Search results for: generalized linear mixed model (GLMM)
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 20933

Search results for: generalized linear mixed model (GLMM)

6743 The Gasification of Acetone via Partial Oxidation in Supercritical Water

Authors: Shyh-Ming Chern, Kai-Ting Hsieh

Abstract:

Organic solvents find various applications in many industrial sectors and laboratories as dilution solvents, dispersion solvents, cleaners and even lubricants. Millions of tons of Spent Organic Solvents (SOS) are generated each year worldwide, prompting the need for more efficient, cleaner and safer methods for the treatment and resource recovery of SOS. As a result, acetone, selected as a model compound for SOS, was gasified in supercritical water to assess the feasibility of resource recovery of SOS by means of supercritical water processes. Experiments were conducted with an autoclave reactor. Gaseous product is mainly consists of H2, CO, CO2 and CH4. The effects of three major operating parameters, the reaction temperature, from 673 to 773K, the dosage of oxidizing agent, from 0.3 to 0.5 stoichiometric oxygen, and the concentration of acetone in the feed, 0.1 and 0.2M, on the product gas composition, yield and heating value were evaluated with the water density fixed at about 0.188g/ml.

Keywords: acetone, gasification, SCW, supercritical water

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6742 Residual Evaluation by Thresholding and Neuro-Fuzzy System: Application to Actuator

Authors: Y. Kourd, D. Lefebvre, N. Guersi

Abstract:

The monitoring of industrial processes is required to ensure operating conditions of industrial systems through automatic detection and isolation of faults. In this paper we propose a method of fault diagnosis based on neuro-fuzzy technique and the choice of a threshold. The validation of this method on a test bench "Actuator Electro DAMADICS Benchmark". In the first phase of the method, we construct a model represents the normal state of the system to fault detection. With residuals analysis generated and the choice of thresholds for signatures table. These signatures provide us with groups of non-detectable faults. In the second phase, we build faulty models to see the flaws in the system that are not located in the first phase.

Keywords: residuals analysis, threshold, neuro-fuzzy system, residual evaluation

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6741 Determination of Air Quality Index Using Respirable Dust Sampler

Authors: Sapan Bhatnagar, Danish Akhtar, Salman Ahmed, Asif Ekbal, Gufran Beig

Abstract:

Particulates are the solid and liquid droplets present in the atmosphere, they have serious negative effects on human health and environment. PM10 and PM2.5 are so small that they can penetrate deep into our lungs through the respiratory system. Determination of the amount of particulates present in the atmosphere per cubic meter is necessary to monitor, regulate and model atmospheric particulate levels. Air Quality Index is an index tells us how clean or polluted our air is, and what associated health effects might be a concern for us. The AQI focuses on health affects you may experience within a few hours or days after breathing polluted air. The quality rating for each pollutant was calculated. The geometric mean of these quality ratings gives the Air Quality Index. The existing concentrations of pollutants were compared with ambient air quality standards.

Keywords: air quality index, particulate, respirable dust sampler, dust sampler

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6740 Complex Decision Rules in Quality Assurance Processes for Quick Service Restaurant Industry: Human Factors Determining Acceptability

Authors: Brandon Takahashi, Marielle Hanley, Gerry Hanley

Abstract:

The large-scale quick-service restaurant industry is a complex business to manage optimally. With over 40 suppliers providing different ingredients for food preparation and thousands of restaurants serving over 50 unique food offerings across a wide range of regions, the company must implement a quality assurance process. Businesses want to deliver quality food efficiently, reliably, and successfully at a low cost that the public wants to buy. They also want to make sure that their food offerings are never unsafe to eat or of poor quality. A good reputation (and profitable business) developed over the years can be gone in an instant if customers fall ill eating your food. Poor quality also results in food waste, and the cost of corrective actions is compounded by the reduction in revenue. Product compliance evaluation assesses if the supplier’s ingredients are within compliance with the specifications of several attributes (physical, chemical, organoleptic) that a company will test to ensure that a quality, safe to eat food is given to the consumer and will deliver the same eating experience in all parts of the country. The technical component of the evaluation includes the chemical and physical tests that produce numerical results that relate to shelf-life, food safety, and organoleptic qualities. The psychological component of the evaluation includes organoleptic, which is acting on or involving the use of the sense organs. The rubric for product compliance evaluation has four levels: (1) Ideal: Meeting or exceeding all technical (physical and chemical), organoleptic, & psychological specifications. (2) Deviation from ideal but no impact on quality: Not meeting or exceeding some technical and organoleptic/psychological specifications without impact on consumer quality and meeting all food safety requirements (3) Acceptable: Not meeting or exceeding some technical and organoleptic/psychological specifications resulting in reduction of consumer quality but not enough to lessen demand and meeting all food safety requirements (4) Unacceptable: Not meeting food safety requirements, independent of meeting technical and organoleptic specifications or meeting all food safety requirements but product quality results in consumer rejection of food offering. Sampling of products and consumer tastings within the distribution network is a second critical element of the quality assurance process and are the data sources for the statistical analyses. Each finding is not independently assessed with the rubric. For example, the chemical data will be used to back up/support any inferences on the sensory profiles of the ingredients. Certain flavor profiles may not be as apparent when mixed with other ingredients, which leads to weighing specifications differentially in the acceptability decision. Quality assurance processes are essential to achieve that balance of quality and profitability by making sure the food is safe and tastes good but identifying and remediating product quality issues before they hit the stores. Comprehensive quality assurance procedures implement human factors methodologies, and this report provides recommendations for systemic application of quality assurance processes for quick service restaurant services. This case study will review the complex decision rubric and evaluate processes to ensure the right balance of cost, quality, and safety is achieved.

