Station 3 (2.96%). The physico-chemical factors and phytoplankton reflected a tropical unpolluted neritic oceanic environment.Keywords: sea, physico-chemistry, micro-algae, lighthouse beach
Procedia PDF Downloads 2251870 Disaster Nursing Competency of Nurses in Surattani Province, Thailand: A Factor Analysis
Authors: Rungnapa Chantra
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As health care rapidly changes, the nursing profession is also evolving to improve quality of care while maintaining competency in their practice. The purpose of this study was to investigate the factors of disaster nurse competencies and investigate the predictable variables in disaster nurse competencies in Suratthani Province, Thailand. The sample consisted of 305 nurses who were recruited by simple random sampling. The development questionnaires from ICN Framework and research contains Pre/Mitigation, Preparedness, Response and Recovery/Rehabilitation Competencies (α=0.87). The data were analyzed using Principle Components Extraction and Orthogonal Rotation with Varimax Method. The findings were as follows; four significant factors of disaster nurse competencies in Suratthani Province, Thailand were identified. These factors were described by 62 variables that accounted for 50.01% of the total variance. The results of this study could be for agencies that are responsible for the development of nursing competencies and should be aware of the development of knowledge and skills in disaster management.Keywords: disaster nursing competency of nurses, nursing informatics, health science, medical
Procedia PDF Downloads 3651869 Grit and Psychological Well-Being Among Elite Wushu Players
Authors: Guneet Inder Jit Kaur, Kuldeep Singh, Sunil G. Purohit
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Being a collective phrase for Martial arts that originated from China, Wushu is a form of self-defense and an international (Olympic) sport. Having emerged as a competitive sport, the competitions are generally in two disciplines in Wushu, namely ‘taolu,’ which refers to the forms, and ‘sanda’, which refers to the sparring. Indeed, the competition at the elite level is challenging more mentally than physically. Being masters of their games, excellence at that level is immensely defined by the mental strength characterized by perseverance and passion (grit) along with the psychological wellbeing. Thus, research attempting to understand this relationship is important. The present study was aimed to investigate the relationship between grit and psychological wellbeing among elite Wushu players. The sample of the present study comprised of 35 elite wushu players from India. Out of the 35 players, 16 were females (45.7%), and 19 were males (54.3%), and all had represented at the National and International level. 14 players were from the event of Taolu, and 21 players were from the event of Sanda. The questionnaires used were the short grit scale (Duckworth & Quinn, 2009) and the flourishing scale for psychological wellbeing (Diener et. al., 2009). The statistics included Descriptive (Mean, Standard deviation) and Inferential analysis (correlation). The results highlighted the relationship between the two variables. The insights gained from this study indeed seem immensely helpful in adding to the research of the psychological profile of Elite wushu players and has implications for psychological interventions and mental training for the players.Keywords: wushu, elite athletes, grit, psychological wellbeing, excellence
Procedia PDF Downloads 1141868 Markers for Predicting Overweight or Obesity of Riding Egyptian Broodmares Mares
Authors: Amal Abo El-Maaty, Amira Mohamed, Nashwa Abu-Aita, Hisham Morgan
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For estimating markers of overweight or obesity of brood mares used for riding and training, 17 mares of different body conditions were subjected to blood sampling and ultrasound examination to measure rump fat thickness and monitor ovulation for six consecutive weeks. Also length (L), heart girth (G) and withers height (H) were measured to estimate body weight (BW), body fat %, body fat mass (BFM) and body mass index (BMI). Mares were classified into three groups according to both body condition score (BCS) and rump back fat (BF). Overweight mares (O) were having BCS > 7 and BF thickness >7mm, moderate body condition (M) mares were having BCS >3and ≤7and BF <3and <7mm, and emaciated mares (E) were having BCS ≤3 and BF ≤3mm. glucose, triglycerides, nitric oxide, ovarian, thyroid, insulin, insulin like growth factor-I (IGF-1), and leptin hormones were measured. Results revealed that BCS, G, L, L*G*H, BW, BF, fat %, BFM were significantly (P<0.0001) decreasing linearly from O to E. T4 concentrations of E were significantly high (P=0.04) compared to M and O but T3 concentrations tended to decrease in E (P>0.05). Insulin and IGF-1 concentrations tended to be high in O (P>0.05) and decrease with the decrease of body condition. M had (P=0.007) the highest leptin, but E mares had the lowest P4 concentrations (P=0.01). Concentrations of glucose and NO decreased with the decrease of BCS and BF but triglycerides of O were insignificantly high. In conclusion, exercise could prevent the development of metabolic syndrome in horses and back fat and morphometric measurements were the easiest and simple assessment of overweight and deviation to obesity.Keywords: body condition score, insulin, leptin, mares, rump fat
Procedia PDF Downloads 3251867 Spatio-Temporal Analysis and Mapping of Malaria in Thailand
Authors: Krisada Lekdee, Sunee Sammatat, Nittaya Boonsit
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This paper proposes a GLMM with spatial and temporal effects for malaria data in Thailand. A Bayesian method is used for parameter estimation via Gibbs sampling MCMC. A conditional autoregressive (CAR) model is assumed to present the spatial effects. The temporal correlation is presented through the covariance matrix of the random effects. The malaria quarterly data have been extracted from the Bureau of Epidemiology, Ministry of Public Health of Thailand. The factors considered are rainfall and temperature. The result shows that rainfall and temperature are positively related to the malaria morbidity rate. The posterior means of the estimated morbidity rates are used to construct the malaria maps. The top 5 highest morbidity rates (per 100,000 population) are in Trat (Q3, 111.70), Chiang Mai (Q3, 104.70), Narathiwat (Q4, 97.69), Chiang Mai (Q2, 88.51), and Chanthaburi (Q3, 86.82). According to the DIC criterion, the proposed model has a better performance than the GLMM with spatial effects but without temporal terms.Keywords: Bayesian method, generalized linear mixed model (GLMM), malaria, spatial effects, temporal correlation
