Search results for: risk prediction model
Commenced in January 2007
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Edition: International
Paper Count: 21999

Search results for: risk prediction model

20349 Comparison of Machine Learning Models for the Prediction of System Marginal Price of Greek Energy Market

Authors: Ioannis P. Panapakidis, Marios N. Moschakis

Abstract:

The Greek Energy Market is structured as a mandatory pool where the producers make their bid offers in day-ahead basis. The System Operator solves an optimization routine aiming at the minimization of the cost of produced electricity. The solution of the optimization problem leads to the calculation of the System Marginal Price (SMP). Accurate forecasts of the SMP can lead to increased profits and more efficient portfolio management from the producer`s perspective. Aim of this study is to provide a comparative analysis of various machine learning models such as artificial neural networks and neuro-fuzzy models for the prediction of the SMP of the Greek market. Machine learning algorithms are favored in predictions problems since they can capture and simulate the volatilities of complex time series.

Keywords: deregulated energy market, forecasting, machine learning, system marginal price

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20348 A Deep Learning Approach to Detect Complete Safety Equipment for Construction Workers Based on YOLOv7

Authors: Shariful Islam, Sharun Akter Khushbu, S. M. Shaqib, Shahriar Sultan Ramit

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In the construction sector, ensuring worker safety is of the utmost significance. In this study, a deep learning-based technique is presented for identifying safety gear worn by construction workers, such as helmets, goggles, jackets, gloves, and footwear. The suggested method precisely locates these safety items by using the YOLO v7 (You Only Look Once) object detection algorithm. The dataset utilized in this work consists of labeled images split into training, testing and validation sets. Each image has bounding box labels that indicate where the safety equipment is located within the image. The model is trained to identify and categorize the safety equipment based on the labeled dataset through an iterative training approach. We used custom dataset to train this model. Our trained model performed admirably well, with good precision, recall, and F1-score for safety equipment recognition. Also, the model's evaluation produced encouraging results, with a [email protected] score of 87.7%. The model performs effectively, making it possible to quickly identify safety equipment violations on building sites. A thorough evaluation of the outcomes reveals the model's advantages and points up potential areas for development. By offering an automatic and trustworthy method for safety equipment detection, this research contributes to the fields of computer vision and workplace safety. The proposed deep learning-based approach will increase safety compliance and reduce the risk of accidents in the construction industry.

Keywords: deep learning, safety equipment detection, YOLOv7, computer vision, workplace safety

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20347 Xeroderma Pigmentosum Group G: Gene Polymorphism and Risk of Breast Cancer

Authors: Malik SS, Masood N, Mubarik S, Khadim TM

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Introduction: Xeroderma pigmentosum group G (XPG) gene plays a crucial role in the correction of UV-induced DNA damage through nucleotide excision repair pathway. Single nucleotide polymorphisms in XPG gene have been reported to be associated with different cancers. Current case-control study was designed to evaluate the relationship between one of the most frequently found XPG (rs1047768 T>C) polymorphism and breast cancer risk. Methodology: A total of 200 individuals were screened for this polymorphism including 100 pathologically confirmed breast cancer cases and age-matched 100 controls. Genotyping was carried out using Tetra amplification-refractory mutation system (ARMS) PCR and results were confirmed by gel electrophoresis. Results: Conditional logistic regression analysis showed significant association between TC genotype (OR: 8.9, CI: 2.0 – 38.7) and increased breast cancer risk. Although homozygous CC genotype was more frequent in patients as compared to controls, but it was statistically non-significant (OR: 3.9, CI: 0.4 – 35.7). Conclusion: In conclusion, XPG (rs1047768 T>C) polymorphism may contribute towards increased risk of breast cancer but other polymorphisms may also be evaluated to elucidate their role in breast cancer.

