Search results for: process model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 27919

Search results for: process model

26359 Development a Home-Hotel-Hospital-School Community-Based Palliative Care Model for Patients with Cancer in Suratthani, Thailand

Authors: Patcharaporn Sakulpong, Wiriya Phokhwang

Abstract:

Background: Banpunrug (Love Sharing House) established in 2013 provides a community-based palliative care for patients with cancer from 7 provinces in southern Thailand. These patients come to receive outpatient chemotherapy and radiotherapy at Suratthani Cancer Hospital. They are poor and uneducated; they need an accommodation during their 30-45 day course of therapy. Methods: A community-participatory action research (PAR) was employed to establish a model of palliative care for patients with cancer. The participants included health care providers, community, and patients and families. The PAR process includes problem identification and need assessment, community and team establishment, field survey, organization founding, model of care planning, action and inquiry (PDCA), outcome evaluation, and model distribution. Results: The model of care at Banpunrug involves the concepts of HHHS model, in that Banpunrug is a Home for patients; patients live in a house comfortable like in a Hotel resource; the patients are given care and living facilities similarly to those in a Hospital; the house is a School for patients to learn how to take care themselves, how to live well with cancer, and most importantly how to prepare themselves for a good death. The house is also a humanized care school for health care providers. Banpunrug’s philosophy of care is based on friendship therapy, social and spiritual support, community partnership, patient-family centeredness, Live & Love sharing house, and holistic and humanized care. With this philosophy, the house is managed as a home of the patients and everyone involved; everything is costless for all eligible patients and their family members; all facilities and living expense are donated from benevolent people, friends, and community. Everyone, including patients and family, has a sense of belonging to the house and there is no authority between health care providers and the patients in the house. The house is situated in a temple and a community and supported by many local nonprofit organizations and healthcare facilities such as a health promotion hospital at sub-disctrict level and Suratthani Cancer Hospital. Village health volunteers and multi-professional health care volunteers have contributed not only appropriate care, but also knowledge and experience to develop a distinguishing HHHS community-based palliative care model for patients with cancer. Since its opening the house has been a home for more than 400 patients and 300 family members. It is also a model for many national and international healthcare organizations and providers, who come to visit and learn about palliative care in and by community. Conclusions: The success of this palliative care model comes from community involvement, multi-professional volunteers and distributions, and concepts of HHHS model. Banpunrug promotes a consistent care across the cancer trajectory independent of prognosis in order to strengthen a full integration of palliative

Keywords: community-based palliative care, model, participatory action research, patients with cancer

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26358 Development of a Shape Based Estimation Technology Using Terrestrial Laser Scanning

Authors: Gichun Cha, Byoungjoon Yu, Jihwan Park, Minsoo Park, Junghyun Im, Sehwan Park, Sujung Sin, Seunghee Park

Abstract:

The goal of this research is to estimate a structural shape change using terrestrial laser scanning. This study proceeds with development of data reduction and shape change estimation algorithm for large-capacity scan data. The point cloud of scan data was converted to voxel and sampled. Technique of shape estimation is studied to detect changes in structure patterns, such as skyscrapers, bridges, and tunnels based on large point cloud data. The point cloud analysis applies the octree data structure to speed up the post-processing process for change detection. The point cloud data is the relative representative value of shape information, and it used as a model for detecting point cloud changes in a data structure. Shape estimation model is to develop a technology that can detect not only normal but also immediate structural changes in the event of disasters such as earthquakes, typhoons, and fires, thereby preventing major accidents caused by aging and disasters. The study will be expected to improve the efficiency of structural health monitoring and maintenance.

Keywords: terrestrial laser scanning, point cloud, shape information model, displacement measurement

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26357 Study of the Polymer Elastic Behavior in the Displacement Oil Drops at Pore Scale

Authors: Luis Prada, Jose Gomez, Arlex Chaves, Julio Pedraza

Abstract:

Polymeric liquids have been used in the oil industry, especially at enhanced oil recovery (EOR). From the rheological point of view, polymers have the particularity of being viscoelastic liquids. One of the most common and useful models to describe that behavior is the Upper Convected Maxwell model (UCM). The main characteristic of the polymer used in EOR process is the increase in viscosity which pushes the oil outside of the reservoir. The elasticity could contribute in the drag of the oil that stays in the reservoir. Studying the elastic effect on the oil drop at the pore scale, bring an explanation if the addition of elastic force could mobilize the oil. This research explores if the contraction and expansion of the polymer in the pore scale may increase the elastic behavior of this kind of fluid. For that reason, this work simplified the pore geometry and build two simple geometries with micrometer lengths. Using source terms with the user define a function this work introduces the UCM model in the ANSYS fluent simulator with the purpose of evaluating the elastic effect of the polymer in a contraction and expansion geometry. Also, using the Eulerian multiphase model, this research considers the possibility that extra elastic force will show a deformation effect on the oil; for that reason, this work considers an oil drop on the upper wall of the geometry. Finally, all the simulations exhibit that at the pore scale conditions exist extra vortices at UCM model but is not possible to deform the oil completely and push it outside of the restrictions, also this research find the conditions for the oil displacement.

