Search results for: probability of return
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2139

Search results for: probability of return

879 Investigation of Factors Influencing Perceived Comfort During Take-over in Automated Driving

Authors: Miriam Schäffer, Vinayak Mudgal, Wolfram Remlinger

Abstract:

The functions of automated driving will initially be limited to certain so-called Operating Driving Domains (ODD). Within the ODDs, the automated vehicle can handle all situations autonomously. In the event of a critical system failure, the vehicle will establish a condition of minimal risk or offer the driver to take over control of the vehicle. When the vehicle leaves the ODD, the driver is also prompted to take over vehicle control. During automated driving, the driver is legally allowed to perform non-driving-related activities (NDRAs) for the first time. When requested to take over, the driver must return from the NDRA state to a driving-ready state. The driver’s NDRA state may imply the use of items that are necessary for the NDRA or interior modifications. Since perceived comfort is an important factor in both manual and automated driving, a study was conducted in a static driving simulator to investigate factors that influence perceived comfort during the take-over process. Based on a literature review of factors influencing perceived comfort in different domains, selected parameters such as the TOR modality or elements to support handing over the item used for the NDRA to the interior were varied. Perceived comfort and discomfort were assessed using an adapted version of a standardized comfort questionnaire, as well as other previously identified aspects of comfort. The NDRA conducted was Using a Smartphone (playing Tetris) because of its high relevance as a future NDRA. The results show the potential to increase perceived comfort through interior adaptations and support elements. Further research should focus on different layouts of the investigated factors, as well as under different conditions, such as time budget, actions required within the intervention in the vehicle control system, and vehicle interior dimensions.

Keywords: automated driving, comfort, take-over, vehicle interior

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878 Methods of Variance Estimation in Two-Phase Sampling

Authors: Raghunath Arnab

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The two-phase sampling which is also known as double sampling was introduced in 1938. In two-phase sampling, samples are selected in phases. In the first phase, a relatively large sample of size is selected by some suitable sampling design and only information on the auxiliary variable is collected. During the second phase, a sample of size is selected either from, the sample selected in the first phase or from the entire population by using a suitable sampling design and information regarding the study and auxiliary variable is collected. Evidently, two phase sampling is useful if the auxiliary information is relatively easy and cheaper to collect than the study variable as well as if the strength of the relationship between the variables and is high. If the sample is selected in more than two phases, the resulting sampling design is called a multi-phase sampling. In this article we will consider how one can use data collected at the first phase sampling at the stages of estimation of the parameter, stratification, selection of sample and their combinations in the second phase in a unified setup applicable to any sampling design and wider classes of estimators. The problem of the estimation of variance will also be considered. The variance of estimator is essential for estimating precision of the survey estimates, calculation of confidence intervals, determination of the optimal sample sizes and for testing of hypotheses amongst others. Although, the variance is a non-negative quantity but its estimators may not be non-negative. If the estimator of variance is negative, then it cannot be used for estimation of confidence intervals, testing of hypothesis or measure of sampling error. The non-negativity properties of the variance estimators will also be studied in details.

Keywords: auxiliary information, two-phase sampling, varying probability sampling, unbiased estimators

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877 Risk Assessment of Radiation Hazard for a Typical WWER1000: Cancer Risk Analysis during a Hypothetical Accident

Authors: R. Gharari, N. Kojouri, R. Hosseini Aghdam, E. Alibeigi, B. Salmasian

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In this research, the WWER1000/V446 (a PWR Russian type reactor) is chosen as the case study. It is assumed that radioactive materials that release into the environment are more than allowable limit due to a complete failure of the ventilation system (reactor stack). In the following, the HOTSPOT and the RASCAL computational codes have been used and coupled with a developed program using MATLAB software to evaluate Total effective dose equivalent (TEDE) and cancer risk according to the BEIR equations for various human organs. In addition, effects of the containment spray system and climate conditions on the TEDE have been investigated. According to the obtained results, there is an inverse correlation between the received dose and the wind speed; the amount of the TEDE for wind speed 2 m/s and is more than wind speed for 14 m/s during the class A of the climate (2.168 and 0.444 mSv, respectively). Also, containment spray system can effect and reduce the amount of the fission products and TEDE. Furthermore, the probability of the cancer risk for women is more than men, and for children is more than adults. In addition, a specific emergency zonal planning is proposed. Results are promising in which the site selection of the WWER1000/V446 were considered safe for the public in this situation.

Keywords: TEDE, total effective dose equivalent, RASCAL and HOTSPOT codes, BEIR equations, cancer risk

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876 Correlation Test of Psychomotor Vigilance Test Fatigue Scores on Sleep Quality at Home in Oil and Gas Tanker Driver: A Diagnostic Study

Authors: Pandega Gama Mahardika, Muhammad Rifki Al Iksan, Datuk Fachrul Razy

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Oil And Gas Tanker Driver is a high-risk jobdesc. drivers drive with sleep circadian rhythm disturbances. Therefore, FAMOUS (Fatigue Management Online Ultimate System) conducted a diagnostic test on the effectiveness and accuracy of the Psychomotor vigilance test (PVT) in the field to capture the fatigue level of Oil And Gas Tanker Driver. Fatigue examination with the PVP method for 3 minutes using the Pertamina FAMOUS system (Fatigue Management Online Ultimate System). The research sample was Oil And Gas Tanker Driver Elnusa petrofin drivers as many as 2205 people. PVT is categorical data that states a driver has a low or high fatigue level. The quality of sleep at home was recorded by filling in a score of 1 = not well, 2 = not well, 3 = well, per person. A total of 1852 (84%) driver had a low fatigue level, while 353 (16%) driver had a high fatigue level. Poor sleep quality was experienced by 68 (79%) driver who had a high fatigue level. Oil And Gas Tanker Driver who slept soundly at home as many as 1804 (87%) had a low fatigue level. The correlation coefficient of sleep quality home and fatigue level is significant because it shows a probability value of 0.00 (p <5%). Fatigue level can be diagnosed through examining sleep quality, using FAMOUS Program for occupational medicine, particularly in the oil and gas sector.