Keywords: XPG, breast cancer, NER, ARMS-PCR

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20346 A Neural Network Modelling Approach for Predicting Permeability from Well Logs Data

Authors: Chico Horacio Jose Sambo

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Recently neural network has gained popularity when come to solve complex nonlinear problems. Permeability is one of fundamental reservoir characteristics system that are anisotropic distributed and non-linear manner. For this reason, permeability prediction from well log data is well suited by using neural networks and other computer-based techniques. The main goal of this paper is to predict reservoir permeability from well logs data by using neural network approach. A multi-layered perceptron trained by back propagation algorithm was used to build the predictive model. The performance of the model on net results was measured by correlation coefficient. The correlation coefficient from testing, training, validation and all data sets was evaluated. The results show that neural network was capable of reproducing permeability with accuracy in all cases, so that the calculated correlation coefficients for training, testing and validation permeability were 0.96273, 0.89991 and 0.87858, respectively. The generalization of the results to other field can be made after examining new data, and a regional study might be possible to study reservoir properties with cheap and very fast constructed models.

Keywords: neural network, permeability, multilayer perceptron, well log

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20345 Time Series Simulation by Conditional Generative Adversarial Net

Authors: Rao Fu, Jie Chen, Shutian Zeng, Yiping Zhuang, Agus Sudjianto

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Generative Adversarial Net (GAN) has proved to be a powerful machine learning tool in image data analysis and generation. In this paper, we propose to use Conditional Generative Adversarial Net (CGAN) to learn and simulate time series data. The conditions include both categorical and continuous variables with different auxiliary information. Our simulation studies show that CGAN has the capability to learn different types of normal and heavy-tailed distributions, as well as dependent structures of different time series. It also has the capability to generate conditional predictive distributions consistent with training data distributions. We also provide an in-depth discussion on the rationale behind GAN and the neural networks as hierarchical splines to establish a clear connection with existing statistical methods of distribution generation. In practice, CGAN has a wide range of applications in market risk and counterparty risk analysis: it can be applied to learn historical data and generate scenarios for the calculation of Value-at-Risk (VaR) and Expected Shortfall (ES), and it can also predict the movement of the market risk factors. We present a real data analysis including a backtesting to demonstrate that CGAN can outperform Historical Simulation (HS), a popular method in market risk analysis to calculate VaR. CGAN can also be applied in economic time series modeling and forecasting. In this regard, we have included an example of hypothetical shock analysis for economic models and the generation of potential CCAR scenarios by CGAN at the end of the paper.

Keywords: conditional generative adversarial net, market and credit risk management, neural network, time series

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20344 The Risk and Prevention of Peer-To-Peer Network Lending in China

Authors: Zhizhong Yuan, Lili Wang, Chenya Zheng, Wuqi Yang

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How to encourage and support peer-to-peer (P2P) network lending, and effectively monitor the risk of P2P network lending, has become the focus of the Chinese government departments, industrialists, experts and scholars in recent years. The reason is that this convenient online micro-credit service brings a series of credit risks and other issues. Avoiding the risks brought by the P2P network lending model, it can better play a benign role and help China's small and medium-sized private enterprises with vigorous development to solve the capital needs; otherwise, it will bring confusion to the normal financial order. As a form of financial services, P2P network lending has injected new blood into China's non-government finance in the past ten years, and has found a way out for idle funds and made up for the shortage of traditional financial services in China. However, it lacks feasible measures in credit evaluation and government supervision. This paper collects a large amount of data about P2P network lending of China. The data collection comes from the official media of the Chinese government, the public achievements of existing researchers and the analysis and collation of correlation data by the authors. The research content of this paper includes literature review; the current situation of China's P2P network lending development; the risk analysis of P2P network lending in China; the risk prevention strategy of P2P network lending in China. The focus of this paper is to try to find a specific program to strengthen supervision and avoid risks from the perspective of government regulators, operators of P2P network lending platform, investors and users of funds. These main measures include: China needs to develop self-discipline organization of P2P network lending industry and formulate self-discipline norms as soon as possible; establish a regular information disclosure system of P2P network lending platform; establish censorship of credit rating of borrowers; rectify the P2P network lending platform in compliance through the implementation of bank deposition. The results and solutions will benefit all the P2P network lending platforms, creditors, debtors, bankers, independent auditors and government agencies of China and other countries.