Keywords: ANSYS fluent, interfacial fluids mechanics, polymers, pore scale, viscoelasticity

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26356 Stereo Camera Based Speed-Hump Detection Process for Real Time Driving Assistance System in the Daytime

Authors: Hyun-Koo Kim, Yong-Hun Kim, Soo-Young Suk, Ju H. Park, Ho-Youl Jung

Abstract:

This paper presents an effective speed hump detection process at the day-time. we focus only on round types of speed humps in the day-time dynamic road environment. The proposed speed hump detection scheme consists mainly of two process as stereo matching and speed hump detection process. Our proposed process focuses to speed hump detection process. Speed hump detection process consist of noise reduction step, data fusion step, and speed hemp detection step. The proposed system is tested on Intel Core CPU with 2.80 GHz and 4 GB RAM tested in the urban road environments. The frame rate of test videos is 30 frames per second and the size of each frame of grabbed image sequences is 1280 pixels by 670 pixels. Using object-marked sequences acquired with an on-vehicle camera, we recorded speed humps and non-speed humps samples. Result of the tests, our proposed method can be applied in real-time systems by computation time is 13 ms. For instance; our proposed method reaches 96.1 %.

Keywords: data fusion, round types speed hump, speed hump detection, surface filter

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26355 Optimizing the Passenger Throughput at an Airport Security Checkpoint

Authors: Kun Li, Yuzheng Liu, Xiuqi Fan

Abstract:

High-security standard and high efficiency of screening seem to be contradictory to each other in the airport security check process. Improving the efficiency as far as possible while maintaining the same security standard is significantly meaningful. This paper utilizes the knowledge of Operation Research and Stochastic Process to establish mathematical models to explore this problem. We analyze the current process of airport security check and use the M/G/1 and M/G/k models in queuing theory to describe the process. Then we find the least efficient part is the pre-check lane, the bottleneck of the queuing system. To improve passenger throughput and reduce the variance of passengers’ waiting time, we adjust our models and use Monte Carlo method, then put forward three modifications: adjust the ratio of Pre-Check lane to regular lane flexibly, determine the optimal number of security check screening lines based on cost analysis and adjust the distribution of arrival and service time based on Monte Carlo simulation results. We also analyze the impact of cultural differences as the sensitivity analysis. Finally, we give the recommendations for the current process of airport security check process.

Keywords: queue theory, security check, stochatic process, Monte Carlo simulation

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26354 High-Speed Particle Image Velocimetry of the Flow around a Moving Train Model with Boundary Layer Control Elements

Authors: Alexander Buhr, Klaus Ehrenfried

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Trackside induced airflow velocities, also known as slipstream velocities, are an important criterion for the design of high-speed trains. The maximum permitted values are given by the Technical Specifications for Interoperability (TSI) and have to be checked in the approval process. For train manufactures it is of great interest to know in advance, how new train geometries would perform in TSI tests. The Reynolds number in moving model experiments is lower compared to full-scale. Especially the limited model length leads to a thinner boundary layer at the rear end. The hypothesis is that the boundary layer rolls up to characteristic flow structures in the train wake, in which the maximum flow velocities can be observed. The idea is to enlarge the boundary layer using roughness elements at the train model head so that the ratio between the boundary layer thickness and the car width at the rear end is comparable to a full-scale train. This may lead to similar flow structures in the wake and better prediction accuracy for TSI tests. In this case, the design of the roughness elements is limited by the moving model rig. Small rectangular roughness shapes are used to get a sufficient effect on the boundary layer, while the elements are robust enough to withstand the high accelerating and decelerating forces during the test runs. For this investigation, High-Speed Particle Image Velocimetry (HS-PIV) measurements on an ICE3 train model have been realized in the moving model rig of the DLR in Göttingen, the so called tunnel simulation facility Göttingen (TSG). The flow velocities within the boundary layer are analysed in a plain parallel to the ground. The height of the plane corresponds to a test position in the EN standard (TSI). Three different shapes of roughness elements are tested. The boundary layer thickness and displacement thickness as well as the momentum thickness and the form factor are calculated along the train model. Conditional sampling is used to analyse the size and dynamics of the flow structures at the time of maximum velocity in the train wake behind the train. As expected, larger roughness elements increase the boundary layer thickness and lead to larger flow velocities in the boundary layer and in the wake flow structures. The boundary layer thickness, displacement thickness and momentum thickness are increased by using larger roughness especially when applied in the height close to the measuring plane. The roughness elements also cause high fluctuations in the form factors of the boundary layer. Behind the roughness elements, the form factors rapidly are approaching toward constant values. This indicates that the boundary layer, while growing slowly along the second half of the train model, has reached a state of equilibrium.

