Search results for: energy demand model

Authors: Massimiliano Frezza, Sergio Bianchi, Augusto Pianese

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The relation between stock price volatility and trading volume represents a controversial issue which has received a remarkable attention over the past decades. In fact, an extensive literature shows a positive relation between price volatility and trading volume in the financial markets, but the causal relationship which originates such association is an open question, from both a theoretical and empirical point of view. In this regard, various models, which can be considered as complementary rather than competitive, have been introduced to explain this relationship. They include the long debated Mixture of Distributions Hypothesis (MDH); the Sequential Arrival of Information Hypothesis (SAIH); the Dispersion of Beliefs Hypothesis (DBH); the Noise Trader Hypothesis (NTH). In this work, we analyze whether stock market efficiency can explain the diversity of results achieved during the years. For this purpose, we propose an alternative measure of market efficiency, based on the pointwise regularity of a stochastic process, which is the Hurst–H¨older dynamic exponent. In particular, we model the stock market by means of the multifractional Brownian motion (mBm) that displays the property of a time-changing regularity. Mostly, such models have in common the fact that they locally behave as a fractional Brownian motion, in the sense that their local regularity at time t0 (measured by the local Hurst–H¨older exponent in a neighborhood of t0 equals the exponent of a fractional Brownian motion of parameter H(t0)). Assuming that the stock price follows an mBm, we introduce and theoretically justify the Hurst–H¨older dynamical exponent as a measure of market efficiency. This allows to measure, at any time t, markets’ departures from the martingale property, i.e. from efficiency as stated by the Efficient Market Hypothesis. This approach is applied to financial markets; using data for the SP500 index from 1978 to 2017, on the one hand we find that when efficiency is not accounted for, a positive contemporaneous relationship emerges and is stable over time. Conversely, it disappears as soon as efficiency is taken into account. In particular, this association is more pronounced during time frames of high volatility and tends to disappear when market becomes fully efficient.

Keywords: volume–volatility relationship, efficient market hypothesis, martingale model, Hurst–Hölder exponent

Procedia PDF Downloads 74

Authors: Manh-Dung Ho, Van-Giap Pham, Van-Doanh Ho, Quang-Thien Tran, Tuan-Anh Tran

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The k0-factors and related nuclear data, i.e. the Q0-factors and effective resonance energies (Ēr) of the selected radionuclides which are used in the k0-based neutron activation analysis (k0-NAA), were critically reviewed to be integrated in the “k0-DALAT” software. The k0- and Q0-factors of some short-lived radionuclides: 46mSc, 110Ag, 116m2In, 165mDy, and 183mW, were experimentally determined at the Dalat research reactor. The other radionuclides selected are: 20F, 36S, 49Ca, 60mCo, 60Co, 75Se, 77mSe, 86mRb, 115Cd, 115mIn, 131Ba, 134mCs, 134Cs, 153Gd, 153Sm, 159Gd, 170Tm, 177mYb, 192Ir, 197mHg, 239U and 239Np. The reviewed data as compared with the literature data were biased within 5.6-7.3% in which the experimental re-determined factors were within 6.1 and 7.3%. The NIST standard reference materials: Oyster Tissue (1566b), Montana II Soil (2711a) and Coal Fly Ash (1633b) were used to validate the new reviewed data showing that the new data gave an improved k0-NAA using the “k0-DALAT” software with a factor of 4.5-6.8% for the investigated radionuclides.

Keywords: neutron activation analysis, k0-based method, k0 factor, Q0 factor, effective resonance energy

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Authors: Joy Chiu, Colin Hemez, Emma Ryan, Jia Sun, Robert Dubrow, Michael Pascucilla