Keywords: psychomotor vigilance test, fatigue, sleep, oil and gas tanker driver drivers, pertamina FAMOUS

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875 The Socio-Culturals Factors Hindering Female Sport Participation, in the Centre for Biokinetics, Recreation and Sport Science, University of Venda

Authors: P. Mambanga, Goon, L. O. Amusa

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The purpose of the study was to investigate the socio-cultural factors hindering sport participation among female students in the Centre for Biokinetics, Recreation and Sport Science, University of Venda. A descriptive survey of 100 female student selected by simple random sampling was used and utilises the close ended questionnaire designed in a likert format was use for data collection. Face and content validity was employed in which the supervisor went through the instrument and correct and accept it thus checking the validity of the instrument. The test-retest approach was used to test the reliability of the instrument. Ethical considerations were ensured and confidentiality respected. Data was collected and presented in tables and results interpreted. Chi square which is a measure of non-parametric investigation was employed in order to analyse the observed and expected scores, with the probability value was set at 0.05 levels of significance on a two-tailed test of the hypotheses formulated for the study. Findings of the study established significant socio-cultural factors that hinder female sport participation among female students in the Centre for Biokinetics, Recreation and Sport Science. The study concluded that the low level participation of female students at the University of Venda might be as a result of socio-cultural factors.

Keywords: female students, sport participation, University of Venda, biokinetic

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874 Evaluation of Football Forecasting Models: 2021 Brazilian Championship Case Study

Authors: Flavio Cordeiro Fontanella, Asla Medeiros e Sá, Moacyr Alvim Horta Barbosa da Silva

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In the present work, we analyse the performance of football results forecasting models. In order to do so, we have performed the data collection from eight different forecasting models during the 2021 Brazilian football season. First, we guide the analysis through visual representations of the data, designed to highlight the most prominent features and enhance the interpretation of differences and similarities between the models. We propose using a 2-simplex triangle to investigate visual patterns from the results forecasting models. Next, we compute the expected points for every team playing in the championship and compare them to the final league standings, revealing interesting contrasts between actual to expected performances. Then, we evaluate forecasts’ accuracy using the Ranked Probability Score (RPS); models comparison accounts for tiny scale differences that may become consistent in time. Finally, we observe that the Wisdom of Crowds principle can be appropriately applied in the context, driving into a discussion of results forecasts usage in practice. This paper’s primary goal is to encourage football forecasts’ performance discussion. We hope to accomplish it by presenting appropriate criteria and easy-to-understand visual representations that can point out the relevant factors of the subject.

Keywords: accuracy evaluation, Brazilian championship, football results forecasts, forecasting models, visual analysis

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873 The Influence of Gossip on the Absorption Probabilities in Moran Process

Authors: Jurica Hižak

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Getting to know the agents, i.e., identifying the free riders in a population, can be considered one of the main challenges in establishing cooperation. An ordinary memory-one agent such as Tit-for-tat may learn “who is who” in the population through direct interactions. Past experiences serve them as a landmark to know with whom to cooperate and against whom to retaliate in the next encounter. However, this kind of learning is risky and expensive. A cheaper and less painful way to detect free riders may be achieved by gossiping. For this reason, as part of this research, a special type of Tit-for-tat agent was designed – a “Gossip-Tit-for-tat” agent that can share data with other agents of its kind. The performances of both strategies, ordinary Tit-for-tat and Gossip-Tit-for-tat, against Always-defect have been compared in the finite-game framework of the Iterated Prisoner’s Dilemma via the Moran process. Agents were able to move in a random-walk fashion, and they were programmed to play Prisoner’s Dilemma each time they met. Moreover, at each step, one randomly selected individual was eliminated, and one individual was reproduced in accordance with the Moran process of selection. In this way, the size of the population always remained the same. Agents were selected for reproduction via the roulette wheel rule, i.e., proportionally to the relative fitness of the strategy. The absorption probability was calculated after the population had been absorbed completely by cooperators, which means that all the states have been occupied and all of the transition probabilities have been determined. It was shown that gossip increases absorption probabilities and therefore enhances the evolution of cooperation in the population.