Keywords: boundary layer, high-speed PIV, ICE3, moving train model, roughness elements

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26353 Analysis of the Temperature Dependence of Local Avalanche Compact Model for Bipolar Transistors

Authors: Robert Setekera, Ramses van der Toorn

Abstract:

We present an extensive analysis of the temperature dependence of the local avalanche model used in most of the modern compact models for bipolar transistors. This local avalanche model uses the Chynoweth's empirical law for ionization coefficient to define the generation of the avalanche current in terms of the local electric field. We carry out the model analysis using DC-measurements taken on both Si and advanced SiGe bipolar transistors. For the advanced industrial SiGe-HBTs, we consider both high-speed and high-power devices (both NPN and PNP transistors). The limitations of the local avalanche model in modeling the temperature dependence of the avalanche current mostly in the weak avalanche region are demonstrated. In addition, the model avalanche parameters are analyzed to see if they are in agreement with semiconductor device physics.

Keywords: avalanche multiplication, avalanche current, bipolar transistors, compact modeling, electric field, impact ionization, local avalanche

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26352 Forecasting Unemployment Rate in Selected European Countries Using Smoothing Methods

Authors: Ksenija Dumičić, Anita Čeh Časni, Berislav Žmuk

Abstract:

The aim of this paper is to select the most accurate forecasting method for predicting the future values of the unemployment rate in selected European countries. In order to do so, several forecasting techniques adequate for forecasting time series with trend component, were selected, namely: double exponential smoothing (also known as Holt`s method) and Holt-Winters` method which accounts for trend and seasonality. The results of the empirical analysis showed that the optimal model for forecasting unemployment rate in Greece was Holt-Winters` additive method. In the case of Spain, according to MAPE, the optimal model was double exponential smoothing model. Furthermore, for Croatia and Italy the best forecasting model for unemployment rate was Holt-Winters` multiplicative model, whereas in the case of Portugal the best model to forecast unemployment rate was Double exponential smoothing model. Our findings are in line with European Commission unemployment rate estimates.

Keywords: European Union countries, exponential smoothing methods, forecast accuracy unemployment rate

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26351 Simulation of Flow Patterns in Vertical Slot Fishway with Cylindrical Obstacles

Authors: Mohsen Solimani Babarsad, Payam Taheri

Abstract:

Numerical results of vertical slot fishways with and without cylinders study are presented. The simulated results and the measured data in the fishways are compared to validate the application of the model. This investigation is made using FLUENT V.6.3, a Computational Fluid Dynamics solver. Advantages of using these types of numerical tools are the possibility of avoiding the St.-Venant equations’ limitations, and turbulence can be modeled by means of different models such as the k-ε model. In general, the present study has demonstrated that the CFD model could be useful for analysis and design of vertical slot fishways with cylinders.

Keywords: slot Fish-way, CFD, k-ε model, St.-Venant equations’

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26350 Automated CNC Part Programming and Process Planning for Turned Components

Authors: Radhey Sham Rajoria

Abstract:

Pressure to increase the competitiveness in the manufacturing sector and for the survival in the market has led to the development of machining centres, which enhance productivity, improve quality, shorten the lead time, and reduce the manufacturing cost. With the innovation of machining centres in the manufacturing sector the production lines have been replaced by these machining centers, having the ability to machine various processes and multiple tooling with automatic tool changer (ATC) for the same part. Also the process plans can be easily generated for complex components. Some means are required to utilize the machining center at its best. The present work is concentrated on the automated part program generation, and in turn automated process plan generation for the turned components on Denford “MIRAC” 8 stations ATC lathe machining centre. A package in C++ on DOS platform is developed which generates the complete CNC part program, process plan and process sequence for the turned components. The input to this system is in the form of a blueprint in graphical format with machining parameters and variables, and the output is the CNC part program which is stored in a .mir file, ready for execution on the machining centre.