Keywords: peer-to-peer(P2P), regulation, risk prevention, supervision

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20343 Dynamic Fault Diagnosis for Semi-Batch Reactor Under Closed-Loop Control via Independent RBFNN

Authors: Abdelkarim M. Ertiame, D. W. Yu, D. L. Yu, J. B. Gomm

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In this paper, a new robust fault detection and isolation (FDI) scheme is developed to monitor a multivariable nonlinear chemical process called the Chylla-Haase polymerization reactor when it is under the cascade PI control. The scheme employs a radial basis function neural network (RBFNN) in an independent mode to model the process dynamics and using the weighted sum-squared prediction error as the residual. The recursive orthogonal Least Squares algorithm (ROLS) is employed to train the model to overcome the training difficulty of the independent mode of the network. Then, another RBFNN is used as a fault classifier to isolate faults from different features involved in the residual vector. The several actuator and sensor faults are simulated in a nonlinear simulation of the reactor in Simulink. The scheme is used to detect and isolate the faults on-line. The simulation results show the effectiveness of the scheme even the process is subjected to disturbances and uncertainties including significant changes in the monomer feed rate, fouling factor, impurity factor, ambient temperature and measurement noise. The simulation results are presented to illustrate the effectiveness and robustness of the proposed method.

Keywords: Robust fault detection, cascade control, independent RBF model, RBF neural networks, Chylla-Haase reactor, FDI under closed-loop control

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20342 Severe Bone Marrow Edema on Sacroiliac Joint MRI Increases the Risk of Low BMD in Patients with Axial Spondyloarthritis

Authors: Kwi Young Kang

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Objective: To determine the association between inflammatory and structural lesions on sacroiliac joint (SIJ) MRI and BMD and to identify risk factors for low BMD in patients with axial spondyloarthritis (axSpA). Methods: Seventy-six patients who fulfilled the ASAS axSpA criteria were enrolled. All underwent SIJ MRI and BMD measurement at the lumbar spine, femoral neck, and total hip. Inflammatory and structural lesions on SIJ MRI were scored. Laboratory tests and assessment of radiographic and disease activity were performed at the time of MRI. The association between SIJ MRI findings and BMD was evaluated. Results: Among the 76 patients, 14 (18%) had low BMD. Patients with low BMD showed significantly higher bone marrow edema (BME) and deep BME scores on MRI than those with normal BMD (p<0.047 and 0.007, respectively). Inflammatory lesions on SIJ MRI correlated with BMD at the femoral neck and total hip. Multivariate analysis identified the presence of deep BME on SIJ MRI, increased CRP, and sacroiliitis on X-ray as risk factors for low BMD (OR: 5.6, 14.6, and 2.5, respectively). Conclusion: The presence of deep BME on SIJ MRI, increased CRP levels, and severity of sacroiliitis on X-ray were independent risk factors for low BMD.

Keywords: axial spondyloarthritis, sacroiliac joint MRI, bone mineral density, sacroiliitis

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20341 Development of a Data-Driven Method for Diagnosing the State of Health of Battery Cells, Based on the Use of an Electrochemical Aging Model, with a View to Their Use in Second Life

Authors: Desplanches Maxime

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Accurate estimation of the remaining useful life of lithium-ion batteries for electronic devices is crucial. Data-driven methodologies encounter challenges related to data volume and acquisition protocols, particularly in capturing a comprehensive range of aging indicators. To address these limitations, we propose a hybrid approach that integrates an electrochemical model with state-of-the-art data analysis techniques, yielding a comprehensive database. Our methodology involves infusing an aging phenomenon into a Newman model, leading to the creation of an extensive database capturing various aging states based on non-destructive parameters. This database serves as a robust foundation for subsequent analysis. Leveraging advanced data analysis techniques, notably principal component analysis and t-Distributed Stochastic Neighbor Embedding, we extract pivotal information from the data. This information is harnessed to construct a regression function using either random forest or support vector machine algorithms. The resulting predictor demonstrates a 5% error margin in estimating remaining battery life, providing actionable insights for optimizing usage. Furthermore, the database was built from the Newman model calibrated for aging and performance using data from a European project called Teesmat. The model was then initialized numerous times with different aging values, for instance, with varying thicknesses of SEI (Solid Electrolyte Interphase). This comprehensive approach ensures a thorough exploration of battery aging dynamics, enhancing the accuracy and reliability of our predictive model. Of particular importance is our reliance on the database generated through the integration of the electrochemical model. This database serves as a crucial asset in advancing our understanding of aging states. Beyond its capability for precise remaining life predictions, this database-driven approach offers valuable insights for optimizing battery usage and adapting the predictor to various scenarios. This underscores the practical significance of our method in facilitating better decision-making regarding lithium-ion battery management.