Keywords: decision making, food safety, organoleptics, product compliance, quality assurance

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6739 Electrical Degradation of GaN-based p-channel HFETs Under Dynamic Electrical Stress

Authors: Xuerui Niu, Bolin Wang, Xinchuang Zhang, Xiaohua Ma, Bin Hou, Ling Yang

Abstract:

The application of discrete GaN-based power switches requires the collaboration of silicon-based peripheral circuit structures. However, the packages and interconnection between the Si and GaN devices can introduce parasitic effects to the circuit, which has great impacts on GaN power transistors. GaN-based monolithic power integration technology is an emerging solution which can improve the stability of circuits and allow the GaN-based devices to achieve more functions. Complementary logic circuits consisting of GaN-based E-mode p-channel heterostructure field-effect transistors (p-HFETs) and E-mode n-channel HEMTs can be served as the gate drivers. E-mode p-HFETs with recessed gate have attracted increasing interest because of the low leakage current and large gate swing. However, they suffer from a poor interface between the gate dielectric and polarized nitride layers. The reliability of p-HFETs is analyzed and discussed in this work. In circuit applications, the inverter is always operated with dynamic gate voltage (VGS) rather than a constant VGS. Therefore, dynamic electrical stress has been simulated to resemble the operation conditions for E-mode p-HFETs. The dynamic electrical stress condition is as follows. VGS is a square waveform switching from -5 V to 0 V, VDS is fixed, and the source grounded. The frequency of the square waveform is 100kHz with the rising/falling time of 100 ns and duty ratio of 50%. The effective stress time is 1000s. A number of stress tests are carried out. The stress was briefly interrupted to measure the linear IDS-VGS, saturation IDS-VGS, As VGS switches from -5 V to 0 V and VDS = 0 V, devices are under negative-bias-instability (NBI) condition. Holes are trapped at the interface of oxide layer and GaN channel layer, which results in the reduction of VTH. The negative shift of VTH is serious at the first 10s and then changes slightly with the following stress time. However, different phenomenon is observed when VDS reduces to -5V. VTH shifts negatively during stress condition, and the variation in VTH increases with time, which is different from that when VDS is 0V. Two mechanisms exists in this condition. On the one hand, the electric field in the gate region is influenced by the drain voltage, so that the trapping behavior of holes in the gate region changes. The impact of the gate voltage is weakened. On the other hand, large drain voltage can induce the hot holes generation and lead to serious hot carrier stress (HCS) degradation with time. The poor-quality interface between the oxide layer and GaN channel layer at the gate region makes a major contribution to the high-density interface traps, which will greatly influence the reliability of devices. These results emphasize that the improved etching and pretreatment processes needs to be developed so that high-performance GaN complementary logics with enhanced stability can be achieved.

Keywords: GaN-based E-mode p-HFETs, dynamic electric stress, threshold voltage, monolithic power integration technology

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6738 First Principle Calculation of The Magnetic Properties of Mn-doped 6H-SiC

Authors: M. Al Azri, M. Elzain, K. Bouziane, S. M. Chérif

Abstract:

The electronic and magnetic properties of 6H-SiC with Mn impurities have been calculated using ab-initio calculations. Various configurations of Mn sites and Si and C vacancies were considered. The magnetic coupling between the two Mn atoms at substitutional and interstitials sites with and without vacancies is studied as a function of Mn atoms interatomic distance. It was found that the magnetic interaction energy decreases with increasing distance between the magnetic atoms. The energy levels appearing in the band gap due to vacancies and due to Mn impurities are determined. The calculated DOS’s are used to analyze the nature of the exchange interaction between the impurities. The band coupling model based on the p-d and d-d level repulsions between Mn and SiC has been used to describe the magnetism observed in each configuration. Furthermore, the impacts of applying U to Mn-d orbital on the magnetic moment have also been investigated. The results are used to understand the experimental data obtained on Mn- 6H-SiC (as-implanted and as –annealed) for various Mn concentration (CMn = 0.7%, 1.6%, 7%).

Keywords: ab-initio calculations, diluted magnetic semiconductors, magnetic properties, silicon carbide

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6737 Psychological and Ethical Factors in African American Custody Litigation

Authors: Brian Carey Sims

Abstract:

The current study examines psychological factors relevant to child custody litigation among African American fathers. Thirty-seven fathers engaged in various stages of custody litigation involving their children were surveyed about their perceptions of racial stereotypes, parental motivations, and racialized dynamics of the court/ legal process. Data were analyzed using a Critical Race Theory model designed to statistically isolate fathers’ perceptions of the existence and maintenance of structural racism through the legal process. Results indicate significant correlations between fathers’ psychological measures and structural outcomes of their cases. Findings are discussed in terms of ethical implications for family court judicial systems and attorney practice.