Keywords: CNC, MIRAC, ATC, process planning

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26349 High Performance Methyl Orange Capture on Magnetic Nanoporous MCM-41 Prepared by Incipient Wetness Impregnation Method

Authors: Talib M. Albayati, Omar S. Mahdy, Ghanim M. Alwan

Abstract:

This work is aimed to prepare magnetic nanoporous material Fe/MCM-41 and study its Physical characterization in order to enhance the magnetic properties for study the operating conditions on separation efficiency of methyl orange (MO) from wastewater by adsorption process. The experimental results are analysed to select the best operating conditions for different studied parameters which were obtained for both adsorbents mesoporous material samples MCM-41 and magnetic Fe/MCM-41 as follow: constant temperature (20 ºC), pH: (2) adsorbent dosage (0.03 gm), contact time (10 minute) and concentrations (30 mg/L). The results are demonstrated that the adsorption processes can be well fitted by the Langmuir isotherm model for pure MCM-41 with a higher correlation coefficient (0.999) and fitted by the freundlich isotherm model for magnetic Fe/MCM-41 with a higher correlation coefficient of (0.994).

Keywords: adsorption, nanoporous materials, mcm-41, magnetic material, wastewater, orange, wastewater

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26348 Frequency Selective Filters for Estimating the Equivalent Circuit Parameters of Li-Ion Battery

Authors: Arpita Mondal, Aurobinda Routray, Sreeraj Puravankara, Rajashree Biswas

Abstract:

The most difficult part of designing a battery management system (BMS) is battery modeling. A good battery model can capture the dynamics which helps in energy management, by accurate model-based state estimation algorithms. So far the most suitable and fruitful model is the equivalent circuit model (ECM). However, in real-time applications, the model parameters are time-varying, changes with current, temperature, state of charge (SOC), and aging of the battery and this make a great impact on the performance of the model. Therefore, to increase the equivalent circuit model performance, the parameter estimation has been carried out in the frequency domain. The battery is a very complex system, which is associated with various chemical reactions and heat generation. Therefore, it’s very difficult to select the optimal model structure. As we know, if the model order is increased, the model accuracy will be improved automatically. However, the higher order model will face the tendency of over-parameterization and unfavorable prediction capability, while the model complexity will increase enormously. In the time domain, it becomes difficult to solve higher order differential equations as the model order increases. This problem can be resolved by frequency domain analysis, where the overall computational problems due to ill-conditioning reduce. In the frequency domain, several dominating frequencies can be found in the input as well as output data. The selective frequency domain estimation has been carried out, first by estimating the frequencies of the input and output by subspace decomposition, then by choosing the specific bands from the most dominating to the least, while carrying out the least-square, recursive least square and Kalman Filter based parameter estimation. In this paper, a second order battery model consisting of three resistors, two capacitors, and one SOC controlled voltage source has been chosen. For model identification and validation hybrid pulse power characterization (HPPC) tests have been carried out on a 2.6 Ah LiFePO₄ battery.

Keywords: equivalent circuit model, frequency estimation, parameter estimation, subspace decomposition

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26347 Study of the Non-isothermal Crystallization Kinetics of Polypropylene Homopolymer/Impact Copolymer Composites

Authors: Pixiang Wang, Shaoyang Liu, Yucheng Peng

Abstract:

Polypropylene (PP) is an essential material of numerous applications in different industrial sectors, including packaging, construction, and automotive. Because the application of homopolypropylene (HPP) is limited by its relatively low impact strength and high embrittlement temperature, various types of impact copolymer PP (ICPP) that incorporate elastomers/rubbers into HPP to increase impact strength have been successfully commercialized. Crystallization kinetics of an isotactic HPP, an ICPP, and their composites were studied in this work understand the composites’ behaviors better. The Avrami-Jeziorny model was used to describe the crystallization process. For most samples, the Avrami exponent, n, was greater than 3, indicating the crystal grew in three dimensions with spherical geometry. However, the n value could drop below 3 when the ICPP content was 80 wt.% or higher and the cooling rate was 7.5°C/min or lower, implying that the crystals could grow in two dimensions and some lamella structures could be formed under those conditions. The nucleation activity increased with the increase of the ICPP content, demonstrating that the rubber phase in the ICPP acted as a nucleation agent and facilitated the nucleation process. The decrease in crystallization rate after the ICPP content exceeded 60 wt.% might be caused by the excessive amount of crystal nuclei induced by the high ICPP content, which caused strong crystal-crystal interactions and limited the crystal growth space. The nucleation activity and the n value showed high correlations to the mechanical and thermal properties of the materials. The quantitative study of the kinetics of crystallization in this work could be a helpful reference for manufacturing ICPP and HPP/ICPP mixtures.