Keywords: Li-ion battery, aging, diagnostics, data analysis, prediction, machine learning, electrochemical model, regression

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20340 Sentiment Analysis of Fake Health News Using Naive Bayes Classification Models

Authors: Danielle Shackley, Yetunde Folajimi

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As more people turn to the internet seeking health-related information, there is more risk of finding false, inaccurate, or dangerous information. Sentiment analysis is a natural language processing technique that assigns polarity scores to text, ranging from positive, neutral, and negative. In this research, we evaluate the weight of a sentiment analysis feature added to fake health news classification models. The dataset consists of existing reliably labeled health article headlines that were supplemented with health information collected about COVID-19 from social media sources. We started with data preprocessing and tested out various vectorization methods such as Count and TFIDF vectorization. We implemented 3 Naive Bayes classifier models, including Bernoulli, Multinomial, and Complement. To test the weight of the sentiment analysis feature on the dataset, we created benchmark Naive Bayes classification models without sentiment analysis, and those same models were reproduced, and the feature was added. We evaluated using the precision and accuracy scores. The Bernoulli initial model performed with 90% precision and 75.2% accuracy, while the model supplemented with sentiment labels performed with 90.4% precision and stayed constant at 75.2% accuracy. Our results show that the addition of sentiment analysis did not improve model precision by a wide margin; while there was no evidence of improvement in accuracy, we had a 1.9% improvement margin of the precision score with the Complement model. Future expansion of this work could include replicating the experiment process and substituting the Naive Bayes for a deep learning neural network model.

Keywords: sentiment analysis, Naive Bayes model, natural language processing, topic analysis, fake health news classification model

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20339 Enterprise Risk Management, Human Capital and Organizational Performance: Insights from Public Listed Companies

Authors: Omar Moafaq Saleh Aljanabi, Noradiva Hamzah, Ruhanita Maelah

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In today’s challenging global economy, which is driven by information and knowledge, risk management is undergoing a great change, as organizations shift from traditional and compartmental risk management to an enterprise-wide approach. Enterprise risk management (ERM), which aims at increasing the sustainability of an organization and achieving competitive advantage, is gaining global attention and fast becoming an essential concern in all industries. Furthermore, in order to be effective, ERM should be managed by managers with high-level skills and knowledge. Despite the importance of the knowledge embedded in, there remains a paucity of evidence concerning how human capital could influence the organization’s ERM. Responses from 116 public listed companies (PLCs) on the main market of Bursa Malaysia were analyzed using Structural Equation Modelling (SEM). This study found that there is a significant association between ERM and organizational performance. The results also indicate that human capital has a positive moderating effect on the relationship between ERM and performance. The study contributes to the ERM literature by providing empirical evidence on the relationship between ERM, human capital, and organizational performance. Findings from this study also provide guidelines for managers, policy makers, and the regulatory bodies, to evaluate the ERM practices in PLCs.

Keywords: enterprise risk management, human capital, organizational performance, Malaysian public listed companies

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20338 Influence of Ligature Tightening on Bone Fracture Risk in Interspinous Process Surgery

Authors: Dae Kyung Choi, Won Man Park, Kyungsoo Kim, Yoon Hyuk Kim

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The interspinous process devices have been recently used due to its advantages such as minimal invasiveness and less subsidence of the implant to the osteoporotic bone. In this paper, we have analyzed the influences of ligature tightening of several interspinous process devices using finite element analysis. Four types of interspinous process implants were inserted to the L3-4 spinal motion segment based on their surgical protocols. Inferior plane of L4 vertebra was fixed and 7.5 Nm of extension moment were applied on superior plane of L3 vertebra with 400N of compressive load along follower load direction and pretension of the ligature. The stability of the spinal unit was high enough than that of intact model. The higher value of pretension in the ligature led the decrease of dynamic stabilization effect in cases of the WallisTM, DiamTM, Viking, and Spear®. The results of present study could be used to evaluate surgical option and validate the biomechanical characteristics of the spinal implants.