Procedia PDF Downloads 4541866 A Simulative Approach for JIT Parts-Feeding Policies
Authors: Zhou BingHai, Fradet Victor
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Lean philosophy follows the simple principle of “creating more value with fewer resources”. In accordance with this policy, material handling can be managed by the mean of Kanban which by triggering every feeding tour only when needed regulates the flow of material in one of the most efficient way. This paper focuses on Kanban Supermarket’s parameters and their optimization on a purely cost-based point of view. Number and size of forklifts, as well as size of the containers they carry, will be variables of the cost function which includes handling costs, inventory costs but also shortage costs. With an innovative computational approach encoded into industrial engineering software Tecnomatix and reproducing real-life conditions, a fictive assembly line is established and produces a random list of orders. Multi-scenarios are then run to study the impact of each change of parameter and the variation of costs it implies. Lastly, best-case scenarios financially speaking are selected.Keywords: Kanban, supermarket, parts-feeding policies, multi-scenario simulation, assembly line
Procedia PDF Downloads 1951865 Evaluation of Video Development about Exclusive Breastfeeding as a Nutrition Education Media for Posyandu Cadre
Authors: Ari Istiany, Guspri Devi Artanti, M. Si
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Based on the results Riskesdas, it is known that breastfeeding awareness about the importance of exclusive breastfeeding is still low at only 15.3 %. These conditions resulted in a very infant at risk for infectious diseases, such as diarrhea and acute respiratory infection. Therefore, the aim of this study to evaluate the video development about exclusive breastfeeding as a nutrition education media for posyandu cadre. This research used development methods for making the video about exclusive breastfeeding. The study was conducted in urban areas Rawamangun, East Jakarta. Respondents of this study were 1 media experts from the Department of Educational Technology - UNJ, 2 subject matter experts from Department of Home Economics - UNJ and 20 posyandu cadres to assess the quality of the video. Aspects assessed include the legibility of text, image display quality, color composition, clarity of sound, music appropriateness, duration, suitability of the material and language. Data were analyzed descriptively likes frequency distribution table, the average value, and deviation standard. The result of this study showed that the average score assessment according to media experts, subject matter experts, and posyandu cadres respectively was 3.43 ± 0.51 (good), 4.37 ± 0.52 (very good) and 3.6 ± 0.73 (good). The conclusion is on exclusive breastfeeding video as feasible as a media for nutrition education. While suggestions for the improvement of visual media is multiply illustrations, add material about the correct way of breastfeeding and healthy baby pictures.Keywords: exclusive breastfeeding, posyandu cadre, video, nutrition education
Procedia PDF Downloads 4111864 Prevalence and Factors Associated With Concurrent Use of Herbal Medicine and Anti-retroviral Therapy Among HIV/Aids Patients Attending Selected HIV Clinics in Wakiso District
Authors: Nanteza Rachel
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Background: Worldwide, there were 36.7 million people living with Human Immunodeficiency Virus (HIV) in 2015, up from 35 million at the end of 2013. Wakiso district is one of the hotspots for the Human Immunodeficiency Virus (HIV)/ Acquired Immune Deficiency Syndrome (AIDS) infection in Uganda, with the prevalence of 8.1 %. Herbal medicine has gained popularity among Human Immunodeficiency Virus (HIV)/ Acquired Immune Deficiency Syndrome (AIDS) patients as adjuvant therapy to reduce the adverse effects of ART. Regardless of the subsidized and physical availability of the Anti-Retroviral Therapy (ART), majority of Africans living with Human Immunodeficiency Virus (HIV)/ Acquired Immune Deficiency Syndrome (AIDS) resort to adding to their ART traditional medicine. Result found out from a pilot observation made by the PI that indicate 13 out of 30 People Living with AIDS(PLWA) who are attending Human Immunodeficiency Virus (HIV) clinics in Wakiso district reported to be using herbal preparations despite the fact that they were taking Anti Retro Viral (ARVs) this prompted this study to be done. Purpose of the study: To determine the prevalence and factors associated with concurrent use of herbal medicine and anti-retroviral therapy among HIV/AIDS patients attending selected HIV clinics in Wakiso district. Methodology: This was a cross sectional study with both quantitative data collection (use of a questionnaire) and qualitative data collection (key informants’ interviews). A mixed method of sampling was used, that is, purposive and random sampling. Purposive sampling was based on the location in the district and used to select 7 health facilities basing on the 7 health sub districts from Wakiso. Simple random sampling was used to select one HIV clinic from each of the 7 health sub districts. Furthermore, the study units were enrolled in to the study as they entered into the HIV clinics, and 105 respondents were interviewed. Both manual and computer packages (SPSS) were used to analyze the data Results: The prevalence of concurrent use of herbal medicine and ART was 38 (36.2%). Commonly HIV symptom treated with herbs was fever 27(71.1%), diarrhea 3(7.9%) and cough 2(5.3%). Commonly used herbs for fever (Omululuza (Vernonica amydalina), Ekigagi (Aloe sp), Nalongo (Justicia betonica Linn) while for diarrhea was Ntwatwa. The side effects also included; too much pain, itchy pain of HIV, aneamia,felt sick, loss/gain appetite, joint pain and bad dreams. Herbs used to sooth the side effects were; for aneamia was avocado leaves Parea Americana mill The significant factors associated with concurrent use of herbal medicine were being familiar with herbs and conventional medicine for management HIV symptoms being expensive. The other significant factor was exhibiting hostility to patients by health personnel providing HIV care. Conclusion: Herbal medicine is widely used by clients in HIV/AIDS care. Patients being familiar with herbs and conventional medicine being expensive were associated with concurrent use of herbal medicine and ART. The exhibition of hostility to the HIV/AIDS patients by the health care providers was also associated with concurrent use of herbal medicine and ART among HIV/AIDS patients.Keywords: HIV patients, herbal medicine, antiretroviral therapy, factors associated
Procedia PDF Downloads 971863 Healthy Lifestyle and Risky Behaviors amongst Students of Physical Education High Schools
Authors: Amin Amani, Masomeh Reihany Shirvan, Mahla Nabizadeh Mashizi, Mohadese Khoshtinat, Mohammad Elyas Ansarinia
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The purpose of this study is the relationship between a healthy lifestyle and risky behavior in physical education students of Bojnourd schools. The study sample consisted of teenagers studying in second and third grade of Bojnourd's high schools. According to level sampling, 604 students studying in the second grade, and 600 students studying in third grade were tested from physical education schools in Bojnourd. For sample selection, populations were divided into 4 area including north, East, West and South. Then according to the number of students of each area, sample size of each level was determined. Two questionnaires were used to collect data in this study which were consisted of three parts: The demographic data, Iranian teenagers' risk taking (IARS) and prevention methods with emphasize on the importance of family role were examined. The Central and dispersion indices, such as standard deviation, multiple variance analysis, and multivariate regression analysis were used. Results showed that the observed F is significant (P ≤ 0.01) and 21% of variance related to risky behavior is explained by the lack of awareness. Given the significance of the regression, the coefficients of risky behavior in teenagers in prediction equation showed that each of teenagers' risky behavior can have an impact on healthy lifestyle.Keywords: healthy lifestyle, high-risk behavior, students, physical education
Procedia PDF Downloads 1901862 Vehicle Maneuverability on Horizontal Curves on Hilly Terrain: A Study on Shillong Highway
Authors: Surendra Choudhary, Sapan Tiwari
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The driver has two fundamental duties i) controlling the position of the vehicle along the longitudinal and lateral direction of movement ii) roadway width. Both of these duties are interdependent and are concurrently referred to as two-dimensional driver behavior. One of the main problems facing driver behavior modeling is to identify the parameters for describing the exemplary driving conduct and car maneuver under distinct traffic circumstances. Still, to date, there is no well-accepted theory that can comprehensively model the 2-D driver conduct (longitudinal and lateral). The primary objective of this research is to explore the vehicle's lateral longitudinal behavior in the heterogeneous condition of traffic on horizontal curves as well as the effect of road geometry on dynamic traffic parameters, i.e., car velocity and lateral placement. In this research, with their interrelationship, a thorough assessment of dynamic car parameters, i.e., speed, lateral acceleration, and turn radius. Also, horizontal curve road parameters, i.e., curvature radius, pavement friction, are performed. The dynamic parameters of the various types of car drivers are gathered using a VBOX GPS-based tool with high precision. The connection between dynamic car parameters and curve geometry is created after the removal of noise from the GPS trajectories. The major findings of the research are that car maneuvers with higher than the design limits of speed, acceleration, and lateral deviation on the studied curves of the highway. It can become lethal if the weather changes from dry to wet.Keywords: geometry, maneuverability, terrain, trajectory, VBOX
Procedia PDF Downloads 1431861 Polymorphic Positions, Haplotypes, and Mutations Detected In The Mitochonderial DNA Coding Region By Sanger Sequence Technique
Authors: Imad H. Hameed, Mohammad A. Jebor, Ammera J. Omer
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The aim of this research is to study the mitochonderial coding region by using the Sanger sequencing technique and establish the degree of variation characteristic of a fragment. FTA® Technology (FTA™ paper DNA extraction) utilized to extract DNA. Portion of coding region encompassing positions 11719 –12384 amplified in accordance with the Anderson reference sequence. PCR products purified by EZ-10 spin column then sequenced and Detected by using the ABI 3730xL DNA Analyzer. Five new polymorphic positions 11741, 11756, 11878, 11887 and 12133 are described may be suitable sources for identification purpose in future. The calculated value D= 0.95 and RMP=0.048 of the genetic diversity should be understood as high in the context of coding function of the analysed DNA fragment. The relatively high gene diversity and a relatively low random match probability were observed in Iraq population. The obtained data can be used to identify the variable nucleotide positions characterized by frequent occurrence which is most promising for various identifications.Keywords: coding region, Iraq, mitochondrial DNA, polymorphic positions, sanger technique
Procedia PDF Downloads 4371860 Design and Implementation of an Effective Machine Learning Approach to Crime Prediction and Prevention
Authors: Ashish Kumar, Kaptan Singh, Amit Saxena