Keywords: cooperation, gossip, indirect reciprocity, Moran process, prisoner’s dilemma, tit-for-tat

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872 Impact of Lined/Unlined Canal on Groundwater Recharge in the Lower Bhavani Basin, Tamilnadu, India

Authors: K. Mirudhula, R. Saravanan

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Bhavani basin is the fourth largest Sub Basin in the Cauvery basin. The entire command area of all three major canals that takes off from the Bhavani river falls within the Erode District i.e. Lower Bhavani Project (LBP), Kodiveri and Kalingarayan canals. The LBP canal is a major source of irrigation in Erode District. Many of these canals are unlined and leakage takes place from them. Thus the seepage from the canal helps in recharging the wells in the area, enabling to get adequate water supply for the crops when water was not released from Bhavanisagar Dam. In this study, the groundwater recharge is determined by groundwater flow modeling using Visual MODFLOW model. For this purpose, three major natural sources of groundwater recharge are taken into consideration such as rainfall infiltration, canal seepage and return flow of irrigation. The model was run and ZONEBUDGET gives an idea about the amount of recharge from lined/unlined canal to the field. Unlined canal helps to recharge the groundwater about 20% more than the lined canal. The analysis reveals that the annual rainfall also has rapidly changed in this region. In the LBP canal Head reach meets their requirement with available quantity of water from the canal system. Tail end reach does not receive the required quantity of water because of seepage loss and conveyance loss. Hence the lined canal can be provided for full length of the main canal. Branch canals and minor distributaries are suggested to maintain the canals with unlined canal system.

Keywords: lower Bhavani basin, erode, groundwater flow modeling, irrigation practice, lined canal system

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871 Improving the Global Competitiveness of SMEs by Logistics Transportation Management: Case Study Chicken Meat Supply Chain

Authors: P. Vanichkobchinda

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The Logistics Transportation techniques, Open Vehicle Routing (OVR) is an approach toward transportation cost reduction, especially for long distance pickup and delivery nodes. The outstanding characteristic of OVR is that the route starting node and ending node are not necessary the same as in typical vehicle routing problems. This advantage enables the routing to flow continuously and the vehicle does not always return to its home base. This research aims to develop a heuristic for the open vehicle routing problem with pickup and delivery under time window and loading capacity constraints to minimize the total distance. The proposed heuristic is developed based on the Insertion method, which is a simple method and suitable for the rapid calculation that allows insertion of the new additional transportation requirements along the original paths. According to the heuristic analysis, cost comparisons between the proposed heuristic and companies are using method, nearest neighbor method show that the insertion heuristic. Moreover, the proposed heuristic gave superior solutions in all types of test problems. In conclusion, the proposed heuristic can effectively and efficiently solve the open vehicle routing. The research indicates that the improvement of new transport's calculation and the open vehicle routing with "Insertion Heuristic" represent a better outcome with 34.3 percent in average. in cost savings. Moreover, the proposed heuristic gave superior solutions in all types of test problems. In conclusion, the proposed heuristic can effectively and efficiently solve the open vehicle routing.

Keywords: business competitiveness, cost reduction, SMEs, logistics transportation, VRP

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870 Estimating Bridge Deterioration for Small Data Sets Using Regression and Markov Models

Authors: Yina F. Muñoz, Alexander Paz, Hanns De La Fuente-Mella, Joaquin V. Fariña, Guilherme M. Sales

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The primary approach for estimating bridge deterioration uses Markov-chain models and regression analysis. Traditional Markov models have problems in estimating the required transition probabilities when a small sample size is used. Often, reliable bridge data have not been taken over large periods, thus large data sets may not be available. This study presents an important change to the traditional approach by using the Small Data Method to estimate transition probabilities. The results illustrate that the Small Data Method and traditional approach both provide similar estimates; however, the former method provides results that are more conservative. That is, Small Data Method provided slightly lower than expected bridge condition ratings compared with the traditional approach. Considering that bridges are critical infrastructures, the Small Data Method, which uses more information and provides more conservative estimates, may be more appropriate when the available sample size is small. In addition, regression analysis was used to calculate bridge deterioration. Condition ratings were determined for bridge groups, and the best regression model was selected for each group. The results obtained were very similar to those obtained when using Markov chains; however, it is desirable to use more data for better results.

Keywords: concrete bridges, deterioration, Markov chains, probability matrix

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869 Knowledge regarding Sexual and Reproductive Health among Adolescents in Higher Secondary School

Authors: Kopila Shrestha

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Adolescent sexual reproductive health is one of the most important issues in the world. Reproductive ability is taking place at an earlier age and adolescents are indulging in risk taking behaviors day by day. A descriptive cross-sectional study was conducted in Kathmandu valley to assess the knowledge regarding sexual and reproductive health among adolescent. Total of 200 respondents were selected through non-probability convenient sampling technique. Self-administered written questionnaires using semi-structured questions were used. The collected data were analyzed by using descriptive statistics such as frequency, percentage, mean, standard deviation and inferential statistics such as Chi-square test. The findings revealed that most of the respondents had adequate knowledge regarding transmission and protection of HIV/AIDs and STIs but still some respondents had a misconception regarding it. Few respondents had knowledge regarding legal age for marriage and the minimum age for first child bearing. The statistical analysis revealed that the total mean knowledge score with standard deviation was 45.02±8.674. Nearly half of the respondents (49.5%) had a moderate level of knowledge, followed by an inadequate level of knowledge 29.5% and adequate level of knowledge 21.0% regarding sexual and reproductive health. There was significant association of level of knowledge with area of residence (p-value .002) but no association with age (p-value .067), sex (p-value .999), religion (p-value .082) and ethnicity (p-value .114). Nearly half of the participants possess some knowledge about sexual and reproductive health but still effective educational intervention is required in higher secondary school to encourage more sensible and healthy behaviour.