Keywords: interspinous process device, bone fracture risk, lumbar spine, finite element analysis

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20337 Margin-Based Feed-Forward Neural Network Classifiers

Authors: Xiaohan Bookman, Xiaoyan Zhu

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Margin-Based Principle has been proposed for a long time, it has been proved that this principle could reduce the structural risk and improve the performance in both theoretical and practical aspects. Meanwhile, feed-forward neural network is a traditional classifier, which is very hot at present with a deeper architecture. However, the training algorithm of feed-forward neural network is developed and generated from Widrow-Hoff Principle that means to minimize the squared error. In this paper, we propose a new training algorithm for feed-forward neural networks based on Margin-Based Principle, which could effectively promote the accuracy and generalization ability of neural network classifiers with less labeled samples and flexible network. We have conducted experiments on four UCI open data sets and achieved good results as expected. In conclusion, our model could handle more sparse labeled and more high-dimension data set in a high accuracy while modification from old ANN method to our method is easy and almost free of work.

Keywords: Max-Margin Principle, Feed-Forward Neural Network, classifier, structural risk

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20336 Understanding Risky Borrowing Behavior among Young Consumers: An Empirical Study

Authors: T. Hansen

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Many consumers are uncertain of what financial borrowing behavior may serve their interests in the best way. This is important since consumers’ risky financial decisions may not only negatively affect their short-term liquidity but may haunt them for years after they are made. Obviously, this is especially critical for young adults who often carry large amounts of student loans or credit card debt, which in turn may hinder their future ability to obtain financial healthiness. Even though factors such as financial knowledge, attitudes towards risk, gender, and motivations of borrowing, among others, are known to influence consumer borrowing behavior, no existing model comprehensibly describes the mechanisms behind young adults’ risky borrowing behavior. This is unfortunate since a better understanding of the relationships between such factors and young adults’ risky borrowing behavior may be of value to financial service providers and financial authorities aiming to improve young adults’ borrowing behavior. This research extends prior research by developing a conceptual framework for the purpose of understanding young adults’ risky borrowing behavior. The study is based on two survey samples comprising 488 young adults aged 18-25 who have not obtained a risky loan (sample 1) and 214 young adults aged 18-25 who already have obtained a risky loan (sample 2), respectively. The results suggest several psychological, sociological, and behavioral factors that may influence young adults’ intentional risky borrowing behavior, which in turn is shown to affect actualized risky borrowing behavior. We also found that the relationship between intentional risky borrowing behavior and actualized risky borrowing behavior is negatively moderated by perceived risk – but not by perceived complexity. In particular, the results of this study indicate that public policy makers, banks and financial educators should seek to eliminate less desirable social norms on how to behave financially. In addition, they should seek to enhance young adults’ risky borrowing perceived risk, thereby preventing that intentional risky borrowing behavior translates into actualized risky behavior.

Keywords: financial services, risky borrowing behavior, young adults, financial knowledge, social norms, perceived risk, financial trust, public financial policy

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20335 Automated Machine Learning Algorithm Using Recurrent Neural Network to Perform Long-Term Time Series Forecasting

Authors: Ying Su, Morgan C. Wang

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Long-term time series forecasting is an important research area for automated machine learning (AutoML). Currently, forecasting based on either machine learning or statistical learning is usually built by experts, and it requires significant manual effort, from model construction, feature engineering, and hyper-parameter tuning to the construction of the time series model. Automation is not possible since there are too many human interventions. To overcome these limitations, this article proposed to use recurrent neural networks (RNN) through the memory state of RNN to perform long-term time series prediction. We have shown that this proposed approach is better than the traditional Autoregressive Integrated Moving Average (ARIMA). In addition, we also found it is better than other network systems, including Fully Connected Neural Networks (FNN), Convolutional Neural Networks (CNN), and Nonpooling Convolutional Neural Networks (NPCNN).