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Today, it is believed that crimes have the greatest impact on a person's ability to progress financially and personally. Identifying places where individuals shouldn't go is crucial for preventing crimes and is one of the key considerations. As society and technologies have advanced significantly, so have crimes and the harm they wreak. When there is a concentration of people in one place and changes happen quickly, it is even harder to prevent. Because of this, many crime prevention strategies have been embraced as a component of the development of smart cities in numerous cities. However, crimes can occur anywhere; all that is required is to identify the pattern of their occurrences, which will help to lower the crime rate. In this paper, an analysis related to crime has been done; information related to crimes is collected from all over India that can be accessed from anywhere. The purpose of this paper is to investigate the relationship between several factors and India's crime rate. The review has covered information related to every state of India and their associated regions of the period going in between 2001- 2014. However various classes of violations have a marginally unique scope over the years.Keywords: K-nearest neighbor, random forest, decision tree, pre-processing
Procedia PDF Downloads 931859 A Review of Methods for Handling Missing Data in the Formof Dropouts in Longitudinal Clinical Trials
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Much clinical trials data-based research are characterized by the unavoidable problem of dropout as a result of missing or erroneous values. This paper aims to review some of the various techniques to address the dropout problems in longitudinal clinical trials. The fundamental concepts of the patterns and mechanisms of dropout are discussed. This study presents five general techniques for handling dropout: (1) Deletion methods; (2) Imputation-based methods; (3) Data augmentation methods; (4) Likelihood-based methods; and (5) MNAR-based methods. Under each technique, several methods that are commonly used to deal with dropout are presented, including a review of the existing literature in which we examine the effectiveness of these methods in the analysis of incomplete data. Two application examples are presented to study the potential strengths or weaknesses of some of the methods under certain dropout mechanisms as well as to assess the sensitivity of the modelling assumptions.Keywords: incomplete longitudinal clinical trials, missing at random (MAR), imputation, weighting methods, sensitivity analysis
Procedia PDF Downloads 4151858 Fractal Analysis of Polyacrylamide-Graphene Oxide Composite Gels
Authors: Gülşen Akın Evingür, Önder Pekcan
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The fractal analysis is a bridge between the microstructure and macroscopic properties of gels. Fractal structure is usually provided to define the complexity of crosslinked molecules. The complexity in gel systems is described by the fractal dimension (Df). In this study, polyacrylamide- graphene oxide (GO) composite gels were prepared by free radical crosslinking copolymerization. The fractal analysis of polyacrylamide- graphene oxide (GO) composite gels were analyzed in various GO contents during gelation and were investigated by using Fluorescence Technique. The analysis was applied to estimate Df s of the composite gels. Fractal dimension of the polymer composite gels were estimated based on the power law exponent values using scaling models. In addition, here we aimed to present the geometrical distribution of GO during gelation. And we observed that as gelation proceeded GO plates first organized themselves into 3D percolation cluster with Df=2.52, then goes to diffusion limited clusters with Df =1.4 and then lines up to Von Koch curve with random interval with Df=1.14. Here, our goal is to try to interpret the low conductivity and/or broad forbidden gap of GO doped PAAm gels, by the distribution of GO in the final form of the produced gel.Keywords: composite gels, fluorescence, fractal, scaling
Procedia PDF Downloads 3071857 Nonparametric Copula Approximations
Authors: Serge Provost, Yishan Zang
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Copulas are currently utilized in finance, reliability theory, machine learning, signal processing, geodesy, hydrology and biostatistics, among several other fields of scientific investigation. It follows from Sklar's theorem that the joint distribution function of a multidimensional random vector can be expressed in terms of its associated copula and marginals. Since marginal distributions can easily be determined by making use of a variety of techniques, we address the problem of securing the distribution of the copula. This will be done by using several approaches. For example, we will obtain bivariate least-squares approximations of the empirical copulas, modify the kernel density estimation technique and propose a criterion for selecting appropriate bandwidths, differentiate linearized empirical copulas, secure Bernstein polynomial approximations of suitable degrees, and apply a corollary to Sklar's result. Illustrative examples involving actual observations will be presented. The proposed methodologies will as well be applied to a sample generated from a known copula distribution in order to validate their effectiveness.Keywords: copulas, Bernstein polynomial approximation, least-squares polynomial approximation, kernel density estimation, density approximation
Procedia PDF Downloads 741856 Incidence of Disasters and Coping Mechanism among Farming Households in South West Nigeria
Authors: Fawehinmi Olabisi Alaba, O. R. Adeniyi
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Farming households faces lots of disaster which contribute to endemic poverty. Anticipated increases in extreme weather events will exacerbate this. Primary data was administered to farming household using multi-stage random sampling technique. The result of the analysis shows that majority of the respondents (69.9%) are male, have mean household size, years of formal education and age of 5±1.14, 6±3.41, and 51.06±10.43 respectively. The major (48.9%) type of disaster experienced is flooding. Major coping mechanism adopted is sourcing for support from family and friends. Age, education, experience, access to extension agent, and mitigation control method contribute significantly to vulnerability to disaster. The major adaptation method (62.3%) is construction of drainage. The study revealed that the coping mechanisms employed may become less effective as increasingly fragile livelihood systems struggle to withstand disaster shocks. Thus there is need for training of the farmers on measures to adapt to mitigate the shock from disasters.Keywords: adaptation, disasters, flooding, vulnerability