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The popularity of recreational boating is on the rise in the United States, which raises numerous national-level challenges in the management of air and water pollution, aquatic habitat destruction, and waterway access. The need to control sewage discharge from recreational vessels underlies all of these challenges. The release of raw human waste into aquatic environments can lead to eutrophication and algal blooms; can increase human exposure to pathogenic viruses, bacteria, and parasites; can financially impact commercial shellfish harvest/fisheries and marine bathing areas; and can negatively affect access to recreational and/or commercial waterways to the detriment of local economies. Because of the damage that unregulated sewage discharge can do to environments and human health/marine life, recreational vessels in the United States are required by law to 'pump-out' sewage from their holding tanks into sewage treatment systems in all designated 'no discharge areas'. Many pump-out boats, which transfer waste out of recreational vessels, are operated and maintained using funds allocated through the Federal Clean Vessel Act (CVA). The East Shore District Health Department of Branford, Connecticut is protecting this estuary by pioneering the design and construction of the first-in-the-nation zero-emissions, the solar-electric pump-out boat of its size to replace one of its older traditional gasoline-powered models through a Connecticut Department of Energy and Environmental Protection CVA Grant. This study, conducted in collaboration with the East Shore District Health Department, the Connecticut Department of Energy and Environmental Protection, States Organization for Boating Access and Connecticut’s CVA program coordinators, had two aims: (1) To perform a national assessment of pump-out boat programs, supplemented by a limited international assessment, to establish best pump-out boat practices (regardless of how the boat is powered); and (2) to estimate the cost, greenhouse gas emissions, and environmental and public health impacts of solar-electric versus traditional gasoline-powered pump-out boats. A national survey was conducted of all CVA-funded pump-out program managers and selected pump-out boat operators to gauge best practices; costs associated with gasoline-powered pump-out boat operation and management; and the regional, cultural, and policy-related issues that might arise from the adoption of solar-electric pump-out boat technology. We also conducted life-cycle analyses of gasoline-powered and solar-electric pump-out boats to compare their greenhouse gas emissions; production of air, soil and water pollution; and impacts on human health. This work comprises the most comprehensive study into pump-out boating practices in the United States to date, in which information obtained at local, state, national, and international levels is synthesized. This study aims to enable CVA programs to make informed recommendations for sustainable pump-out boating practices and identifies the challenges and opportunities that remain for the wide adoption of solar-electric pump-out boat technology.

Keywords: pump-out boat, marine water, solar-electric, zero emissions

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Authors: Rafaella Nogaroli

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It is presented hypothetical cases in the context of AI algorithms to support clinical decisions, in order to discuss the importance of doctors to respect AI ethical principles. Regarding the principle of transparency and explanation, there is an impact on the new model of patient consent and on the understanding of qualified information. Besides, the human control of technology (AI as a tool) should guide the physician's activity; otherwise, he breaks the patient's legitimate expectation in a specific result, with the consequent transformation of the medical obligation nature.

Keywords: medical law, artificial intelligence, ethical principles, patient´s informed consent, medical obligations

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Authors: Verónica Diaz Quezada

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This research examines the teaching models used by secondary math teachers when teaching logarithmic, quadratic and exponential functions. For this, descriptive case studies have been carried out on 5 secondary teachers. These teachers have been chosen from 3 scientific-humanistic and technical schools, in Chile. Data have been obtained through non-participant class observation and the application of a questionnaire and a rubric to teachers. According to the results, the didactic model that prevails is the one that starts with an interactive strategy, moves to a more content-based structure, and ends with a reinforcement stage. Nonetheless, there is always influence from teachers, their methods, and the group of students.

Keywords: teaching models, math teachers, functions, secondary education

Procedia PDF Downloads 185

Authors: Appasaheb Raul

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Numerical analysis of a plate fin heat exchanger accounting for the effect of fluid flow maldistribution on the inlet header configuration of the heat exchanger is investigated. It is found that the flow maldistribution is very significant in normal to the flow direction. Various inlet configuration has been studied for various Reynolds Number. By the study, a modified header configuration is proposed and simulated. The two-dimensional parameters are used to evaluate the flow non-uniformity in the header, global flow maldistribution parameter (Sg), and Velocity Ratio (θ). A series of velocity vectors and streamline graphs at different cross-section are achieved and studied qualitatively with experimental results in the literature. The numerical result indicates that the flow maldistribution is serious in the conventional header while in the improved configuration less maldistribution occurs. The flow maldistribution parameter (Sg) and velocity ratio (θ) is reduced in improved configuration. The vortex decreases compared to that of the conventional configuration so the energy and pressure loss is reduced. The improved header can effectively enhance the efficiency of plate fin heat exchanger and uniformity of flow distribution.

Keywords: global flow maldistribution parameter, Sg, velocity ratio, plate fin heat exchanger, fluent 14.5

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Authors: Kaan Karaoglu, Raif Bayir

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In this study, a cartesian robot is developed to improve the performance and efficiency of wireless charging of electric vehicles. The cartesian robot has three axes, each of which moves linearly. Magnetic positioning is used to align the cartesian robot transmitter charging pad. There are two different wireless charging methods, static and dynamic, for charging electric vehicles. The current state of charge information (SOC State of Charge) and location information are received wirelessly from the electric vehicle. Based on this information, the power to be transmitted is determined, and the transmitter and receiver charging pads are aligned for maximum efficiency. With this study, a fully automated cartesian robot structure will be used to charge electric vehicles with the highest possible efficiency. With the wireless communication established between the electric vehicle and the charging station, the charging status will be monitored in real-time. The cartesian robot developed in this study is a fully automatic system that can be easily used in static wireless charging systems with vehicle-machine communication.