Keywords: adolescents, higher secondary school, knowledge, sexual and reproductive health

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868 Parametric Modeling for Survival Data with Competing Risks Using the Generalized Gompertz Distribution

Authors: Noora Al-Shanfari, M. Mazharul Islam

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The cumulative incidence function (CIF) is a fundamental approach for analyzing survival data in the presence of competing risks, which estimates the marginal probability for each competing event. Parametric modeling of CIF has the advantage of fitting various shapes of CIF and estimates the impact of covariates with maximum efficiency. To calculate the total CIF's covariate influence using a parametric model., it is essential to parametrize the baseline of the CIF. As the CIF is an improper function by nature, it is necessary to utilize an improper distribution when applying parametric models. The Gompertz distribution, which is an improper distribution, is limited in its applicability as it only accounts for monotone hazard shapes. The generalized Gompertz distribution, however, can adapt to a wider range of hazard shapes, including unimodal, bathtub, and monotonic increasing or decreasing hazard shapes. In this paper, the generalized Gompertz distribution is used to parametrize the baseline of the CIF, and the parameters of the proposed model are estimated using the maximum likelihood approach. The proposed model is compared with the existing Gompertz model using the Akaike information criterion. Appropriate statistical test procedures and model-fitting criteria will be used to test the adequacy of the model. Both models are applied to the ‘colon’ dataset, which is available in the “biostat3” package in R.

Keywords: competing risks, cumulative incidence function, improper distribution, parametric modeling, survival analysis

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867 Accelerated Structural Reliability Analysis under Earthquake-Induced Tsunamis by Advanced Stochastic Simulation

Authors: Sai Hung Cheung, Zhe Shao

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Recent earthquake-induced tsunamis in Padang, 2004 and Tohoku, 2011 brought huge losses of lives and properties. Maintaining vertical evacuation systems is the most crucial strategy to effectively reduce casualty during the tsunami event. Thus, it is of our great interest to quantify the risk to structural dynamic systems due to earthquake-induced tsunamis. Despite continuous advancement in computational simulation of the tsunami and wave-structure interaction modeling, it still remains computationally challenging to evaluate the reliability (or its complement failure probability) of a structural dynamic system when uncertainties related to the system and its modeling are taken into account. The failure of the structure in a tsunami-wave-structural system is defined as any response quantities of the system exceeding specified thresholds during the time when the structure is subjected to dynamic wave impact due to earthquake-induced tsunamis. In this paper, an approach based on a novel integration of the Subset Simulation algorithm and a recently proposed moving least squares response surface approach for stochastic sampling is proposed. The effectiveness of the proposed approach is discussed by comparing its results with those obtained from the Subset Simulation algorithm without using the response surface approach.

Keywords: response surface model, subset simulation, structural reliability, Tsunami risk

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866 Linking Supervisor’s Goal Orientation to Post-Training Supportive Behaviors: The Mediating Role of Interest in the Development of Subordinates Skills

Authors: Martin Lauzier, Benjamin Lafreniere-Carrier, Nathalie Delobbe

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Supervisor support is one of the main levers to foster transfer of training. Although past and current studies voice its effects, few have sought to identify the factors that may explain why supervisors offer support to their subordinates when they return from training. Based on Goal Orientation Theory and following the principles of supportive supervision, this study aims to improve our understanding of the factors that influence supervisors’ involvement in the transfer process. More specifically, this research seeks to verify the influence of supervisors’ goal orientation on the adoption of post-training support behaviors. This study also assesses the mediating role of the supervisors’ interest in subordinates’ development on this first relationship. Conducted in two organizations (Canadian: N₁ = 292; Belgian: N₂ = 80), the results of this study revealed three main findings. First, supervisors’ who adopt learning mastery goal orientation also tend to adopt more post-training supportive behaviors. Secondly, regression analyses (using the bootstrap method) show that supervisors' interest in developing their subordinates’ skills mediate the relationship between supervisors’ goal orientation and post-training supportive behaviors. Thirdly, the observed mediation effects are consistent in both samples, regardless of supervisors’ gender or age. Overall, this research is part of the limited number of studies that have focused on the determining factors supervisors’ involvement in the learning transfer process.

Keywords: supervisor support, transfer of training, goal orientation, interest in the development of subordinates’ skills

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865 Portfolio Optimization with Reward-Risk Ratio Measure Based on the Mean Absolute Deviation

Authors: Wlodzimierz Ogryczak, Michal Przyluski, Tomasz Sliwinski

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In problems of portfolio selection, the reward-risk ratio criterion is optimized to search for a risky portfolio with the maximum increase of the mean return in proportion to the risk measure increase when compared to the risk-free investments. In the classical model, following Markowitz, the risk is measured by the variance thus representing the Sharpe ratio optimization and leading to the quadratic optimization problems. Several Linear Programming (LP) computable risk measures have been introduced and applied in portfolio optimization. In particular, the Mean Absolute Deviation (MAD) measure has been widely recognized. The reward-risk ratio optimization with the MAD measure can be transformed into the LP formulation with the number of constraints proportional to the number of scenarios and the number of variables proportional to the total of the number of scenarios and the number of instruments. This may lead to the LP models with huge number of variables and constraints in the case of real-life financial decisions based on several thousands scenarios, thus decreasing their computational efficiency and making them hardly solvable by general LP tools. We show that the computational efficiency can be then dramatically improved by an alternative model based on the inverse risk-reward ratio minimization and by taking advantages of the LP duality. In the introduced LP model the number of structural constraints is proportional to the number of instruments thus not affecting seriously the simplex method efficiency by the number of scenarios and therefore guaranteeing easy solvability. Moreover, we show that under natural restriction on the target value the MAD risk-reward ratio optimization is consistent with the second order stochastic dominance rules.