Procedia PDF Downloads 2601855 Students’ Views on Mathematics Learning: A Cross-Sectional Survey of Senior Secondary Schools Students in Katsina State of Nigeria
Authors: Fahad Suleiman
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The aim of this paper is to study students’ view on mathematics learning in Katsina State Senior Secondary Schools of Nigeria, such as their conceptions of mathematics, attitudes toward mathematics learning, etc. A questionnaire was administered to a random sample of 1,225 senior secondary two (SS II) students of Katsina State in Nigeria. The data collected showed a clear picture of the hurdles that affect the teaching and learning of mathematics in our schools. Problems such as logistics and operational which include shortage of mathematics teachers, non–availability of a mathematics laboratory, etc. were identified. It also depicted the substantial trends of changing views and attitudes toward mathematics across secondary schools. Students’ responses to the conception of mathematics were consistent and they demonstrated some specific characteristics of their views in learning mathematics. This survey has provided useful information regarding students’ needs and aspirations in mathematics learning for curriculum planners and frontline teachers for future curriculum reform and implementation.Keywords: attitudes, mathematics, students, teacher
Procedia PDF Downloads 3291854 An Axiomatic Approach to Constructing an Applied Theory of Possibility
Authors: Oleksii Bychkov
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The fundamental difference between randomness and vagueness is that the former requires statistical research. These issues were studied by Zadeh L, Dubois D., Prad A. The theory of possibility works with expert assessments, hypotheses, etc. gives an idea of the characteristics of the problem situation, the nature of the goals and real limitations. Possibility theory examines experiments that are not repeated. The article discusses issues related to the formalization of a fuzzy, uncertain idea of reality. The author proposes to expand the classical model of the theory of possibilities by introducing a measure of necessity. The proposed model of the theory of possibilities allows us to extend the measures of possibility and necessity onto a Boolean while preserving the properties of the measure. Thus, upper and lower estimates are obtained to describe the fact that the event will occur. Knowledge of the patterns that govern mass random, uncertain, fuzzy events allows us to predict how these events will proceed. The article proposed for publication quite fully reveals the essence of the construction and use of the theory of probability and the theory of possibility.Keywords: possibility, artificial, modeling, axiomatics, intellectual approach
Procedia PDF Downloads 331853 Combining a Continuum of Hidden Regimes and a Heteroskedastic Three-Factor Model in Option Pricing
Authors: Rachid Belhachemi, Pierre Rostan, Alexandra Rostan
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This paper develops a discrete-time option pricing model for index options. The model consists of two key ingredients. First, daily stock return innovations are driven by a continuous hidden threshold mixed skew-normal (HTSN) distribution which generates conditional non-normality that is needed to fit daily index return. The most important feature of the HTSN is the inclusion of a latent state variable with a continuum of states, unlike the traditional mixture distributions where the state variable is discrete with little number of states. The HTSN distribution belongs to the class of univariate probability distributions where parameters of the distribution capture the dependence between the variable of interest and the continuous latent state variable (the regime). The distribution has an interpretation in terms of a mixture distribution with time-varying mixing probabilities. It has been shown empirically that this distribution outperforms its main competitor, the mixed normal (MN) distribution, in terms of capturing the stylized facts known for stock returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence. Second, heteroscedasticity in the model is captured by a threeexogenous-factor GARCH model (GARCHX), where the factors are taken from the principal components analysis of various world indices and presents an application to option pricing. The factors of the GARCHX model are extracted from a matrix of world indices applying principal component analysis (PCA). The empirically determined factors are uncorrelated and represent truly different common components driving the returns. Both factors and the eight parameters inherent to the HTSN distribution aim at capturing the impact of the state of the economy on price levels since distribution parameters have economic interpretations in terms of conditional volatilities and correlations of the returns with the hidden continuous state. The PCA identifies statistically independent factors affecting the random evolution of a given pool of assets -in our paper a pool of international stock indices- and sorting them by order of relative importance. The PCA computes a historical cross asset covariance matrix and identifies principal components representing independent factors. In our paper, factors are used to calibrate the HTSN-GARCHX model and are ultimately responsible for the nature of the distribution of random variables being generated. We benchmark our model to the MN-GARCHX model following the same PCA methodology and the standard Black-Scholes model. We show that our model outperforms the benchmark in terms of RMSE in dollar losses for put and call options, which in turn outperforms the analytical Black-Scholes by capturing the stylized facts known for index returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence.Keywords: continuous hidden threshold, factor models, GARCHX models, option pricing, risk-premium