Keywords: electric vehicle, wireless charging systems, energy efficiency, cartesian robot, location detection, trajectory planning

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Authors: Xiaodong Xu, Dan Zhao, Xiujuan Chang, Chunming Li, Huiyun Zhou, Xin Li, Qiang Shi, Shifang Luan, Jinghua Yin

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Polypropylene (PP) is one of the most commonly used plastics because of its low density, outstanding mechanical properties, and low cost. However, its drawbacks such as low surface energy, poor dyeability, lack of chemical functionalities, and poor compatibility with polar polymers and inorganic materials, have restricted the application of PP. To expand its application in biomedical materials, functionalization is considered to be the most effective way. In this study, PP was functionalized with a chiral monomer, (S)-1-acryloylpyrrolidine-2-carboxylic acid ((S)-APCA), by free-radical grafting in the solid phase. The grafting degree of PP-g-APCA was determined by chemical titration method, and the chemical structure of functionalized PP was characterized by FTIR spectroscopy, which confirmed that the chiral monomer (S)-APCA was successfully grafted onto PP. Static water contact angle results suggested that the surface hydrophilicity of PP was significantly improved by solid phase grafting and assistance of surface water treatment. Protein adsorption and platelet adhesion results showed that hemocompatibility of PP was greatly improved by grafting the chiral monomer.

Keywords: functionalization, polypropylene, chiral monomer, hemocompatibility

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Authors: Henrique Alpalhão

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This paper attempts to model the widely studied relationship between a country's economic growth and its level of democracy, with an emphasis on possible non-linearities. We adopt the concept of 'political capital' as a measure of democracy, which is extremely uncommon in the literature and brings considerable advantages both in terms of dynamic considerations and plausibility. While the literature is not consensual on this matter, we obtain, via panel Arellano-Bond regression analysis on a database of more than 60 countries over 50 years, significant and robust results that indicate that the impact of democratization on economic growth varies according to the stage of democratic development each country is in.

Keywords: democracy, economic growth, political capital, political economy

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Authors: E. V. Kuzmicheva

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An attention is concentrated on a service quality estimation of sport services. A typical mathematical model was developed at the base of the «general economic theory of mass service» accounting pedagogical requirements of fitness services. Also it took into account a dependence of the club member number versus on a value of square of sport facilities. Final recommendations were applied to the fitness club resulted in some improvement of the quality sport service, an increasing of the revenue from club members and profit of clubs.

Keywords: fitness club, efficiency of operation, facilities, service quality, mass service

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Authors: Mustafa M. Donma, Orkide Donma

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A well-defined insulin resistance (IR) is one of the requirements for the good understanding and evaluation of metabolic syndrome (MetS). However, underlying causes for the development of IR are not clear. Endothelial dysfunction also participates in the pathogenesis of this disease. IR indices are being determined in various obesity groups and also in diagnosing MetS. Components of MetS have been well established and used in adult studies. However, there are some ambiguities particularly in the field of pediatrics. The aims of this study were to compare the performance of fasting blood glucose (FBG), one of MetS components, with some other IR indices and check whether FBG may be replaced by some other parameter or ratio for a better evaluation of pediatric MetS. Five-hundred and forty-nine children were involved in the study. Five groups were constituted. Groups 109, 40, 100, 166, 110, 24 children were included in normal-body mass index (N-BMI), overweight (OW), obese (OB), morbid obese (MO), MetS with two components (MetS2) and MetS with three components (MetS3) groups, respectively. Age and sex-adjusted BMI percentiles tabulated by World Health Organization were used for the classification of obesity groups. MetS components were determined. Aside from one of the MetS components-FBG, eight measures of IR [homeostatic model assessment of IR (HOMA-IR), homeostatic model assessment of beta cell function (HOMA-%β), alanine transaminase-to-aspartate transaminase ratio (ALT/AST), alanine transaminase (ALT), insulin (INS), insulin-to-FBG ratio (INS/FBG), the product of fasting triglyceride and glucose (TyG) index, McAuley index] were evaluated. Statistical analyses were performed. A p value less than 0.05 was accepted as the statistically significance degree. Mean values for BMI of the groups were 15.7 kg/m², 21.0 kg/m², 24.7 kg/m², 27.1 kg/m², 28.7 kg/m², 30.4 kg/m² for N-BMI, OW, OB, MO, MetS2, MetS3, respectively. Differences between the groups were significant (p < 0.001). The only exception was MetS2-MetS3 couple, in spite of an increase detected in MetS3 group. Waist-to-hip circumference ratios significantly differed only for N-BMI vs, OB, MO, MetS2; OW vs MO; OB vs MO, MetS2 couples. ALT and ALT/AST did not differ significantly among MO-MetS2-MetS3. HOMA-%β differed only between MO and MetS2. INS/FBG, McAuley index and TyG were not significant between MetS2 and MetS3. HOMA-IR and FBG were not significant between MO and MetS2. INS was the only parameter, which showed statistically significant differences between MO-MetS2, MO-MetS3, and MetS2-MetS3. In conclusion, these findings have suggested that FBG presently considered as one of the five MetS components, may be replaced by INS during the evaluation of pediatric morbid obesity and MetS.