Keywords: polypropylene, crystallization kinetics, Avrami-Jeziorny model, crystallization activation energy, Nucleation activity

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26346 Application of Lean Six Sigma Tools to Minimize Time and Cost in Furniture Packaging

Authors: Suleiman Obeidat, Nabeel Mandahawi

Abstract:

In this work, the packaging process for a move is improved. The customers of this move need their household stuff to be moved from their current house to the new one with minimum damage, in an organized manner, on time and with the minimum cost. Our goal was to improve the process between 10% and 20% time efficiency, 90% reduction in damaged parts and an acceptable improvement in the cost of the total move process. The expected ROI was 833%. Many improvement techniques have been used in terms of the way the boxes are prepared, their preparation cost, packing the goods, labeling them and moving them to a place for moving out. DMAIC technique is used in this work: SIPOC diagram, value stream map of “As Is” process, Root Cause Analysis, Maps of “Future State” and “Ideal State” and an Improvement Plan. A value of ROI=624% is obtained which is lower than the expected value of 833%. The work explains the techniques of improvement and the deficiencies in the old process.

Keywords: packaging, lean tools, six sigma, DMAIC methodology, SIPOC

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26345 Designing Equivalent Model of Floating Gate Transistor

Authors: Birinderjit Singh Kalyan, Inderpreet Kaur, Balwinder Singh Sohi

Abstract:

In this paper, an equivalent model for floating gate transistor has been proposed. Using the floating gate voltage value, capacitive coupling coefficients has been found at different bias conditions. The amount of charge present on the gate has been then calculated using the transient models of hot electron programming and Fowler-Nordheim Tunnelling. The proposed model can be extended to the transient conditions as well. The SPICE equivalent model is designed and current-voltage characteristics and Transfer characteristics are comparatively analysed. The dc current-voltage characteristics, as well as dc transfer characteristics, have been plotted for an FGMOS with W/L=0.25μm/0.375μm, the inter-poly capacitance of 0.8fF for both programmed and erased states. The Comparative analysis has been made between the present model and capacitive coefficient coupling methods which were already available.

Keywords: FGMOS, floating gate transistor, capacitive coupling coefficient, SPICE model

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26344 Equilibrium and Kinetic Studies of Lead Adsorption on Activated Carbon Derived from Mangrove Propagule Waste by Phosphoric Acid Activation

Authors: Widi Astuti, Rizki Agus Hermawan, Hariono Mukti, Nurul Retno Sugiyono

Abstract:

The removal of lead ion (Pb2+) from aqueous solution by activated carbon with phosphoric acid activation employing mangrove propagule as precursor was investigated in a batch adsorption system. Batch studies were carried out to address various experimental parameters including pH and contact time. The Langmuir and Freundlich models were able to describe the adsorption equilibrium, while the pseudo first order and pseudo second order models were used to describe kinetic process of Pb2+ adsorption. The results show that the adsorption data are seen in accordance with Langmuir isotherm model and pseudo-second order kinetic model.

Keywords: activated carbon, adsorption, equilibrium, kinetic, lead, mangrove propagule

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26343 Effects of Merging Personal and Social Responsibility with Sports Education Model on Students' Game Performance and Responsibility

Authors: Yi-Hsiang Pan, Chen-Hui Huang, Wei-Ting Hsu

Abstract:

The purposes of the study were to understand these topics as follows: 1. To explore the effect of merging teaching personal and social responsibility (TPSR) with sports education model on students' game performance and responsibility. 2. To explore the effect of sports education model on students' game performance and responsibility. 3. To compare the difference between "merging TPSR with sports education model" and "sports education model" on students' game performance and responsibility. The participants include three high school physical education teachers and six physical education classes. Every teacher teaches an experimental group and a control group. The participants had 121 students, including 65 students in the experimental group and 56 students in the control group. The research methods had game performance assessment, questionnaire investigation, interview, focus group meeting. The research instruments include personal and social responsibility questionnaire and game performance assessment instrument. Paired t-test test and MANCOVA were used to test the difference between "merging TPSR with sports education model" and "sports education model" on students' learning performance. 1) "Merging TPSR with sports education model" showed significant improvements in students' game performance, and responsibilities with self-direction, helping others, cooperation. 2) "Sports education model" also had significant improvements in students' game performance, and responsibilities with effort, self-direction, helping others. 3.) There was no significant difference in game performance and responsibilities between "merging TPSR with sports education model" and "sports education model". 4)."Merging TPSR with sports education model" significantly improve learning atmosphere and peer relationships, it may be developed in the physical education curriculum. The conclusions were as follows: Both "Merging TPSR with sports education model" and "sports education model" can help improve students' responsibility and game performance. However, "Merging TPSR with sports education model" can reduce the competitive atmosphere in highly intensive games between students. The curricular projects of hybrid TPSR-Sport Education model is a good approach for moral character education.