Procedia PDF Downloads 2971852 Compact Optical Sensors for Harsh Environments
Authors: Branislav Timotijevic, Yves Petremand, Markus Luetzelschwab, Dara Bayat, Laurent Aebi
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Optical miniaturized sensors with remote readout are required devices for the monitoring in harsh electromagnetic environments. As an example, in turbo and hydro generators, excessively high vibrations of the end-windings can lead to dramatic damages, imposing very high, additional service costs. A significant change of the generator temperature can also be an indicator of the system failure. Continuous monitoring of vibrations, temperature, humidity, and gases is therefore mandatory. The high electromagnetic fields in the generators impose the use of non-conductive devices in order to prevent electromagnetic interferences and to electrically isolate the sensing element to the electronic readout. Metal-free sensors are good candidates for such systems since they are immune to very strong electromagnetic fields and given the fact that they are non-conductive. We have realized miniature optical accelerometer and temperature sensors for a remote sensing of the harsh environments using the common, inexpensive silicon Micro Electro-Mechanical System (MEMS) platform. Both devices show highly linear response. The accelerometer has a deviation within 1% from the linear fit when tested in a range 0 – 40 g. The temperature sensor can provide the measurement accuracy better than 1 °C in a range 20 – 150 °C. The design of other type of sensors for the environments with high electromagnetic interferences has also been discussed.Keywords: optical MEMS, temperature sensor, accelerometer, remote sensing, harsh environment
Procedia PDF Downloads 3671851 Management of Femoral Neck Stress Fractures at a Specialist Centre and Predictive Factors to Return to Activity Time: An Audit
Authors: Charlotte K. Lee, Henrique R. N. Aguiar, Ralph Smith, James Baldock, Sam Botchey
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Background: Femoral neck stress fractures (FNSF) are uncommon, making up 1 to 7.2% of stress fractures in healthy subjects. FNSFs are prevalent in young women, military recruits, endurance athletes, and individuals with energy deficiency syndrome or female athlete triad. Presentation is often non-specific and is often misdiagnosed following the initial examination. There is limited research addressing the return–to–activity time after FNSF. Previous studies have demonstrated prognostic time predictions based on various imaging techniques. Here, (1) OxSport clinic FNSF practice standards are retrospectively reviewed, (2) FNSF cohort demographics are examined, (3) Regression models were used to predict return–to–activity prognosis and consequently determine bone stress risk factors. Methods: Patients with a diagnosis of FNSF attending Oxsport clinic between 01/06/2020 and 01/01/2020 were selected from the Rheumatology Assessment Database Innovation in Oxford (RhADiOn) and OxSport Stress Fracture Database (n = 14). (1) Clinical practice was audited against five criteria based on local and National Institute for Health Care Excellence guidance, with a 100% standard. (2) Demographics of the FNSF cohort were examined with Student’s T-Test. (3) Lastly, linear regression and Random Forest regression models were used on this patient cohort to predict return–to–activity time. Consequently, an analysis of feature importance was conducted after fitting each model. Results: OxSport clinical practice met standard (100%) in 3/5 criteria. The criteria not met were patient waiting times and documentation of all bone stress risk factors. Importantly, analysis of patient demographics showed that of the population with complete bone stress risk factor assessments, 53% were positive for modifiable bone stress risk factors. Lastly, linear regression analysis was utilized to identify demographic factors that predicted return–to–activity time [R2 = 79.172%; average error 0.226]. This analysis identified four key variables that predicted return-to-activity time: vitamin D level, total hip DEXA T value, femoral neck DEXA T value, and history of an eating disorder/disordered eating. Furthermore, random forest regression models were employed for this task [R2 = 97.805%; average error 0.024]. Analysis of the importance of each feature again identified a set of 4 variables, 3 of which matched with the linear regression analysis (vitamin D level, total hip DEXA T value, and femoral neck DEXA T value) and the fourth: age. Conclusion: OxSport clinical practice could be improved by more comprehensively evaluating bone stress risk factors. The importance of this evaluation is demonstrated by the population found positive for these risk factors. Using this cohort, potential bone stress risk factors that significantly impacted return-to-activity prognosis were predicted using regression models.Keywords: eating disorder, bone stress risk factor, femoral neck stress fracture, vitamin D
Procedia PDF Downloads 1831850 Perceived Parenting Styles and Body Dissatisfaction among Women
Authors: Tazvin Ijaz, Aisha Shahid Sheikh
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The current study was conducted to explore the relationship between body dissatisfaction and the perceived parenting styles of women. For the purpose of study a sample of adult women (N=308) was drawn through the process of stratified random sampling. The sample consisted of women belonging to different categories which were based on their occupation. Two instruments, the Body Dissatisfaction Scale (BDSS) and Perceived Parenting Styles (PPSS) were used in the study to find the relationship between the two variables. The results showed that the controlling parenting style in father led to higher body dissatisfaction while the nurturing parenting style lead to lesser symptoms of body dissatisfaction. The results also proved that the controlling parenting style in mother also lead to high symptoms of body dissatisfaction as well. It was revealed that the women with high education showed more body dissatisfaction than women with lower education. It was also seen that there was a significant difference in the body dissatisfaction of working and the non-working women.Keywords: body dissatisfaction, perceived parenting styles, Pakistani women, gender