Keywords: ethics, family, legal psychology, policy, race

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6736 Multilayer System of Thermosetting Polymers and Specific Confining, Application to the Walls of the Hospital Unit

Authors: M. Bouzid, A. Djadi, C. Aribi, A. Irekti, B. Bezzazi, F. Halouene

Abstract:

The nature of materials structuring our health institutions promote the development of germs. The sustainability of nosocomial infections remains significant (12% and 15%). One of the major factors is the portland cement which is brittle and porous. As part of a national plan to fight nosocomial infections, led by the University Hospital of Blida, we opted for a composite coating, application by multilayer model, composed of epoxy-polyester resin as a binder and calcium carbonate as mineral fillers. The application of composite materials reinforce the wall coating of hospital units and eliminates the hospital infectious areas. The resistance to impact, chemicals, raising temperature and to a biologically active environment gives satisfactory results.

Keywords: nosocomial infection, microbial load, composite materials, portland cement

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6735 Between Leader-Member Exchange and Toxic Leadership: A Theoretical Review

Authors: Aldila Dyas Nurfitri

Abstract:

Nowadays, leadership has became the one of main issues in forming organization groups even countries. The concept of a social contract between the leaders and subordinates become one of the explanations for the leadership process. The interests of the two parties are not always the same, but they must work together to achieve both goals. Based on the concept at the previous it comes “The Leader Member Exchange Theory”—well known as LMX Theory, which assumes that leadership is a process of social interaction interplay between the leaders and their subordinates. High-quality LMX relationships characterized by a high carrying capacity, informal supervision, confidence, and power negotiation enabled, whereas low-quality LMX relationships are described by low support, large formal supervision, less or no participation of subordinates in decision-making, and less confidence as well as the attention of the leader Application of formal supervision system in a low LMX behavior was in line with strict controls on toxic leadership model. Leaders must be able to feel toxic control all aspects of the organization every time. Leaders with this leadership model does not give autonomy to the staff. This behavior causes stagnation and make a resistant organizational culture in an organization. In Indonesia, the pattern of toxic leadership later evolved into a dysfunctional system that is growing rapidly. One consequence is the emergence of corrupt behavior. According to Kellerman, corruption is defined as a pattern and some subordinates behave lie, cheat or steal to a degree that goes beyond the norm, they put self-interest than the common good.According to the corruption data in Indonesia based on the results of ICW research on 2012 showed that the local government sector ranked first with 177 cases. Followed by state or local enterprises as much as 41 cases. LMX is defined as the quality of the relationship between superiors and subordinates are implications for the effectiveness and progress of the organization. The assumption of this theory that leadership as a process of social interaction interplay between the leaders and his followers are characterized by a number of dimensions, such as affection, loyalty, contribution, and professional respect. Meanwhile, the toxic leadership is dysfunctional leadership in organization that is led by someone with the traits are not able to adjust, do not have integrity, malevolent, evil, and full of discontent marked by a number of characteristics, such as self-centeredness, exploiting others, controlling behavior, disrespecting others, suppress innovation and creativity of employees, and inadequate emotional intelligence. The leaders with some characteristics, such as high self-centeredness, exploiting others, controlling behavior, and disrespecting others, tends to describe a low LMX relationships directly with subordinates compared with low self-centeredness, exploiting others, controlling behavior, and disrespecting others. While suppress innovation and creativity of employees aspect and inadequate emotional intelligence, tend not to give direct effect to the low quality of LMX.

Keywords: leader-member exchange, toxic leadership, leadership

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6734 Multivariate Dependent Frequency-Severity Modeling of Insurance Claims: A Vine Copula Approach

Authors: Islem Kedidi, Rihab Bedoui Bensalem, Faysal Manssouri

Abstract:

In traditional models of insurance data, the number and size of claims are assumed to be independent. Relaxing the independence assumption, this article explores the Vine copula to model dependence structure between multivariate frequency and average severity of insurance claim. To illustrate this approach, we use the Wisconsin local government property insurance fund which offers several insurance protections for motor vehicles, property and contractor’s equipment claims. Results show that the C-vine copula can better characterize the multivariate dependence structure between frequency and severity. Furthermore, we find significant dependencies especially between frequency and average severity among different coverage types.

Keywords: dependency modeling, government insurance, insurance claims, vine copula

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6733 An Automated Sensor System for Cochlear Implants Electrode Array Insertion

Authors: Lei Hou, Xinli Du, Nikolaos Boulgouris

Abstract:

A cochlear implant, referred to as a CI, is a small electronic device that can provide direct electrical stimulation to the auditory nerve. During cochlear implant surgery, atraumatic electrode array insertion is considered to be a crucial step. However, during implantation, the mechanical behaviour of an electrode array inside the cochlea is not known. The behaviour of an electrode array inside of the cochlea is hardly identified by regular methods. In this study, a CI electrode array capacitive sensor system is proposed. It is able to automatically determine the array state as a result of the capacitance variations. Instead of applying sensors to the electrode array, the capacitance information from the electrodes will be gathered and analysed. Results reveal that this sensing method is capable of recognising different states when fed into a pre-shaped model.