Keywords: portfolio optimization, reward-risk ratio, mean absolute deviation, linear programming

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864 Decay Analysis of 118Xe* Nucleus Formed in 28Si Induced Reaction

Authors: Manoj K. Sharma, Neha Grover

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Dynamical cluster decay model (DCM) is applied to study the decay mechanism of 118Xe* nucleus in reference to recent data on 28Si + 90Zr → 118Xe* reaction, as an extension of our previous work on the dynamics of 112Xe* nucleus. It is relevant to mention here that DCM is based on collective clusterization approach, where emission probability of different decay paths such as evaporation residue (ER), intermediate mass fragments (IMF) and fission etc. is worked out on parallel scale. Calculations have been done over a wide range of center of mass energies with Ec.m. = 65 - 92 MeV. The evaporation residue (ER) cross-sections of 118Xe* compound nucleus are fitted in reference to available data, using spherical and quadrupole (β2) deformed choice of decaying fragments within the optimum orientations approach. It may be noted that our calculated cross-sections find decent agreement with experimental data and hence provide an opportunity to analyze the exclusive role of deformations in view of fragmentation behavior of 118Xe* nucleus. The possible contribution of IMF fragments is worked out and an extensive effort is being made to analyze the role of excitation energy, angular momentum, diffuseness parameter and level density parameter to have better understanding of the decay patterns governed in the dynamics of 28Si + 90Zr → 118Xe* reaction.

Keywords: cross-sections, deformations, fragmentation, angular momentum

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863 The Role of Temporary Migration as Coping Mechanism of Weather Shock: Evidence from Selected Semi-Arid Tropic Villages in India

Authors: Kalandi Charan Pradhan

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In this study, we investigate does weather variation determine temporary labour migration using 210 sample households from six Semi-Arid Tropic (SAT) villages for the period of 2005-2014 in India. The study has made an attempt to examine how households use temporary labour migration as a coping mechanism to minimise the risk rather than maximize the utility of the households. The study employs panel Logit regression model to predict the probability of household having at least one temporary labour migrant. As per as econometrics result, it is found that along with demographic and socioeconomic factors; weather variation plays an important role to determine the decision of migration at household level. In order to capture the weather variation, the study uses mean crop yield deviation over the study periods. Based on the random effect logit regression result, the study found that there is a concave relationship between weather variation and decision of temporary labour migration. This argument supports the theory of New Economics of Labour Migration (NELM), which highlights the decision of labour migration not only maximise the households’ utility but it helps to minimise the risks.

Keywords: temporary migration, socioeconomic factors, weather variation, crop yield, logit estimation

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862 Thermodynamics during the Deconfining Phase Transition

Authors: Amal Ait El Djoudi

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A thermodynamical model of coexisting hadronic and quark–gluon plasma (QGP) phases is used to study the thermally driven deconfining phase transition occurring between the two phases. A color singlet partition function is calculated for the QGP phase with two massless quarks, as in our previous work, but now the finite extensions of the hadrons are taken into account in the equation of state of the hadronic phase. In the present work, the finite-size effects on the system are examined by probing the behavior of some thermodynamic quantities, called response functions, as order parameter, energy density and their derivatives, on a range of temperature around the transition at different volumes. It turns out that the finiteness of the system size has as effects the rounding of the transition and the smearing of all the singularities occurring in the thermodynamic limit, and the additional finite-size effect introduced by the requirement of exact color-singletness involves a shift of the transition point. This shift as well as the smearing of the transition region and the maxima of both susceptibility and specific heat show a scaling behavior with the volume characterized by scaling exponents. Another striking result is the large similarity noted between the behavior of these response functions and that of the cumulants of the probability density. This similarity is worked to try to extract information concerning the occurring phase transition.

Keywords: equation of state, thermodynamics, deconfining phase transition, quark–gluon plasma (QGP)

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861 The Log S-fbm Nested Factor Model

Authors: Othmane Zarhali, Cécilia Aubrun, Emmanuel Bacry, Jean-Philippe Bouchaud, Jean-François Muzy

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The Nested factor model was introduced by Bouchaud and al., where the asset return fluctuations are explained by common factors representing the market economic sectors and residuals (noises) sharing with the factors a common dominant volatility mode in addition to the idiosyncratic mode proper to each residual. This construction infers that the factors-residuals log volatilities are correlated. Here, we consider the case of a single factor where the only dominant common mode is a S-fbm process (introduced by Peng, Bacry and Muzy) with Hurst exponent H around 0.11 and the residuals having in addition to the previous common mode idiosyncratic components with Hurst exponents H around 0. The reason for considering this configuration is twofold: preserve the Nested factor model’s characteristics introduced by Bouchaud and al. and propose a framework through which the stylized fact reported by Peng and al. is reproduced, where it has been observed that the Hurst exponents of stock indices are large as compared to those of individual stocks. In this work, we show that the Log S-fbm Nested factor model’s construction leads to a Hurst exponent of single stocks being the ones of the idiosyncratic volatility modes and the Hurst exponent of the index being the one of the common volatility modes. Furthermore, we propose a statistical procedure to estimate the Hurst factor exponent from the stock returns dynamics together with theoretical guarantees, with good results in the limit where the number of stocks N goes to infinity. Last but not least, we show that the factor can be seen as an index constructed from the single stocks weighted by specific coefficients.