Procedia PDF Downloads 3311849 Reminiscence Bump in Autobiographical Memory of Freedom Fighters in Bangladesh
Authors: Eamin Zahan Heanoy, Asheek Mohammad Shimul
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The purpose of the present study was to address theoretical issues of reminiscence bump in autobiographical memory using the freedom fighters of Bangladesh as participants. It was assumed that they had a lot of negative memories during the liberation war in 1971 and those events would reflect the construction of reminiscence bump. Three hundred and twenty (320) freedom fighters were selected using mixed method (purposive and random) sampling technique. The freedom fighters were taken from 10 randomly chosen districts of 64. The participants recalled and dated autobiographical memories from across the lifespan. The age of the participants was between 50 to 80+ years. Memories were encoded at the time of the age when the events occurred. As expected the reminiscence bump, preferential recall of memories from second and third decade was observed. Results indicate that the bump for the participants was found 16 to 26 years. And most remarkably, they recalled most of the memories from 1971, the liberation war. Different retrieval curve has been found for male and female participants. The results have been discussed in the light of recent developments in reminiscence bump research.Keywords: autobiographical memory, freedom fighters, liberation war, reminiscence bump
Procedia PDF Downloads 2331848 Efficacy of Self-Assessment Metacognitive Strategy on Academic Performance Among Upper Basic Students in Ankpa, Kogi State, Nigeria
Authors: Daodu Joshua Rotimi
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This study investigated the Efficacy of Self-Assessment Metacognitive Strategy on Academic performance in Energy Concepts among Upper Basic Science Students in Ankpa, Kogi State, Nigeria. The research design adopted for the study was a Quasi-experimental control group design which employed a pretest, posttest of the experimental and control groups. The population of the study consisted of one hundred and twenty-four (124) JSSII Students; sixty-five (65) for the experimental group and (59) for the control group. The instrument used for the study was the Energy Concept Performance Test (ECPT), with a reliability coefficient of 0.80. Two research questions were answered using descriptive statistics of mean and standard deviation, while two hypotheses were tested using a t-test at P≤0.05 level of significance. The findings of the study revealed that the use of the Self-Assessment Metacognitive Strategy has a positive effect on students’ performance in energy concepts among upper Basic Science Students leading to high academic performance; also, there is no significant difference in the mean Academic Performance scores between Male and Female students taught Energy Concept using Self-Assessment Metacognitive Strategy. Based on the research findings, recommendations were made, which include that Secondary school teachers should be encouraged the use Self-Assessment Metacognitive strategy so as to make the learning process attractive, interactive and enriching to the learners.Keywords: metacognition, self-assessment, performance, efficacy
Procedia PDF Downloads 1231847 Motivating Factors to Use Electric Vehicles Based on Behavioral Intention Model in South Korea
Authors: Seyedsamad Tahani, Samira Ghorbanpour
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The global warming crisis forced humans to consider their place in the world and the earth's future. In this regard, Electric Vehicles (EVs) are a significant step toward protecting the environment. By identifying factors that influence people's behavior intentions toward using Electric Vehicles (EV), we proposed a theoretical model by extending the Technology Acceptance Model (TAM), including three more concepts, Subjective Norm (SN), Self-Efficacy (SE), and Perceived Behavior Control (PBC). The study was conducted in South Korea, and a random sample was taken at a specific time. In order to collect data, a questionnaire was created in a Google Form and sent via Kakao Talk, a popular social media application used in Korea. There were about 220 participants in this survey. However, 201 surveys were completely done. The findings revealed that all factors in the TAM model and the other added concepts such as subjective norms, self-efficacy and perceived behavior control significantly affect the behavioral intention of using EVs.Keywords: electric vehicles, behavioral intention, perceived trust, perceived enjoyment, self-efficacy
Procedia PDF Downloads 1351846 X-Ray Dosimetry by a Low-Cost Current Mode Ion Chamber
Authors: Ava Zarif Sanayei, Mustafa Farjad-Fard, Mohammad-Reza Mohammadian-Behbahani, Leyli Ebrahimi, Sedigheh Sina
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The fabrication and testing of a low-cost air-filled ion chamber for X-ray dosimetry is studied. The chamber is made of a metal cylinder, a central wire, a BC517 Darlington transistor, a 9V DC battery, and a voltmeter in order to have a cost-effective means to measure the dose. The output current of the dosimeter is amplified by the transistor and then fed to the large internal resistance of the voltmeter, producing a readable voltage signal. The dose-response linearity of the ion chamber is evaluated for different exposure scenarios by the X-ray tube. kVp values 70, 90, and 120, and mAs up to 20 are considered. In all experiments, a solid-state dosimeter (Solidose 400, Elimpex Medizintechnik) is used as a reference device for chamber calibration. Each case of exposure is repeated three times, the voltmeter and Solidose readings are recorded, and the mean and standard deviation values are calculated. Then, the calibration curve, derived by plotting voltmeter readings against Solidose readings, provided a linear fit result for all tube kVps of 70, 90, and 120. A 99, 98, and 100% linear relationship, respectively, for kVp values 70, 90, and 120 are demonstrated. The study shows the feasibility of achieving acceptable dose measurements with a simplified setup. Further enhancements to the proposed setup include solutions for limiting the leakage current, optimizing chamber dimensions, utilizing electronic microcontrollers for dedicated data readout, and minimizing the impact of stray electromagnetic fields on the system.Keywords: dosimetry, ion chamber, radiation detection, X-ray