Keywords: cochlear implant, electrode, hearing preservation, insertion force, capacitive sensing

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6732 Executive Stock Options, Business Ethics and Financial Reporting Quality

Authors: Philemon Rakoto

Abstract:

This paper tests the improvement of financial reporting quality when firms award stock options to their executives. The originality of this study is that we introduce the moderating effect of business ethics in the model. The sample is made up of 116 Canadian high-technology firms with available data for the fiscal year ending in 2012. We define the quality of financial reporting as the value relevance of accounting information as developed by Ohlson. Our results show that executive stock option award alone does not improve the quality of financial reporting. Rather, the quality improves when a firm awards stock options to its executives and investors perceive that the level of business ethics in that firm is high.

Keywords: business ethics, Canada, high-tech firms, stock options, value relevance

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6731 Modeling of Historical Lime Masonry Structure in Abaqus

Authors: Ram Narayan Khare, Adhyatma Khare, Aradhna Shrivastava

Abstract:

In this study, numerical modeling of ‘Lime Surkhi’ masonry building has been carried out for a prototype ancient building situated at seismic zone III using the Finite Element Method by Abaqus software. The model is designed in order to get the failure envelope and then decide the best method of retrofitting the structure so that the structure is made to withstand more decades, given its historical background. Previously, due to a lack of technologies, it was difficult to determine the mode of failure. Present technological development can predict the mode of failure, and subsequently, the structure can be refabricated accordingly. The study makes an important addition to the understanding of retrofitting ancient and old buildings based on the results of FEM modeling.

Keywords: seismic retrofitting, Abaqus, FEM, historic building, Lime Surkhi masonry

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6730 Neural Network Motion Control of VTAV by NARMA-L2 Controller for Enhanced Situational Awareness

Authors: Igor Astrov, Natalya Berezovski

Abstract:

This paper focuses on a critical component of the situational awareness (SA), the control of autonomous vertical flight for vectored thrust aerial vehicle (VTAV). With the SA strategy, we proposed a neural network motion control procedure to address the dynamics variation and performance requirement difference of flight trajectory for a VTAV. This control strategy with using of NARMA-L2 neurocontroller for chosen model of VTAV has been verified by simulation of take-off and forward maneuvers using software package Simulink and demonstrated good performance for fast stabilization of motors, consequently, fast SA with economy in energy can be asserted during search-and-rescue operations.

Keywords: NARMA-L2 neurocontroller, situational awareness, vectored thrust aerial vehicle, aviation

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6729 Resilience Building, the Case of Dire Dawa Community, Ethiopia

Authors: Getachew Demesa Bexa

Abstract:

Building resilience to withstand extreme weather events through reduction and mitigation measures towards predicted disasters with appropriate contingency plans complemented by timely and effective emergency response demands committed and integrated/coordinated efforts. The 2006 flood disaster that claimed more than 200 people in Dire Dawa town shifted the paradigm from reactive to proactive engagement among government, NGOs and communities to contain future disasters through resilience building. Dire Dawa CMDRR Association is a model community organization that demonstrated the basic minimum and turning adversity into opportunity by mobilizing vulnerable community members. Meanwhile the birth of African Centre for Disaster Risk Management is a milestone in changing the image of the country and beyond in resilience building while linking relief and development.

Keywords: Dire Dawa, disaster, resilience, risk management

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6728 The New World Kirkpatrick Model as an Evaluation Tool for a Publication Writing Programme

Authors: Eleanor Nel

Abstract:

Research output is an indicator of institutional performance (and quality), resulting in increased pressure on academic institutions to perform in the research arena. Research output is further utilised to obtain research funding. Resultantly, academic institutions face significant pressure from governing bodies to provide evidence on the return for research investments. Research output has thus become a substantial discourse within institutions, mainly due to the processes linked to evaluating research output and the associated allocation of research funding. This focus on research outputs often surpasses the development of robust, widely accepted tools to additionally measure research impact at institutions. A publication writing programme, for enhancing research output, was launched at a South African university in 2011. Significant amounts of time, money, and energy have since been invested in the programme. Although participants provided feedback after each session, no formal review was conducted to evaluate the research output directly associated with the programme. Concerns in higher education about training costs, learning results, and the effect on society have increased the focus on value for money and the need to improve training, research performance, and productivity. Furthermore, universities rely on efficient and reliable monitoring and evaluation systems, in addition to the need to demonstrate accountability. While publishing does not occur immediately, achieving a return on investment from the intervention is critical. A multi-method study, guided by the New World Kirkpatrick Model (NWKM), was conducted to determine the impact of the publication writing programme for the period of 2011 to 2018. Quantitative results indicated a total of 314 academics participating in 72 workshops over the study period. To better understand the quantitative results, an open-ended questionnaire and semi-structured interviews were conducted with nine participants from a particular faculty as a convenience sample. The purpose of the research was to collect information to develop a comprehensive framework for impact evaluation that could be used to enhance the current design and delivery of the programme. The qualitative findings highlighted the critical role of a multi-stakeholder strategy in strengthening support before, during, and after a publication writing programme to improve the impact and research outputs. Furthermore, monitoring on-the-job learning is critical to ingrain the new skills academics have learned during the writing workshops and to encourage them to be accountable and empowered. The NWKM additionally provided essential pointers on how to link the results more effectively from publication writing programmes to institutional strategic objectives to improve research performance and quality, as well as what should be included in a comprehensive evaluation framework.