Keywords: children, insulin resistance indices, metabolic syndrome, obesity

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Authors: Eureeka Haishang Wu

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Creative Industry has been recognized as top priority in many nations for decades, as through globalization processes, culture can be economized by creative industry to develop economies. From non-economic perspectives; creative industry supports nation-identity, enhances global exposure, and improve international relation. In order to enable the globalization processes of creative industry, a three-step approach was proposed to align education, policies, and technologies into a transformation platform, and eventually to achieve a common model of global collaboration.

Keywords: creative industry, education, policies, technologies, collaboration, globalization

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Authors: Selen Muftuoglu, Dilara Kefeli

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The present study was conducted by using the cross-sectional study design and to determine the relationship between body image, eating behavior and nutritional status in 80 female athletes who were basketball, volleyball, flag football, indoor soccer, and ice hockey players. This study demonstrated that 70.0% of the female athletes had skipped meal. Also, female athletes had a normal body mass index (BMI), but 65.0% of them indicated that want to be thinner. On the other hand, we analyzed that their daily nutrients intake, so we observed that 43.4% of the energy was from the fatty acids, especially saturated fatty acids, and they had lower fiber, calcium and iron intake. Also, we found that BMI, waist circumference, waist to hip ratio were negatively correlated with Multidimensional Body-Self Relations Questionnaire and The Dutch Eating Behavior Questionnaire score and they were lower in who had meal skipped or not received diet therapy. As a conclusion, nutrition education is frequently neglected in sports programs. There is a paucity of nutrition education interventions among different sports.

Keywords: body image, eating behavior, eating disorders, female athletes, nutritional status

Procedia PDF Downloads 152

Authors: Kamla Malik

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For ethanol production from paddy straw firstly pretreatment was done by using sodium hydroxide solution (2.0%) at 15 psi for 1 hr. The maximum lignin removal was achieved with 0.5 mm mesh size of paddy straw. It contained 72.4 % cellulose, 15.9% hemicelluloses and 2.0 % lignin after pretreatment. Paddy straw hydrolysate (PSH) with fruits wastes (5%), such as sweet lime, apple, sapota, grapes, kinnow, banana, papaya, mango, and watermelon were subjected to simultaneous saccharification and co-fermentation (SSCF) for 72 hrs by co-culture of Saccharomyces cerevisiae HAU-1 and Candida sp. with 0.3 % urea as a cheap nitrogen source. Fermentation was carried out at 35°C and determined ethanol yield at 24 hours interval. The maximum production of ethanol was produced within 72 hrs of fermentation in PSH + sapota peels (3.9% v/v) followed by PSH + kinnow peels (3.6%) and PSH+ papaya peels extract (3.1 %). In case of PSH+ banana peels and mango peel extract the ethanol produced were 2.8 % and 2.2 % (v/v). The results of this study suggest that wastes from fruits that contain fermentable sugar should not be discarded into our environment, but should be supplemented in paddy straw which converted to useful products like bio-ethanol that can serve as an alternative energy source.

Keywords: ethanol, fermentation, fruit wastes, paddy straw

Procedia PDF Downloads 386

Authors: I Gede Puja Astawa, Yoedy Moegiharto, Ahmad Zainudin, Imam Dui Agus Salim, Nur Annisa Anggraeni

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Performance of Orthogonal Frequency Division Multiplexing (OFDM) system can be improved by adding channel coding (error correction code) to detect and correct the errors that occur during data transmission. One can use the convolution code. This paper presents performance of OFDM using Space Time Block Codes (STBC) diversity technique use QAM modulation with code rate 1/2. The evaluation is done by analyzing the value of Bit Error Rate (BER) vs. Energy per Bit to Noise Power Spectral Density Ratio (Eb/No). This scheme is conducted 256 sub-carrier which transmits Rayleigh multipath channel in OFDM system. To achieve a BER of 10-3 is required 30 dB SNR in SISO-OFDM scheme. For 2x2 MIMO-OFDM scheme requires 10 dB to achieve a BER of 10-3. For 4x4 MIMO-OFDM scheme requires 5 dB while adding convolution in a 4x4 MIMO-OFDM can improve performance up to 0 dB to achieve the same BER. This proves the existence of saving power by 3 dB of 4x4 MIMO-OFDM system without coding, power saving 7 dB of 2x2 MIMO-OFDM system without coding and significant power savings from SISO-OFDM system.