Keywords: curriculum and teaching model, sports self-efficacy, sport enthusiastic, character education

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26342 Air Dispersion Model for Prediction Fugitive Landfill Gaseous Emission Impact in Ambient Atmosphere

Authors: Moustafa Osman Mohammed

Abstract:

This paper will explore formation of HCl aerosol at atmospheric boundary layers and encourages the uptake of environmental modeling systems (EMSs) as a practice evaluation of gaseous emissions (“framework measures”) from small and medium-sized enterprises (SMEs). The conceptual model predicts greenhouse gas emissions to ecological points beyond landfill site operations. It focuses on incorporation traditional knowledge into baseline information for both measurement data and the mathematical results, regarding parameters influence model variable inputs. The paper has simplified parameters of aerosol processes based on the more complex aerosol process computations. The simple model can be implemented to both Gaussian and Eulerian rural dispersion models. Aerosol processes considered in this study were (i) the coagulation of particles, (ii) the condensation and evaporation of organic vapors, and (iii) dry deposition. The chemical transformation of gas-phase compounds is taken into account photochemical formulation with exposure effects according to HCl concentrations as starting point of risk assessment. The discussion set out distinctly aspect of sustainability in reflection inputs, outputs, and modes of impact on the environment. Thereby, models incorporate abiotic and biotic species to broaden the scope of integration for both quantification impact and assessment risks. The later environmental obligations suggest either a recommendation or a decision of what is a legislative should be achieved for mitigation measures of landfill gas (LFG) ultimately.

Keywords: air pollution, landfill emission, environmental management, monitoring/methods and impact assessment

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26341 New Estimation in Autoregressive Models with Exponential White Noise by Using Reversible Jump MCMC Algorithm

Authors: Suparman Suparman

Abstract:

A white noise in autoregressive (AR) model is often assumed to be normally distributed. In application, the white noise usually do not follows a normal distribution. This paper aims to estimate a parameter of AR model that has a exponential white noise. A Bayesian method is adopted. A prior distribution of the parameter of AR model is selected and then this prior distribution is combined with a likelihood function of data to get a posterior distribution. Based on this posterior distribution, a Bayesian estimator for the parameter of AR model is estimated. Because the order of AR model is considered a parameter, this Bayesian estimator cannot be explicitly calculated. To resolve this problem, a method of reversible jump Markov Chain Monte Carlo (MCMC) is adopted. A result is a estimation of the parameter AR model can be simultaneously calculated.

Keywords: autoregressive (AR) model, exponential white Noise, bayesian, reversible jump Markov Chain Monte Carlo (MCMC)

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26340 Numerical Pricing of Financial Options under Irrational Exercise Times and Regime-Switching Models

Authors: Mohammad Saber Rohi, Saghar Heidari

Abstract:

In this paper, we studied the pricing problem of American options under a regime-switching model with the possibility of a non-optimal exercise policy (early or late exercise time) which is called an irrational strategy. For this, we consider a Markovmodulated model for the dynamic of the underlying asset as an alternative model to the classical Balck-Scholes-Merton model (BSM) and an intensity-based model for the irrational strategy, to provide more realistic results for American option prices under the irrational behavior in real financial markets. Applying a partial differential equation (PDE) approach, the pricing problem of American options under regime-switching models can be formulated as coupled PDEs. To solve the resulting systems of PDEs in this model, we apply a finite element method as the numerical solving procedure to the resulting variational inequality. Under some appropriate assumptions, we establish the stability of the method and compare its accuracy to some recent works to illustrate the suitability of the proposed model and the accuracy of the applied numerical method for the pricing problem of American options under the regime-switching model with irrational behaviors.

Keywords: irrational exercise strategy, rationality parameter, regime-switching model, American option, finite element method, variational inequality

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26339 How to Evaluate the Contribution of Social Finance to Regional Economy

Authors: Jungeun Cho

Abstract:

Social finance has received increasing attention as a means to promote the growth of regional economies. Despite the plenty of research discussed their critical role and functions in regional economic development such as the financing and promotion of co-operatives or social enterprises and the offering credit to the financially excluded in the region, however, rarely are efforts made to measure the contribution of social finance in the regional economy. It is essential to establish an evaluation model in order to encourage social finance institutions to perform their supposed role and functions on regional economic development. The objective of this paper is to formulate an evaluation model of the contribution of social finance to the regional economy through an analytic hierarchy process (AHP) approach. This study is expected to provide useful guidelines for social finance institutions’ strategies and the policies of local or central government regarding social finance.