Procedia PDF Downloads 781845 Detecting Cyberbullying, Spam and Bot Behavior and Fake News in Social Media Accounts Using Machine Learning
Authors: M. D. D. Chathurangi, M. G. K. Nayanathara, K. M. H. M. M. Gunapala, G. M. R. G. Dayananda, Kavinga Yapa Abeywardena, Deemantha Siriwardana
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Due to the growing popularity of social media platforms at present, there are various concerns, mostly cyberbullying, spam, bot accounts, and the spread of incorrect information. To develop a risk score calculation system as a thorough method for deciphering and exposing unethical social media profiles, this research explores the most suitable algorithms to our best knowledge in detecting the mentioned concerns. Various multiple models, such as Naïve Bayes, CNN, KNN, Stochastic Gradient Descent, Gradient Boosting Classifier, etc., were examined, and the best results were taken into the development of the risk score system. For cyberbullying, the Logistic Regression algorithm achieved an accuracy of 84.9%, while the spam-detecting MLP model gained 98.02% accuracy. The bot accounts identifying the Random Forest algorithm obtained 91.06% accuracy, and 84% accuracy was acquired for fake news detection using SVM.Keywords: cyberbullying, spam behavior, bot accounts, fake news, machine learning
Procedia PDF Downloads 361844 Predictive Models of Ruin Probability in Retirement Withdrawal Strategies
Authors: Yuanjin Liu
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Retirement withdrawal strategies are very important to minimize the probability of ruin in retirement. The ruin probability is modeled as a function of initial withdrawal age, gender, asset allocation, inflation rate, and initial withdrawal rate. The ruin probability is obtained based on the 2019 period life table for the Social Security, IRS Required Minimum Distribution (RMD) Worksheets, US historical bond and equity returns, and inflation rates using simulation. Several popular machine learning algorithms of the generalized additive model, random forest, support vector machine, extreme gradient boosting, and artificial neural network are built. The model validation and selection are based on the test errors using hyperparameter tuning and train-test split. The optimal model is recommended for retirees to monitor the ruin probability. The optimal withdrawal strategy can be obtained based on the optimal predictive model.Keywords: ruin probability, retirement withdrawal strategies, predictive models, optimal model
Procedia PDF Downloads 741843 Optimizing Load Shedding Schedule Problem Based on Harmony Search
Authors: Almahd Alshereef, Ahmed Alkilany, Hammad Said, Azuraliza Abu Bakar
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From time to time, electrical power grid is directed by the National Electricity Operator to conduct load shedding, which involves hours' power outages on the area of this study, Southern Electrical Grid of Libya (SEGL). Load shedding is conducted in order to alleviate pressure on the National Electricity Grid at times of peak demand. This approach has chosen a set of categories to study load-shedding problem considering the effect of the demand priorities on the operation of the power system during emergencies. Classification of category region for load shedding problem is solved by a new algorithm (the harmony algorithm) based on the "random generation list of category region", which is a possible solution with a proximity degree to the optimum. The obtained results prove additional enhancements compared to other heuristic approaches. The case studies are carried out on SEGL.Keywords: optimization, harmony algorithm, load shedding, classification
Procedia PDF Downloads 3971842 Knowledge, Attitude and Compliance of Secondary School Students Towards School Discipline Policy in Ibadan North Local Government Area of Oyo State, Nigeria
Authors: S. Yakubu, E. A. Isah
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One of the objectives of the school discipline policy is to instill discipline among students. However, despite the availability of this policy in various secondary schools in Nigeria, there seem to be numerous cases of indiscipline among students, which has become a source of concern to all stakeholders in the education sector. In an attempt to proffer possible solutions to this unending challenge, the study investigated the influence of knowledge and attitude on compliance of secondary school students towards school discipline policy in Ibadan North Local Government Area of Oyo State, Nigeria. The descriptive survey research design was employed to collect the requisite data. The multi-stage sampling procedure was adopted to select 570 respondents as the sample for the study. The data collected were analyzed using statistical measures of Mean, Standard deviation and Pearson Product Moment Correlation. The findings of the study showed that knowledge and compliance of school discipline policy among secondary school students in Ibadan North Local Government Area of Oyo State were significantly related (r =0.330, p<0.05). The study also revealed a significant relationship between attitude and compliance of school discipline policy among secondary school students in Ibadan North Local Government Area of Oyo State (r = 0.593, p<0.05). Based on the findings, it was recommended that school rules and regulations should be emphasized and given more awareness for easy compliance. Also, students should be encouraged to portray a positive attitude towards their respective rules and regulations.Keywords: knowledge, attitude, compliance, school discipline policy
Procedia PDF Downloads 187