Keywords: convolution code, OFDM, MIMO, QAM, BER

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Authors: Oyugi Ngure Robert, Kallen Mulilo Nalyanya, Tabitha A. Amollo

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Nanomaterials have attracted significant attention in research because of their exemplary properties, making them suitable for diverse applications. This paper reports the successful synthesis as well as the structural properties of silver sulfide/reduced graphene oxide (Ag_2 S-rGO) nanocomposite. The nanocomposite was synthesized by the chemical reduction method. Scanning electron microscopy (SEM) showed that the reduced graphene oxide (rGO) sheets were intercalated within the Ag_2 S nanoparticles during the chemical reduction process. The SEM images also showed that Ag_2 S had the shape of nanowires. Further, SEM energy dispersive X-ray (SEM EDX) showed that Ag_2 S-rGO is mainly composed of C, Ag, O, and S. X-ray diffraction analysis manifested a high crystallinity for the nanowire-shaped Ag2S nanoparticles with a d-spacing ranging between 1.0 Å and 5.2 Å. Thermal gravimetric analysis (TGA) showed that rGO enhances the thermal stability of the nanocomposite. Ag_2 S-rGO nanocomposite exhibited strong optical absorption in the UV region. The formed nanocomposite is dispersible in polar and non-polar solvents, qualifying it for solution-based device processing.

Keywords: silver sulfide, reduced graphene oxide, nanocomposite, structural properties, optical properties

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Authors: Dewi Fatmaningrum, Ade Wiradnyani

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Background: Optimal feeding, include optimal micronutrient intake, becomes one of the ways to overcome the long-term consequences of undernutrition. Macronutrient and micronutrient intake were important for rapid growth and development of the children. Objectives: To assess macro and micronutrient intake of children aged 12-23 months old and nutrients inadequacy from intake of children aged 12-23 months old. Methods: This survey was a cross-sectional study, simple random sampling was performed to select respondents. Total sample of this study was 83 children aged 12-23 months old in Paseban Village, Senen Sub-district, Central Jakarta. The data was collected via interview and hemoglobin measurement of children. Results: The highest prevalence of inadequacy was iron intake (52.4%) compared to other micronutrients, 11.98% children had inadequate energy intake. There were 62.6% anemic children in the study area in which divided into anemic (37.3%) and severe anemic (25.3%). Conclusion: Micronutrient inadequacy occurred more frequently than macronutrient inadequacy in the study area. The higher the percentage of iron inadequacy gets, the higher the percentage of anemia among children is observed.

Keywords: micronutrient, macronutrient, children under five, urban setting

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Authors: Esther Cabezas-Rivas

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Ordinary differential equations (ODE) are a fundamental part of the curriculum for most engineering degrees, and students typically have difficulties in the subsequent abstract mathematical calculations. To enhance their motivation and profit that they are digital natives, we propose a teamwork project that includes the creation of a video. It should explain how to model mathematically a real-world problem transforming it into an ODE, which should then be solved using the tools learned in the lectures. This idea was indeed implemented with first-year students of a BSc in Engineering and Management during the period of online learning caused by the outbreak of COVID-19 in Spain. Each group of 4 students was assigned a different topic: model a hot water heater, search for the shortest path, design the quickest route for delivery, cooling a computer chip, the shape of the hanging cables of the Golden Gate, detecting land mines, rocket trajectories, etc. These topics should be worked out through two complementary channels: a written report describing the problem and a 10-15 min video on the subject. The report includes the following items: description of the problem to be modeled, detailed obtention of the ODE that models the problem, its complete solution, and interpretation in the context of the original problem. We report the outcomes of this teaching in context and active learning experience, including the feedback received by the students. They highlighted the encouragement of creativity and originality, which are skills that they do not typically relate to mathematics. Additionally, the video format (unlike a common presentation) has the advantage of allowing them to critically review and self-assess the recording, repeating some parts until the result is satisfactory. As a side effect, they felt more confident about their oral abilities. In short, students agreed that they had fun preparing the video. They recognized that it was tricky to combine deep mathematical contents with entertainment since, without the latter, it is impossible to engage people to view the video till the end. Despite this difficulty, after the activity, they claimed to understand better the material, and they enjoyed showing the videos to family and friends during and after the project.

Keywords: active learning, contextual teaching, models in differential equations, student-produced videos

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Authors: Juan F. P. Ramírez, Jésica A. L. Isaza, Benjamín A. Rojano

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This study proposes a novel use of a method to determine the mechanical properties of fruits by the use of the indentation tests. The method combines experimental results with a numerical finite elements model. The results presented correspond to a simplified numerical modeling of banana. The banana was assumed as one-layer material with an isotropic linear elastic mechanical behavior, the Young’s modulus found is 0.3Mpa. The method will be extended to multilayer models in further studies.