Keywords: evaluation, framework, impact, research output

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6727 Total Quality Management in Companies Manufacturing

Authors: Malki Nadia Fatima Zahra, Kellal Cheimaa, Brahimi Houria

Abstract:

Aim of the study is to show the role of total Quality Management on firm performance; the research relied on the views of sample managers working in the Marinel pharmaceutical company. The research aims to achieve many objectives, including increasing awareness of the concepts of Total Quality Management on Firm Performance, especially in the manufacturing firm, providing a future vision of the possibility of success, and the actual application of the Principles of Total Quality Management in the manufacturing company. The research adopted a default model was built after a review and analysis of the literature review in the context of one hypothesis main points at the origin of a group of sub-hypotheses. The research presented a set of conclusions, and the most important of these conclusions was there is a relationship between the Principles of TQM and Firm Performance.

Keywords: total quality management, TQM dimension, firm performance, strategies

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6726 Separation of Mercury(Ii) from Petroleum Produced Water via Hollow Fiber Supported Liquid Membrane and Mass Transfer Modeling

Authors: Srestha Chaturabul, Wanchalerm Srirachat, Thanaporn Wannachod, Prakorn Ramakul, Ura Pancharoen, Soorathep Kheawhom

Abstract:

The separation of mercury(II) from petroleum-produced water from the Gulf of Thailand was carried out using a hollow fiber supported liquid membrane system (HFSLM). Optimum parameters for feed pretreatment were 0.2 M HCl, 4% (v/v) Aliquat 336 for extractant and 0.1 M thiourea for stripping solution. The best percentage obtained for extraction was 99.73% and for recovery 90.11%, respectively. The overall separation efficiency noted was 94.92% taking account of both extraction and recovery prospects. The model for this separation developed along a combined flux principle i.e. convection–diffusion–kinetic. The results showed excellent agreement with theoretical data at an average standard deviation of 1.5% and 1.8%, respectively.

Keywords: separation, mercury(ii), petroleum produced water, hollow fiber, liquid membrane

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6725 Lean Healthcare: Barriers and Enablers in the Colombian Context

Authors: Erika Ruiz, Nestor Ortiz

Abstract:

Lean philosophy has evolved over time and has been implemented both in manufacturing and services, more recently lean has been integrated in the companies of the health sector. Currently it is important to understand the successful way to implement this philosophy and try to identify barriers and enablers to the sustainability of lean healthcare. The main purpose of this research is to identify the barriers and enablers in the implementation of Lean Healthcare based on case studies of Colombian healthcare centers. In order to do so, we conducted semi-structured interviews based on a maturity model. The main results indicate that the success of Lean implementation depends on its adaptation to contextual factors. In addition, in the Colombian context were identified new factors such as organizational culture, management models, integration of the care and administrative departments and triple helix relationship.

Keywords: barriers, enablers, implementation, lean healthcare, sustainability

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6724 Heterogeneous Artifacts Construction for Software Evolution Control

Authors: Mounir Zekkaoui, Abdelhadi Fennan

Abstract:

The software evolution control requires a deep understanding of the changes and their impact on different system heterogeneous artifacts. And an understanding of descriptive knowledge of the developed software artifacts is a prerequisite condition for the success of the evolutionary process. The implementation of an evolutionary process is to make changes more or less important to many heterogeneous software artifacts such as source code, analysis and design models, unit testing, XML deployment descriptors, user guides, and others. These changes can be a source of degradation in functional, qualitative or behavioral terms of modified software. Hence the need for a unified approach for extraction and representation of different heterogeneous artifacts in order to ensure a unified and detailed description of heterogeneous software artifacts, exploitable by several software tools and allowing to responsible for the evolution of carry out the reasoning change concerned.

Keywords: heterogeneous software artifacts, software evolution control, unified approach, meta model, software architecture

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6723 The Properties of Risk-based Approaches to Asset Allocation Using Combined Metrics of Portfolio Volatility and Kurtosis: Theoretical and Empirical Analysis

Authors: Maria Debora Braga, Luigi Riso, Maria Grazia Zoia

Abstract:

Risk-based approaches to asset allocation are portfolio construction methods that do not rely on the input of expected returns for the asset classes in the investment universe and only use risk information. They include the Minimum Variance Strategy (MV strategy), the traditional (volatility-based) Risk Parity Strategy (SRP strategy), the Most Diversified Portfolio Strategy (MDP strategy) and, for many, the Equally Weighted Strategy (EW strategy). All the mentioned approaches were based on portfolio volatility as a reference risk measure but in 2023, the Kurtosis-based Risk Parity strategy (KRP strategy) and the Minimum Kurtosis strategy (MK strategy) were introduced. Understandably, they used the fourth root of the portfolio-fourth moment as a proxy for portfolio kurtosis to work with a homogeneous function of degree one. This paper contributes mainly theoretically and methodologically to the framework of risk-based asset allocation approaches with two steps forward. First, a new and more flexible objective function considering a linear combination (with positive coefficients that sum to one) of portfolio volatility and portfolio kurtosis is used to alternatively serve a risk minimization goal or a homogeneous risk distribution goal. Hence, the new basic idea consists in extending the achievement of typical risk-based approaches’ goals to a combined risk measure. To give the rationale behind operating with such a risk measure, it is worth remembering that volatility and kurtosis are expressions of uncertainty, to be read as dispersion of returns around the mean and that both preserve adherence to a symmetric framework and consideration for the entire returns distribution as well, but also that they differ from each other in that the former captures the “normal” / “ordinary” dispersion of returns, while the latter is able to catch the huge dispersion. Therefore, the combined risk metric that uses two individual metrics focused on the same phenomena but differently sensitive to its intensity allows the asset manager to express, in the context of an objective function by varying the “relevance coefficient” associated with the individual metrics, alternatively, a wide set of plausible investment goals for the portfolio construction process while serving investors differently concerned with tail risk and traditional risk. Since this is the first study that also implements risk-based approaches using a combined risk measure, it becomes of fundamental importance to investigate the portfolio effects triggered by this innovation. The paper also offers a second contribution. Until the recent advent of the MK strategy and the KRP strategy, efforts to highlight interesting properties of risk-based approaches were inevitably directed towards the traditional MV strategy and SRP strategy. Previous literature established an increasing order in terms of portfolio volatility, starting from the MV strategy, through the SRP strategy, arriving at the EQ strategy and provided the mathematical proof for the “equalization effect” concerning marginal risks when the MV strategy is considered, and concerning risk contributions when the SRP strategy is considered. Regarding the validity of similar conclusions when referring to the MK strategy and KRP strategy, the development of a theoretical demonstration is still pending. This paper fills this gap.

Keywords: risk parity, portfolio kurtosis, risk diversification, asset allocation

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6722 Evaluation of Physical Parameters and in-Vitro and in-Vivo Antidiabetic Activity of a Selected Combined Medicinal Plant Extracts Mixture

Authors: S. N. T. I. Sampath, J. M. S. Jayasinghe, A. P. Attanayake, V. Karunaratne

Abstract:

Diabetes mellitus is one of the major public health posers throughout the world today that incidence and associated with increasing mortality. Insufficient regulation of the blood glucose level might be serious effects for health and its necessity to identify new therapeutics that have ability to reduce hyperglycaemic condition in the human body. Even though synthetic antidiabetic drugs are more effective to control diabetes mellitus, there are considerable side effects have been reported. Thus, there is an increasing demand for searching new natural products having high antidiabetic activity with lesser side effects. The purposes of the present study were to evaluate different physical parameters and in-vitro and in-vivo antidiabetic potential of the selected combined medicinal plant extracts mixture composed of leaves of Murraya koenigii, cloves of Allium sativum, fruits of Garcinia queasita and seeds of Piper nigrum. The selected plants parts were mixed and ground together and extracted sequentially into the hexane, ethyl acetate and methanol. Solvents were evaporated and they were further dried by freeze-drying to obtain a fine powder of each extract. Various physical parameters such as moisture, total ash, acid insoluble ash and water soluble ash were evaluated using standard test procedures. In-vitro antidiabetic activity of combined plant extracts mixture was screened using enzyme assays such as α-amylase inhibition assay and α-glucosidase inhibition assay. The acute anti-hyperglycaemic activity was performed using oral glucose tolerance test for the streptozotocin induced diabetic Wistar rats to find out in-vivo antidiabetic activity of combined plant extracts mixture and it was assessed through total oral glucose tolerance curve (TAUC) values. The percentage of moisture content, total ash content, acid insoluble ash content and water soluble ash content were ranged of 7.6-17.8, 8.1-11.78, 0.019-0.134 and 6.2-9.2 respectively for the plant extracts and those values were less than standard values except the methanol extract. The hexane and ethyl acetate extracts exhibited highest α-amylase (IC50 = 25.7 ±0.6; 27.1 ±1.2 ppm) and α-glucosidase (IC50 = 22.4 ±0.1; 33.7 ±0.2 ppm) inhibitory activities than methanol extract (IC50 = 360.2 ±0.6; 179.6 ±0.9 ppm) when compared with the acarbose positive control (IC50 = 5.7 ±0.4; 17.1 ±0.6 ppm). The TAUC values for hexane, ethyl acetate, and methanol extracts and glibenclamide (positive control) treated rats were 8.01 ±0.66; 8.05 ±1.07; 8.40±0.50; 5.87 ±0.93 mmol/L.h respectively, whereas in diabetic control rats the TAUC value was 13.22 ±1.07 mmol/L.h. Administration of plant extracts treated rats significantly suppressed (p<0.05) the rise in plasma blood glucose levels compared to control rats but less significant than glibenclamide. The obtained results from in-vivo and in-vitro antidiabetic study showed that the hexane and ethyl acetate extracts of selected combined plant mixture might be considered as a potential source to isolate natural antidiabetic agents and physical parameters of hexane and ethyl acetate extracts will helpful to develop antidiabetic drug with further standardize properties.

Keywords: diabetes mellitus, in-vitro antidiabetic assays, medicinal plants, standardization

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6721 Stability Analysis of a Low Power Wind Turbine for the Simultaneous Generation of Energy through Two Electric Generators

Authors: Daniel Icaza, Federico Córdova, Chiristian Castro, Fernando Icaza, Juan Portoviejo

Abstract:

In this article, the mathematical model is presented, and simulations were carried out using specialized software such as MATLAB before the construction of a 900-W wind turbine. The present study was conducted with the intention of taking advantage of the rotation of the blades of the wind generator after going through a process of amplification of speed by means of a system of gears to finally mechanically couple two electric generators of similar characteristics. This coupling allows generating a maximum voltage of 6 V in DC for each generator and putting in series the 12 V DC is achieved, which is later stored in batteries and used when the user requires it. Laboratory tests were made to verify the level of power generation produced based on the wind speed at the entrance of the blades.