Keywords: hurst exponent, log S-fbm model, nested factor model, small intermittency approximation

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860 Placelessness and the Subversive Tactics of Mobility in Ernest Hemingway and Jabra Ibrahim Jabra

Authors: Ahmad Qabaha

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This paper teases out the ways in which the constructs of placelessness and mobility are articulated in modern exilic Palestinian literature and American expatriate writing. The mode of placelessness embodied by the characters of each of my two authors (expatriation in Paris Montparnasse for Hemingway's characters and involuntary exile in Europe for Jabra's) will be elicited from the orientations of their mobility. This paper argues that the proclivity of Hemingway's characters for centrifugal motion (moving away from the centre) is a strategy to increase their sense of freedom that space (expatriation), rather than place, secures. By contrast, the movement of Jabra's characters is centripetal (moving or tending to move towards the centre). It echoes his Palestinian characters' recurrent futile attempts to return to Palestine, and it expresses their resistance to the lures of exile. This paper asserts that the involuntarily exiled character (the Palestinian in this case) is a figure obsessed with and ache for a place, roots and 'a dwelling' from which he was uprooted - a place that defines his authentic existence and frames his understanding of the world in Martin Heidegger's, Simone Weil's and Gaston Bachelard's senses. In parallel, this paper explains that the expatriate character (the American in this case) views place as confining, restrictive and disagreeable, while mobility as a figure of freedom, resistance, wealth, self-fashioning and understanding/inhabiting the world. Place in this sense is associated with past, tradition, ideology, existence and being. Mobility is equivalent with modernity, progression, innovation, self-fashioning and freedom.

Keywords: American expatriate literature, exilic Palestinian literature, mobility, place, placelessness

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859 Success Factors for Innovations in SME Networks

Authors: J. Gochermann

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Due to complex markets and products, and increasing need to innovate, cooperation between small and medium size enterprises arose during the last decades, which are not prior driven by process optimization or sales enhancement. Especially small and medium sized enterprises (SME) collaborate increasingly in innovation and knowledge networks to enhance their knowledge and innovation potential, and to find strategic partners for product and market development. These networks are characterized by dual objectives, the superordinate goal of the total network, and the specific objectives of the network members, which can cause target conflicts. Moreover, most SMEs do not have structured innovation processes and they are not accustomed to collaborate in complex innovation projects in an open network structure. On the other hand, SMEs have suitable characteristics for promising networking. They are flexible and spontaneous, they have flat hierarchies, and the acting people are not anonymous. These characteristics indeed distinguish them from bigger concerns. Investigation of German SME networks have been done to identify success factors for SME innovation networks. The fundamental network principles, donation-return and confidence, could be confirmed and identified as basic success factors. Further factors are voluntariness, adequate number of network members, quality of communication, neutrality and competence of the network management, as well as reliability and obligingness of the network services. Innovation and knowledge networks with an appreciable number of members from science and technology institutions need also active sense-making to bring different disciplines into successful collaboration. It has also been investigated, whether and how the involvement in an innovation network impacts the innovation structure and culture inside the member companies. The degree of reaction grows with time and intensity of commitment.

Keywords: innovation and knowledge networks, SME, success factors, innovation structure and culture

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858 Evaluation of Virtual Reality for the Rehabilitation of Athlete Lower Limb Musculoskeletal Injury: A Method for Obtaining Practitioner’s Viewpoints through Observation and Interview

Authors: Hannah K. M. Tang, Muhammad Ateeq, Mark J. Lake, Badr Abdullah, Frederic A. Bezombes

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Based on a theoretical assessment of current literature, virtual reality (VR) could help to treat sporting injuries in a number of ways. However, it is important to obtain rehabilitation specialists’ perspectives in order to design, develop and validate suitable content for a VR application focused on treatment. Subsequently, a one-day observation and interview study focused on the use of VR for the treatment of lower limb musculoskeletal conditions in athletes was conducted at St George’s Park England National Football Centre with rehabilitation specialists. The current paper established the methods suitable for obtaining practitioner’s viewpoints through observation and interview in this context. Particular detail was provided regarding the method of qualitatively processing interview results using the qualitative data analysis software tool NVivo, in order to produce a narrative of overarching themes. The observations and overarching themes identified could be used as a framework and success criteria of a VR application developed in future research. In conclusion, this work explained the methods deemed suitable for obtaining practitioner’s viewpoints through observation and interview. This was required in order to highlight characteristics and features of a VR application designed to treat lower limb musculoskeletal injury of athletes and could be built upon to direct future work.