Keywords: finite element method, fruits, inverse analysis, mechanical properties

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Authors: Dennis Otieno, Lilian Kirimi Nicholas Odhiambo, Hillary Bii

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Kenya is considered to be a middle level income country and usuaaly does not meet household food security needs especially in North and South eastern parts. Approximately half of the population is living under the poverty line (www, CIA 1, 2012). Agriculture is the largest sector in the country, employing 80% of the population. These are thereby directly dependent on the sufficiency of outputs received. This makes efficient, easy-accessible and cheap agricultural practices an important matter in order to improve food security. Maize is the prime staple food commodity in Kenya and represents a substantial share of people’s nutritional intake. This study is the result of questionnaire based interviews, Key informant and focus group discussion involving 220 small scale maize farmers Kenyan. The study was located to two separated areas; Lower Kuja, Bunyala, Nandi, Lower Nzoia, Perkerra, Mwea Bura, Hola and Galana Kulalu in Kenya. The questionnaire captured the farmers’ use and perceived importance of the use irrigation services and irrigated maize production. Viability was evaluated using the four indices which were all positive with NPV giving positive cash flows in less than 21 years at most for one season output. The mean willingness to pay was found to be KES 3082 and willingness to pay increased with increase in irrigation premiums. The economic value of water was found to be greater than the willingness to pay implying that irrigated maize production is sustainable. Farmers stated that viability was influenced by high output levels, good produce quality, crop of choice, availability of sufficient water and enforcement the last two factors had a positive influence while the other had negative effect on the viability of irrigated maize. A regression was made over the correlation between the willingness to pay for irrigated maize production using scheme and plot level factors. Farmers that already use other inputs such as animal manure, hired labor and chemical fertilizer should also have a demand for improved seeds according to Liebig's law of minimum and expansion path theory. The regression showed that premiums, and high yields have a positive effect on willingness to pay while produce quality, efficient fertilizer use, and crop season have a negative effect.

Keywords: maize, food security, profits, sustainability, willingness to pay

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Authors: Mohammed El-Arbi Khalfallah, Mohamed Lakhdar Hadji

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Managing and controlling risk is a topic research in the world of finance. Before a risky situation, the stakeholders need to do comparison according to the positions and actions, and financial institutions must take measures of a particular market risk and credit. In this work, we study a model of risk measure in finance: Value at Risk (VaR), which is a new tool for measuring an entity's exposure risk. We explain the concept of value at risk, your average, tail, and describe the three methods for computing: Parametric method, Historical method, and numerical method of Monte Carlo. Finally, we briefly describe advantages and disadvantages of the three methods for computing value at risk.

Keywords: average value at risk, conditional value at risk, tail value at risk, value at risk

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Authors: Adama Sow, Abdoulaye Guiss´e, Oumar Niang

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To assist medical diagnosis, we propose a federation of several existing and open medical ontologies and terminologies. The goal is to merge the strengths of all these resources to provide clinicians the access to a variety of shared knowledges that can facilitate identification and association of human diseases and all of their available characteristic signs such as symptoms and clinical signs. This work results to an integration model loaded from target known ontologies of the bioportal platform such as DOID, MESH, and SNOMED for diseases selection, SYMP, and CSSO for all existing signs.

Keywords: medical decision, medical ontologies, ontologies integration, linked data, knowledge engineering, e-health system

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Authors: Melike Yaylacı, Tuğba Bilgin

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Against the climate crisis, an increasing number of countries are working on green energy, carbon emission measurement, calculation and reduction. The work of industrial organizations with the highest carbon emissions on these issues is increasing. Aim of this paper is calculating carbon emissions of laser cutting machine with cradle-to-grave approach and discuss the potential affects of usage condisions, such as laser power, gas type, gas pressure, on carbon footprint. In particular, this study includes consumption of electricity used in production, laser cutting machine raw materials, and disposal of the machine. In the process of raw material supplying, machine procesing and shipping, all calculations were studied using the Tier1 approach. Laser cutting machines require a specified cutting parameter set for each different material in different thickneses, this parameters are a combination of laser power, gas type, cutting speed, gas pressure and focus point, The another purpose of this study is examine the potential affect of different cutting parameters for the same material in same thickness on carbon footprint.