Keywords: smart grids, wind turbine, modeling, renewable energy, robust control

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6720 Swelling Behavior of Cross-Linked Poly (2-hydroxyethyl methacrylate)

Authors: Salah Hamri, Tewfik Bouchaour, Ulrich Maschke

Abstract:

The aim of this works is the study of swelling ratio of cross-linked polymer networks poly (2-hydroxyethyl methacrylate) (PHEMA). The system composed of erythrosine and Triethanolamine, in aqueous medium, is used as photo-initiator and 1,6-Hexanediol diacrylate as cross-linker. The analysis of UV-visible and infrared spectra, which were taken at different times during polymerization/cross linking, makes it possible to obtain useful information on the reaction mechanism. The swelling behavior was study by changing the nature of solvent, dye sensitizer (erythrosine, rose Bengal and eosin), and pH of the medium. The exploitation of experimental results using Fick diffusion model is also expected and shows a good correlation between theoretical and experimental results.

Keywords: cross-linker, photo-sensitizer, polymer network, swelling ratio

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6719 A Comparative Approach for Modeling the Toxicity of Metal Mixtures in Two Ecologically Related Three-Spined (Gasterosteus aculeatus L.) And Nine-Spined (Pungitius pungitius L.) Sticklebacks

Authors: Tomas Makaras

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Sticklebacks (Gasterosteiformes) are increasingly used in ecological and evolutionary research and become well-established role as model species for biologists. However, ecotoxicology studies concerning behavioural effects in sticklebacks regarding stress responses, mainly induced by chemical mixtures, have hardly been addressed. Moreover, although many authors in their studies emphasised the similarity between three-spined and nine-spined stickleback in morphological, neuroanatomical and behavioural adaptations to environmental changes, several comparative studies have revealed considerable differences between these species in and their susceptibility and resistance to variousstressors in laboratory experiments. The hypothesis of this study was that three-spined and nine-spined stickleback species will demonstrate apparent differences in response patterns and sensitivity to metal-based chemicals stimuli. For this purpose, we investigated the swimming behaviour (including mortality rate based on 96-h LC50 values) of two ecologically similar three-spined (Gasterosteusaculeatus) and nine-spined sticklebacks (Pungitiuspungitius) to short-term (up to 24 h) metal mixture (MIX) exposure. We evaluated the relevance and efficacy of behavioural responses of test species in the early toxicity assessment of chemical mixtures. Fish exposed to six (Zn, Pb, Cd, Cu, Ni and Cr) metals in the mixture were either singled out by the Water Framework Directive as priority or as relevant substances in surface water, which was prepared according to the environmental quality standards (EQSs) of these metals set for inland waters in the European Union (EU) (Directive 2013/39/EU). Based on acute toxicity results, G. aculeatus found to be slightly (1.4-fold) more tolerant of MIX impact than those of P. pungitius specimens. The performed behavioural analysis showed the main effect on the interaction between time, species and treatment variables. Although both species exposed to MIX revealed a decreasing tendency in swimming activity, these species’ responsiveness to MIX was somewhat different. Substantial changes in the activity of G. aculeatus were established after 3-h exposure to MIX solutions, which was 1.43-fold lower, while in the case of P. pungitius, 1.96-fold higher than established 96-h LC50 values for each species. This study demonstrated species-specific differences in response sensitivity to metal-based water pollution, indicating behavioural insensitivity of P. pungitiuscompared to G. aculeatus. While many studies highlight the usefulness and suitability of nine-spined sticklebacks for evolutionary and ecological research, attested by their increasing popularity in these fields, great caution must be exercised when using them as model species in ecotoxicological research to probe metal contamination. Meanwhile, G. aculeatus showed to be a promising bioindicator species in the environmental ecotoxicology field.

Keywords: acute toxicity, comparative behaviour, metal mixture, swimming activity

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6718 Hydrographic Mapping Based on the Concept of Fluvial-Geomorphological Auto-Classification

Authors: Jesús Horacio, Alfredo Ollero, Víctor Bouzas-Blanco, Augusto Pérez-Alberti

Abstract:

Rivers have traditionally been classified, assessed and managed in terms of hydrological, chemical and / or biological criteria. Geomorphological classifications had in the past a secondary role, although proposals like River Styles Framework, Catchment Baseline Survey or Stroud Rural Sustainable Drainage Project did incorporate geomorphology for management decision-making. In recent years many studies have been attracted to the geomorphological component. The geomorphological processes and their associated forms determine the structure of a river system. Understanding these processes and forms is a critical component of the sustainable rehabilitation of aquatic ecosystems. The fluvial auto-classification approach suggests that a river is a self-built natural system, with processes and forms designed to effectively preserve their ecological function (hydrologic, sedimentological and biological regime). Fluvial systems are formed by a wide range of elements with multiple non-linear interactions on different spatial and temporal scales. Besides, the fluvial auto-classification concept is built using data from the river itself, so that each classification developed is peculiar to the river studied. The variables used in the classification are specific stream power and mean grain size. A discriminant analysis showed that these variables are the best characterized processes and forms. The statistical technique applied allows to get an individual discriminant equation for each geomorphological type. The geomorphological classification was developed using sites with high naturalness. Each site is a control point of high ecological and geomorphological quality. The changes in the conditions of the control points will be quickly recognizable, and easy to apply a right management measures to recover the geomorphological type. The study focused on Galicia (NW Spain) and the mapping was made analyzing 122 control points (sites) distributed over eight river basins. In sum, this study provides a method for fluvial geomorphological classification that works as an open and flexible tool underlying the fluvial auto-classification concept. The hydrographic mapping is the visual expression of the results, such that each river has a particular map according to its geomorphological characteristics. Each geomorphological type is represented by a particular type of hydraulic geometry (channel width, width-depth ratio, hydraulic radius, etc.). An alteration of this geometry is indicative of a geomorphological disturbance (whether natural or anthropogenic). Hydrographic mapping is also dynamic because its meaning changes if there is a modification in the specific stream power and/or the mean grain size, that is, in the value of their equations. The researcher has to check annually some of the control points. This procedure allows to monitor the geomorphology quality of the rivers and to see if there are any alterations. The maps are useful to researchers and managers, especially for conservation work and river restoration.

Keywords: fluvial auto-classification concept, mapping, geomorphology, river

Procedia PDF Downloads 360
6717 OFDM Radar for High Accuracy Target Tracking

Authors: Mahbube Eghtesad

Abstract:

For a number of years, the problem of simultaneous detection and tracking of a target has been one of the most relevant and challenging issues in a wide variety of military and civilian systems. We develop methods for detecting and tracking a target using an orthogonal frequency division multiplexing (OFDM) based radar. As a preliminary step we introduce the target trajectory and Gaussian noise model in discrete time form. Then resorting to match filter and Kalman filter we derive a detector and target tracker. After that we propose an OFDM radar in order to achieve further improvement in tracking performance. The motivation for employing multiple frequencies is that the different scattering centers of a target resonate differently at each frequency. Numerical examples illustrate our analytical results, demonstrating the achieved performance improvement due to the OFDM signaling method.

Keywords: matched filter, target trashing, OFDM radar, Kalman filter

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6716 Centralized Peak Consumption Smoothing Revisited for Habitat Energy Scheduling

Authors: M. Benbouzid, Q. Bresson, A. Duclos, K. Longo, Q. Morel

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Currently, electricity suppliers must predict the consumption of their customers in order to deduce the power they need to produce. It is, then, important in a first step to optimize household consumption to obtain more constant curves by limiting peaks in energy consumption. Here centralized real time scheduling is proposed to manage the equipment's starting in parallel. The aim is not to exceed a certain limit while optimizing the power consumption across a habitat. The Raspberry Pi is used as a box; this scheduler interacts with the various sensors in 6LoWPAN. At the scale of a single dwelling, household consumption decreases, particularly at times corresponding to the peaks. However, it would be wiser to consider the use of a residential complex so that the result would be more significant. So, the ceiling would no longer be fixed. The scheduling would be done on two scales, firstly, per dwelling, and secondly, at the level of a residential complex.

Keywords: smart grid, energy box, scheduling, Gang Model, energy consumption, energy management system, wireless sensor network

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6715 A Numerical and Experimental Analysis of the Performance of a Combined Solar Unit for Air Conditioning and Water Desalination

Authors: Zied Guidara, Alexander Morgenstern, Aref Younes Maalej

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In this paper, a desiccant solar unit for air conditioning and desalination is presented first. Secondly, a dynamic modelling study of the desiccant wheel is developed. After that, a simulation study and an experimental investigation of the behaviour of desiccant wheel are developed. The experimental investigation is done in the chamber of commerce in Freiburg-Germany. Indeed, the variations of calculated and measured temperatures and specific humidity of dehumidified and rejected air are presented where a good agreement is found when comparing the model predictions with experimental data under the considered range of operating conditions. Finally, the study of the compartments of desalination and water condensation shows that the unit can produce an acceptable quantity of water at the same time of the air conditioning operation.

Keywords: air conditioning, desalination, condensation, design, desiccant wheel

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6714 Enhancing Technical Trading Strategy on the Bitcoin Market using News Headlines and Language Models

Authors: Mohammad Hosein Panahi, Naser Yazdani

Abstract:

we present a technical trading strategy that leverages the FinBERT language model and financial news analysis with a focus on news related to a subset of Nasdaq 100 stocks. Our approach surpasses the baseline Range Break-out strategy in the Bitcoin market, yielding a remarkable 24.8% increase in the win ratio for all Friday trades and an impressive 48.9% surge in short trades specifically on Fridays. Moreover, we conduct rigorous hypothesis testing to establish the statistical significance of these improvements. Our findings underscore considerable potential of our NLP-driven approach in enhancing trading strategies and achieving greater profitability within financial markets.

Keywords: quantitative finance, technical analysis, bitcoin market, NLP, language models, FinBERT, technical trading

Procedia PDF Downloads 56