Keywords: athletes, lower-limb musculoskeletal injury, rehabilitation, return-to-sport, virtual reality

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857 Prone Positioning and Clinical Outcomes of Mechanically Ventilated Patients with Severe Acute Respiratory Distress Syndrome

Authors: Maha Salah Abdullah Ismail, Mahmoud M. Alsagheir, Mohammed Salah Abd Allah

Abstract:

Acute respiratory distress syndrome (ARDS) is characterized by permeability pulmonary edema and refractory hypoxemia. Lung-protective ventilation is still the key of better outcome in ARDS. Prone position reduces the trans-pulmonary pressure gradient, recruiting collapsed regions of the lung without increasing airway pressure or hyperinflation. Prone ventilation showed improved oxygenation and improved outcomes in severe hypoxemic patients with ARDS. This study evaluates the effect of prone positioning on mechanically ventilated patients with ARDS. A quasi-experimental design was carried out at Critical Care Units, on 60 patients. Two tools were utilized to collect data; Socio demographic, medical and clinical outcomes data sheet. Results of the present study indicated that prone position improves oxygenation in patients with severe respiratory distress syndrome. The study recommended that use prone position in patients with severe ARDS, as early as possible and for long sessions. Also, replication of this study on larger probability sample at the different geographical location is highly recommended.

Keywords: acute respiratory distress syndrome, critical care, mechanical ventilation, prone position

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856 A Nonlinear Stochastic Differential Equation Model for Financial Bubbles and Crashes with Finite-Time Singularities

Authors: Haowen Xi

Abstract:

We propose and solve exactly a class of non-linear generalization of the Black-Scholes process of stochastic differential equations describing price bubble and crashes dynamics. As a result of nonlinear positive feedback, the faster-than-exponential price positive growth (bubble forming) and negative price growth (crash forming) are found to be the power-law finite-time singularity in which bubbles and crashes price formation ending at finite critical time tc. While most literature on the market bubble and crash process focuses on the nonlinear positive feedback mechanism aspect, very few studies concern the noise level on the same process. The present work adds to the market bubble and crashes literature by studying the external sources noise influence on the critical time tc of the bubble forming and crashes forming. Two main results will be discussed: (1) the analytical expression of expected value of the critical time is found and unexpected critical slowing down due to the coupling external noise is predicted; (2) numerical simulations of the nonlinear stochastic equation is presented, and the probability distribution of Prob(tc) is found to be the inverse gamma function.

Keywords: bubble, crash, finite-time-singular, numerical simulation, price dynamics, stochastic differential equations

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855 Radial Basis Surrogate Model Integrated to Evolutionary Algorithm for Solving Computation Intensive Black-Box Problems

Authors: Abdulbaset Saad, Adel Younis, Zuomin Dong

Abstract:

For design optimization with high-dimensional expensive problems, an effective and efficient optimization methodology is desired. This work proposes a series of modification to the Differential Evolution (DE) algorithm for solving computation Intensive Black-Box Problems. The proposed methodology is called Radial Basis Meta-Model Algorithm Assisted Differential Evolutionary (RBF-DE), which is a global optimization algorithm based on the meta-modeling techniques. A meta-modeling assisted DE is proposed to solve computationally expensive optimization problems. The Radial Basis Function (RBF) model is used as a surrogate model to approximate the expensive objective function, while DE employs a mechanism to dynamically select the best performing combination of parameters such as differential rate, cross over probability, and population size. The proposed algorithm is tested on benchmark functions and real life practical applications and problems. The test results demonstrate that the proposed algorithm is promising and performs well compared to other optimization algorithms. The proposed algorithm is capable of converging to acceptable and good solutions in terms of accuracy, number of evaluations, and time needed to converge.

Keywords: differential evolution, engineering design, expensive computations, meta-modeling, radial basis function, optimization

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854 Investigating Mathematical Knowledge of Teaching for Secondary Preservice Teachers in Papua New Guinea Based on Probabilities

Authors: Murray Olowa

Abstract:

This article examines the studies investigating the Mathematical Knowledge for Teaching (MKT) of secondary preservice teachers in Papua New Guinea based on probabilities. This research was conducted due to the continuous issues faced in the country in both primary and secondary education, like changes in curriculum, emphasis on mathematics and science education, and a decline in mathematics performance. Moreover, the mathematics curriculum doesn’t capture Pedagogical Content Knowledge (PCK) or Subject Matter Knowledge (SMK). The two main domains that have been identified are SMK and PCK, which have been further sub-divided into Common Content Knowledge (CCK), Specialised Content Knowledge (SCK) and Horizon Content Knowledge (HCK), and Knowledge of Content and Students (KCS), Knowledge of Content and Teaching (KCT) and Knowledge of Content and Curriculum (KCC), respectively. The data collected from 15-_year-_ ones and 15-_year-_fours conducted at St Peter Chanel Secondary Teachers College revealed that there is no significant difference in subject matter knowledge between year one and year four since the P-value of 0.22>0.05. However, it was revealed that year fours have higher pedagogical content knowledge than year one since P-value was 0.007<0.05. Finally, the research has proven that year fours have higher MKT than year one. This difference occurred due to final year preservice teachers’ hard work and engagement in mathematics curriculum and teaching practice.