Keywords: social finance, regional economy, social economy, policies of local or central government

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26338 Hybrid Structure Learning Approach for Assessing the Phosphate Laundries Impact

Authors: Emna Benmohamed, Hela Ltifi, Mounir Ben Ayed

Abstract:

Bayesian Network (BN) is one of the most efficient classification methods. It is widely used in several fields (i.e., medical diagnostics, risk analysis, bioinformatics research). The BN is defined as a probabilistic graphical model that represents a formalism for reasoning under uncertainty. This classification method has a high-performance rate in the extraction of new knowledge from data. The construction of this model consists of two phases for structure learning and parameter learning. For solving this problem, the K2 algorithm is one of the representative data-driven algorithms, which is based on score and search approach. In addition, the integration of the expert's knowledge in the structure learning process allows the obtainment of the highest accuracy. In this paper, we propose a hybrid approach combining the improvement of the K2 algorithm called K2 algorithm for Parents and Children search (K2PC) and the expert-driven method for learning the structure of BN. The evaluation of the experimental results, using the well-known benchmarks, proves that our K2PC algorithm has better performance in terms of correct structure detection. The real application of our model shows its efficiency in the analysis of the phosphate laundry effluents' impact on the watershed in the Gafsa area (southwestern Tunisia).

Keywords: Bayesian network, classification, expert knowledge, structure learning, surface water analysis

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26337 Applied Transdisciplinary Undergraduate Research in Costa Rica: Five Weeks Faculty-Led Study Abroad Model

Authors: Sara Shuger Fox, Oscar Reynaga

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This session explains the process and lessons learned as Central College (USA) faculty and staff developed undergraduate research opportunities within the model of a short-term faculty-led study abroad program in Costa Rica. The program in Costa Rica increases access to research opportunities across the disciplines and was developed by faculty from English, Biology, and Exercise Science. Session attendees will benefit from learning how faculty and staff navigated the program proposal process at a small liberal arts college and, in particular, how the program was built to be inclusive of departments with lower enrollment, like those currently seen in the humanities. Vital to this last point, presenters will explain how they negotiated issues of research supervision and disciplinary authority in such a way that the program is open to students from multiple disciplines without forcing the program budget to absorb costs for multiple faculty supervisors traveling and living in-country. Additionally, session attendees will learn how scouting laid the groundwork for mutually beneficial relationships between the program and the communities with which it collaborates. Presenters will explain how they built a coalition of students, faculty advisors, study abroad staff and local research hosts to support the development of research questions that are of value not just to the students, but to the community in which the research will take place. This program also incorporates principles of fair-trade learning by intentionally reporting research findings to local community members, as well as encouraging students to proactively share their research as a way to connect with local people.

Keywords: Costa Rica, research, sustainability, transdisciplinary

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26336 Methods Used to Perform Requirements Elicitation for FinTech Application Development

Authors: Zhao Pengcheng, Yin Siyuan

Abstract:

Fintech is the new hot topic of the 21st century, a discipline that combines financial theory with computer modelling. It can provide both digital analysis methods for investment banks and investment decisions for users. Given the variety of services available, it is necessary to provide a superior method of requirements elicitation to ensure that users' needs are addressed in the software development process. The accuracy of traditional software requirements elicitation methods is not sufficient, so this study attempts to use a multi-perspective based requirements heuristic framework. Methods such as interview and questionnaire combination, card sorting, and model driven are proposed. The collection results from PCA show that the new methods can better help with requirements elicitation. However, the method has some limitations and, there are some efficiency issues. However, the research in this paper provides a good theoretical extension that can provide researchers with some new research methods and perspectives viewpoints.

Keywords: requirement elicitation, FinTech, mobile application, survey, interview, model-driven

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26335 Applying the Crystal Model Approach on Light Nuclei for Calculating Radii and Density Distribution

Authors: A. Amar

Abstract:

A new model, namely the crystal model, has been modified to calculate the radius and density distribution of light nuclei up to ⁸Be. The crystal model has been modified according to solid-state physics, which uses the analogy between nucleon distribution and atoms distribution in the crystal. The model has analytical analysis to calculate the radius where the density distribution of light nuclei has obtained from analogy of crystal lattice. The distribution of nucleons over crystal has been discussed in a general form. The equation that has been used to calculate binding energy was taken from the solid-state model of repulsive and attractive force. The numbers of the protons were taken to control repulsive force, where the atomic number was responsible for the attractive force. The parameter has been calculated from the crystal model was found to be proportional to the radius of the nucleus. The density distribution of light nuclei was taken as a summation of two clusters distribution as in ⁶Li=alpha+deuteron configuration. A test has been done on the data obtained for radius and density distribution using double folding for d+⁶,⁷Li with M3Y nucleon-nucleon interaction. Good agreement has been obtained for both the radius and density distribution of light nuclei. The model failed to calculate the radius of ⁹Be, so modifications should be done to overcome discrepancy.