Keywords: life cycle assessment, carbon emission, laser cutting machine, cutting parameters

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Authors: Dávid Kovács, Bálint Csanády, Dániel Boros, Iván Ivkovic, Lóránt Nagy, Dalma Tóth-Lakits, László Márkus, András Lukács

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The modeling practice of financial instruments has seen significant change over the last decade due to the recognition of time-dependent and stochastically changing correlations among the market prices or the prices and market characteristics. To represent this phenomenon, the Stochastic Correlation Process (SCP) has come to the fore in the joint modeling of prices, offering a more nuanced description of their interdependence. This approach has allowed for the attainment of realistic tail dependencies, highlighting that prices tend to synchronize more during intense or volatile trading periods, resulting in stronger correlations. Evidence in statistical literature suggests that, similarly to the volatility, the SCP of certain stock prices follows rough paths, which can be described using fractional differential equations. However, estimating parameters for these equations often involves complex and computation-intensive algorithms, creating a necessity for alternative solutions. In this regard, the Fractional Ornstein-Uhlenbeck (fOU) process from the family of fractional processes offers a promising path. We can effectively describe the rough SCP by utilizing certain transformations of the fOU. We employed neural networks to understand the behavior of these processes. We had to develop a fast algorithm to generate a valid and suitably large sample from the appropriate process to train the network. With an extensive training set, the neural network can estimate the process parameters accurately and efficiently. Although the initial focus was the fOU, the resulting model displayed broader applicability, thus paving the way for further investigation of other processes in the realm of financial mathematics. The utility of SCP extends beyond its immediate application. It also serves as a springboard for a deeper exploration of fractional processes and for extending existing models that use ordinary Wiener processes to fractional scenarios. In essence, deploying both SCP and fractional processes in financial models provides new, more accurate ways to depict market dynamics.

Keywords: fractional Ornstein-Uhlenbeck process, fractional stochastic processes, Heston model, neural networks, stochastic correlation, stochastic differential equations, stochastic volatility

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Authors: Bayarjargal Enkhtaivan, Gao Wei, Zhang Yanping, He Guo Qiang

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In our study, traditional cleaning mirror technology with reduced consumption of water in solar thermal power plants is investigated. In developed countries, a significant increase of growth and innovation in solar thermal power sector is evident since over the last decade. These power plants required higher water consumption, however, there are some complications to construct and operate such power plants under severe drought-inflicted areas like deserts where high water-deficit can be seen but sufficient solar energy is available. Designing new experimental equipments is the most important advantage of this study. These equipments can estimate various types of measurements at the mean time. In this study, Glasses were placed for 10 and 20 days at certain positions to deposit dusts on glass surface by using a common method. Dust deposited on glass surface was washed by experimental equipment and measured dust deposition on each glass. After that, experimental results were analyzed and concluded.

Keywords: concentrated solar power (CSP) plant, high-pressure water, test equipment of clean mirror, cleaning technology of glass and mirror

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Authors: Takashi Yamaguchi, Ichio Asanuma, Jong G. Park, Kenneth J. Mackin, John Mittleman

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In this paper, vessel detection using the artificial neural network is proposed in order to automatically construct the vessel detection model from the satellite imagery of day/night band (DNB) in visible infrared in the products of Imaging Radiometer Suite (VIIRS) on Suomi National Polar-orbiting Partnership (Suomi-NPP).The goal of our research is the establishment of vessel detection method using the satellite imagery of DNB in order to monitor the change of vessel activity over the wide region. The temporal vessel monitoring is very important to detect the events and understand the circumstances within the maritime environment. For the vessel locating and detection techniques, Automatic Identification System (AIS) and remote sensing using Synthetic aperture radar (SAR) imagery have been researched. However, each data has some lack of information due to uncertain operation or limitation of continuous observation. Therefore, the fusion of effective data and methods is important to monitor the maritime environment for the future. DNB is one of the effective data to detect the small vessels such as fishery ships that is difficult to observe in AIS. DNB is the satellite sensor data of VIIRS on Suomi-NPP. In contrast to SAR images, DNB images are moderate resolution and gave influence to the cloud but can observe the same regions in each day. DNB sensor can observe the lights produced from various artifact such as vehicles and buildings in the night and can detect the small vessels from the fishing light on the open water. However, the modeling of vessel detection using DNB is very difficult since complex atmosphere and lunar condition should be considered due to the strong influence of lunar reflection from cloud on DNB. Therefore, artificial neural network was applied to learn the vessel detection model. For the feature of vessel detection, Brightness Temperature at the 3.7 μm (BT3.7) was additionally used because BT3.7 can be used for the parameter of atmospheric conditions.

Keywords: artificial neural network, day/night band, remote sensing, Suomi National Polar-orbiting Partnership, vessel detection, Visible Infrared Imaging Radiometer Suite

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Authors: D. V. S. Praneeth, V. R. Sankar Cheela, Brajesh Dubey

Abstract:

Coal Combustion (CC) residues are the major by-products from thermal power plants. The disposal of ash on to land creates havoc to environment and humans. The leaching of the constituent elements pollutes ground water. Beneficiary use of coal combustion residues in structural components is being investigated as a part of this study. This application reduces stress on the convention materials in the construction industry. The present study involves determination of leaching parameters of the CC residues. Batch and column studies are performed based on Leaching Environmental Assessment Framework (LEAF) protocol. The column studies are conducted to simulate the real time percolation conditions in the field. The structural and environmental studies are performed to determine the usability of CC residues as bricks. The physical, chemical, geo environmental and mechanical properties of the alternate materials are investigated. Scanning electron microscopy (SEM), X-Ray Diffraction analysis (XRD), X-ray fluorescence (XRF) and Energy Dispersive X-ray Spectroscopy tests were conducted to determine the characteristics of CC residue ash and bricks.