Keywords: mathematical knowledge for teaching, subject matter knowledge, pedagogical content knowledge, Papua New Guinea, preservice teachers, probability

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853 Air Pollution and Respiratory-Related Restricted Activity Days in Tunisia

Authors: Mokhtar Kouki Inès Rekik

Abstract:

This paper focuses on the assessment of the air pollution and morbidity relationship in Tunisia. Air pollution is measured by ozone air concentration and the morbidity is measured by the number of respiratory-related restricted activity days during the 2-week period prior to the interview. Socioeconomic data are also collected in order to adjust for any confounding covariates. Our sample is composed by 407 Tunisian respondents; 44.7% are women, the average age is 35.2, near 69% are living in a house built after the 1980, and 27.8% have reported at least one day of respiratory-related restricted activity. The model consists on the regression of the number of respiratory-related restricted activity days on the air quality measure and the socioeconomic covariates. In order to correct for zero-inflation and heterogeneity, we estimate several models (Poisson, Negative binomial, Zero inflated Poisson, Poisson hurdle, Negative binomial hurdle and finite mixture Poisson models). Bootstrapping and post-stratification techniques are used in order to correct for any sample bias. According to the Akaike information criteria, the hurdle negative binomial model has the greatest goodness of fit. The main result indicates that, after adjusting for socioeconomic data, the ozone concentration increases the probability of positive number of restricted activity days.

Keywords: bootstrapping, hurdle negbin model, overdispersion, ozone concentration, respiratory-related restricted activity days

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852 Task Scheduling and Resource Allocation in Cloud-based on AHP Method

Authors: Zahra Ahmadi, Fazlollah Adibnia

Abstract:

Scheduling of tasks and the optimal allocation of resources in the cloud are based on the dynamic nature of tasks and the heterogeneity of resources. Applications that are based on the scientific workflow are among the most widely used applications in this field, which are characterized by high processing power and storage capacity. In order to increase their efficiency, it is necessary to plan the tasks properly and select the best virtual machine in the cloud. The goals of the system are effective factors in scheduling tasks and resource selection, which depend on various criteria such as time, cost, current workload and processing power. Multi-criteria decision-making methods are a good choice in this field. In this research, a new method of work planning and resource allocation in a heterogeneous environment based on the modified AHP algorithm is proposed. In this method, the scheduling of input tasks is based on two criteria of execution time and size. Resource allocation is also a combination of the AHP algorithm and the first-input method of the first client. Resource prioritization is done with the criteria of main memory size, processor speed and bandwidth. What is considered in this system to modify the AHP algorithm Linear Max-Min and Linear Max normalization methods are the best choice for the mentioned algorithm, which have a great impact on the ranking. The simulation results show a decrease in the average response time, return time and execution time of input tasks in the proposed method compared to similar methods (basic methods).

Keywords: hierarchical analytical process, work prioritization, normalization, heterogeneous resource allocation, scientific workflow

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851 Reliability Assessment for Tie Line Capacity Assistance of Power Systems Based on Multi-Agent System

Authors: Nadheer A. Shalash, Abu Zaharin Bin Ahmad

Abstract:

Technological developments in industrial innovations have currently been related to interconnected system assistance and distribution networks. This important in order to enable an electrical load to continue receive power in the event of disconnection of load from the main power grid. This paper represents a method for reliability assessment of interconnected power systems based. The multi-agent system consists of four agents. The first agent was the generator agent to using as connected the generator to the grid depending on the state of the reserve margin and the load demand. The second was a load agent is that located at the load. Meanwhile, the third is so-called "the reverse margin agent" that to limit the reserve margin between 0-25% depend on the load and the unit size generator. In the end, calculation reliability Agent can be calculate expected energy not supplied (EENS), loss of load expectation (LOLE) and the effecting of tie line capacity to determine the risk levels Roy Billinton Test System (RBTS) can use to evaluated the reliability indices by using the developed JADE package. The results estimated of the reliability interconnection power systems presented in this paper. The overall reliability of power system can be improved. Thus, the market becomes more concentrated against demand increasing and the generation units were operating in relation to reliability indices.

Keywords: reliability indices, load expectation, reserve margin, daily load, probability, multi-agent system

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850 Global Analysis of Modern Economic Sanctions

Authors: I. L. Yakushev

Abstract:

Economic sanctions are an integral part of the foreign policy repertoire of States. Increasingly, States and international organizations are resorting to sanctions to address a variety of issues -from fighting corruption to preventing the use of nuclear weapons. Over time, the ways in which economic sanctions have been used have changed, especially over the past two decades. In the late 1990s, the recognition of the humanitarian harm of economic sanctions and the "War on Terrorism" after the events of September 11, 2001, led to serious changes in the structure and mechanisms of their application. Questions about how these coercive tools work, when they are applied, what consequences they have, and when they are successful are still being determined by research conducted in the second half of the 20th century. The conclusions drawn from past cases of sanctions may not be fully applicable to the current sanctions policy. In the second half of the 20th century, most cases of sanctions were related to the United States, and it covered restrictions on international trade. However, over the past two decades, the European Union, the United Nations, and China have also been the main initiators of sanctions. Modern sanctions include targeted and financial restrictions and are applied against individuals, organizations, and companies. Changing the senders, targets, stakeholders, and economic instruments used in the sanctions policy has serious implications for effectiveness and results. The regulatory and bureaucratic infrastructure necessary to implement and comply with modern economic sanctions has become more reliable. This evolution of sanctions has provided the scientific community with an opportunity to study new issues of coercion and return to the old ones. The economic sanctions research program should be developed to be relevant for understanding the application of modern sanctions and their consequences.

Keywords: global analysis, economic sanctions, targeted sanctions, foreign policy, domestic policy, United Nations, European Union, USA, economic pressure

Procedia PDF Downloads 54