Keywords: nuclear physics, nuclear lattice, study nucleus as crystal, light nuclei till to ⁸Be

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26334 RAPDAC: Role Centric Attribute Based Policy Driven Access Control Model

Authors: Jamil Ahmed

Abstract:

Access control models aim to decide whether a user should be denied or granted access to the user‟s requested activity. Various access control models have been established and proposed. The most prominent of these models include role-based, attribute-based, policy based access control models as well as role-centric attribute based access control model. In this paper, a novel access control model is presented called “Role centric Attribute based Policy Driven Access Control (RAPDAC) model”. RAPDAC incorporates the concept of “policy” in the “role centric attribute based access control model”. It leverages the concept of "policy‟ by precisely combining the evaluation of conditions, attributes, permissions and roles in order to allow authorization access. This approach allows capturing the "access control policy‟ of a real time application in a well defined manner. RAPDAC model allows making access decision at much finer granularity as illustrated by the case study of a real time library information system.

Keywords: authorization, access control model, role based access control, attribute based access control

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26333 Efficient Bargaining versus Right to Manage in the Era of Liberalization

Authors: Panagiota Koliousi, Natasha Miaouli

Abstract:

We compare product and labour market liberalization under the two trade union bargaining models: the Right-to-Manage (RTM) model and the Efficient Bargaining (EB) model. The vehicle is a dynamic general equilibrium (DGE) model that incorporates two types of agents (capitalists and workers), imperfectly competitive product and labour markets. The model is solved numerically employing common parameter values and data from the euro area. A key message is that product market deregulation is favourable under any labour market structure while opting for labour market deregulation one should provide special attention to the structure of the labour market such as the bargaining system of unions. If the prevailing way of bargaining is the RTM model then restructuring both markets is beneficial for all agents.

Keywords: market structure, structural reforms, trade unions, unemployment

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26332 Accelerated Aging of Photopolymeric Material Used in Flexography

Authors: S. Mahovic Poljacek, T. Tomasegovic, T. Cigula, D. Donevski, R. Szentgyörgyvölgyi, S. Jakovljevic

Abstract:

In this paper, a degradation of the photopolymeric material (PhPM), used as printing plate in the flexography reproduction technique, caused by accelerated aging has been observed. Since the basis process for production of printing plates from the PhPM is a radical cross-linking process caused by exposing to UV wavelengths, the assumption was that improper storage or irregular handling of the PhPM plate can change the surface and structure characteristics of the plates. Results have shown that the aging process causes degradation in the structure and changes in the surface of the PhPM printing plate.

Keywords: aging process, artificial treatment, flexography, photopolymeric material (PhPM)

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26331 A Detailed Experimental Study and Evaluation of Springback under Stretch Bending Process

Authors: A. Soualem

Abstract:

The design of multi stage deep drawing processes requires the evaluation of many process parameters such as the intermediate die geometry, the blank shape, the sheet thickness, the blank holder force, friction, lubrication etc..These process parameters have to be determined for the optimum forming conditions before the process design. In general sheet metal forming may involve stretching drawing or various combinations of these basic modes of deformation. It is important to determine the influence of the process variables in the design of sheet metal working process. Especially, the punch and die corner for deep drawing will affect the formability. At the same time the prediction of sheet metals springback after deep drawing is an important issue to solve for the control of manufacturing processes. Nowadays, the importance of this problem increases because of the use of steel sheeting with high stress and also aluminum alloys. The aim of this paper is to give a better understanding of the springback and its effect in various sheet metals forming process such as expansion and restraint deep drawing in the cup drawing process, by varying radius die, lubricant for two commercially available materials e.g. galvanized steel and Aluminum sheet. To achieve these goals experiments were carried out and compared with other results. The original of our purpose consist on tests which are ensured by adapting a U-type stretching-bending device on a tensile testing machine, where we studied and quantified the variation of the springback.

Keywords: springback, deep drawing, expansion, restricted deep drawing

Procedia PDF Downloads 440
26330 Electronic-Word of Mouth(e-WoM): Preliminary Study of Malaysian Undergrad Students Smartphone Online Review

Authors: Norshakirah Ab.Aziz, Nurul Atiqah Jamaluddin

Abstract:

Consequently, electronic word-of-mouth (e-WoM) becomes one of the resources in the decision making process and considered a valuable marketing channel for consumers and organizations. Admittedly, there is increasing concern on the accuracy and genuine of e-WoM content because consumers prefer to look out product or service information available online. Thus, the focus of this study is to propose a model and guidelines how to select trusted online review content according to domain chosen –undergrad students smartphone online review. Undeniable, mobile devices like smartphone has now become a necessity in today are daily life to complete our daily chores. The model and guideline focused on product competency review and the message integrity. In other words, this study aims to enable consumers to identify trusted online review content, which helps them in buying decisions.

Keywords: electronic word of mouth, e-WoM, WoM, online review

Procedia PDF Downloads 316