Keywords: coal combustion residues, LEAF, leaching, SEM

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Authors: I. Filikhin, B. Vlahovic

Abstract:

We focus on a novel type of detection based on electron tunneling properties of double nanoscale structures in semiconductor materials. Semiconductor heterostructures as quantum wells (QWs), quantum dots (QDs), and quantum rings (QRs) may have energy level structure of several hundred of electron confinement states. The single electron spectra of the double quantum objects (DQW, DQD, and DQR) were studied in our previous works with relation to the electron localization and tunneling between the objects. The wave function of electron may be localized in one of the QDs or be delocalized when it is spread over the whole system. The localizing-delocalizing tunneling occurs when an electron transition between both states is possible. The tunneling properties of spectra differ strongly for “regular” and “chaotic” systems. We have shown that a small violation of the geometry drastically affects localization of electron. In particular, such violations lead to the elimination of the delocalized states of the system. The same symmetry violation effect happens if electrical or magnetic fields are applied. These phenomena could be used to propose a new type of detection based on the high sensitivity of charge transport between double nanostructures and small violations of the shapes. It may have significant technological implications.

Keywords: double quantum dots, single electron levels, tunneling, electron localizations

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Authors: Mohamad Saab, Sidi Souvi

Abstract:

In a major nuclear accident, the released fission products (FPs) and the structural materials are likely to influence the transport of iodine in the reactor coolant system (RCS) of a pressurized water reactor (PWR). So far, the thermodynamic data on cesium and silver species used to estimate the magnitude of FP release show some discrepancies, data are scarce and not reliable. For this reason, it is crucial to review the thermodynamic values related to cesium and silver materials. To this end, we have used state-of-the-art quantum chemical methods to compute the formation enthalpies and entropies of AgHMoO₄, CsHMoO₄, and AgCsMoO₄ in the gas phase. Different quantum chemical methods have been investigated (DFT and CCSD(T)) in order to predict the geometrical parameters and the energetics including the correlation energy. The geometries were optimized with TPSSh-5%HF method, followed by a single point calculation of the total electronic energies using the CCSD(T) wave function method. We thus propose with a final uncertainty of about 2 kJmol⁻¹ standard enthalpies of formation of AgHMoO₄, CsHMoO₄, and AgCsMoO₄.

Keywords: nuclear accident, ASTEC code, thermochemical database, quantum chemical methods

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Authors: Camille Van Eupen, Dirk Maes, Marc Herremans, Kristijn R. R. Swinnen, Ben Somers, Stijn Luca

Abstract:

In ecology, species distribution models are commonly implemented to study species-environment relationships. These models increasingly rely on opportunistic citizen science data when high-quality species records collected through standardized recording protocols are unavailable. While these opportunistic data are abundant, uncertainty is usually high, e.g., due to observer effects or a lack of metadata. Data quality filtering is often used to reduce these types of uncertainty in an attempt to increase the value of studies relying on opportunistic data. However, filtering should not be performed blindly. In this study, recommendations are built for data quality filtering of opportunistic species occurrence data that are used as input for species distribution models. Using an extensive database of 5.7 million citizen science records from 255 species in Flanders, the impact on model performance was quantified by applying three data quality filters, and these results were linked to species traits. More specifically, presence records were filtered based on record attributes that provide information on the observation process or post-entry data validation, and changes in the area under the receiver operating characteristic (AUC), sensitivity, and specificity were analyzed using the Maxent algorithm with and without filtering. Controlling for sample size enabled us to study the combined impact of data quality filtering, i.e., the simultaneous impact of an increase in data quality and a decrease in sample size. Further, the variation among species in their response to data quality filtering was explored by clustering species based on four traits often related to data quality: commonness, popularity, difficulty, and body size. Findings show that model performance is affected by i) the quality of the filtered data, ii) the proportional reduction in sample size caused by filtering and the remaining absolute sample size, and iii) a species ‘quality profile’, resulting from a species classification based on the four traits related to data quality. The findings resulted in recommendations on when and how to filter volunteer generated and opportunistically collected data. This study confirms that correctly processed citizen science data can make a valuable contribution to ecological research and species conservation.

Keywords: citizen science, data quality filtering, species distribution models, trait profiles

Procedia PDF Downloads 193