Keywords: automated machines learning, autoregressive integrated moving average, neural networks, time series analysis

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20334 Breast Cancer Risk is Predicted Using Fuzzy Logic in MATLAB Environment

Authors: S. Valarmathi, P. B. Harathi, R. Sridhar, S. Balasubramanian

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Machine learning tools in medical diagnosis is increasing due to the improved effectiveness of classification and recognition systems to help medical experts in diagnosing breast cancer. In this study, ID3 chooses the splitting attribute with the highest gain in information, where gain is defined as the difference between before the split versus after the split. It is applied for age, location, taluk, stage, year, period, martial status, treatment, heredity, sex, and habitat against Very Serious (VS), Very Serious Moderate (VSM), Serious (S) and Not Serious (NS) to calculate the gain of information. The ranked histogram gives the gain of each field for the breast cancer data. The doctors use TNM staging which will decide the risk level of the breast cancer and play an important decision making field in fuzzy logic for perception based measurement. Spatial risk area (taluk) of the breast cancer is calculated. Result clearly states that Coimbatore (North and South) was found to be risk region to the breast cancer than other areas at 20% criteria. Weighted value of taluk was compared with criterion value and integrated with Map Object to visualize the results. ID3 algorithm shows the high breast cancer risk regions in the study area. The study has outlined, discussed and resolved the algorithms, techniques / methods adopted through soft computing methodology like ID3 algorithm for prognostic decision making in the seriousness of the breast cancer.

Keywords: ID3 algorithm, breast cancer, fuzzy logic, MATLAB

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20333 Analysis of Supply Chain Risk Management Strategies: Case Study of Supply Chain Disruptions

Authors: Marcelo Dias Carvalho, Leticia Ishikawa

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Supply Chain Risk Management refers to a set of strategies used by companies to avoid supply chain disruption caused by damage at production facilities, natural disasters, capacity issues, inventory problems, incorrect forecasts, and delays. Many companies use the techniques of the Toyota Production System, which in a way goes against a better management of supply chain risks. This paper studies key events in some multinationals to analyze the trade-off between the best supply chain risk management techniques and management policies designed to create lean enterprises. The result of a good balance of these actions is the reduction of losses, increased customer trust in the company and better preparedness to face the general risks of a supply chain.

Keywords: just in time, lean manufacturing, supply chain disruptions, supply chain management

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20332 Biodiversity Affects Bovine Tuberculosis (bTB) Risk in Ethiopian Cattle: Prospects for Infectious Disease Control

Authors: Sintayehu W. Dejene, Ignas M. A. Heitkönig, Herbert H. T. Prins, Zewdu K. Tessema, Willem F. de Boer

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Current theories on diversity-disease relationships describe host species diversity and species identity as important factors influencing disease risk, either diluting or amplifying disease prevalence in a community. Whereas the simple term ‘diversity’ embodies a set of animal community characteristics, it is not clear how different measures of species diversity are correlated with disease risk. We, therefore, tested the effects of species richness, Pielou’s evenness and Shannon’s diversity on bTB risk in cattle in the Afar Region and Awash National Park between November 2013 and April 2015. We also analysed the identity effect of a particular species and the effect of host habitat use overlap on bTB risk. We used the comparative intradermal tuberculin test to assess the number of bTB infected cattle. Our results suggested a dilution effect through species evenness. We found that the identity effect of greater kudu - a maintenance host – confounded the dilution effect of species diversity on bTB risk. bTB infection was positively correlated with habitat use overlap between greater kudu and cattle. Different diversity indices have to be considered together for assessing diversity-disease relationships, for understanding the underlying causal mechanisms. We posit that unpacking diversity metrics is also relevant for formulating control strategies to manage cattle in ecosystems characterized by seasonally limited resources and intense wildlife-livestock interactions.

Keywords: evenness, diversity, greater kudu, identity effect, maintenance hosts, multi-host disease ecology, habitat use overlap

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20331 Determinants of Smallholder Farmers' Intention to Adopt Jatropha as Raw Material for Biodiesel Production: A Proposed Model for Nigeria

Authors: Abdulsalam Mas’ud

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Though Nigerian Biofuel Policy and Incentive was introduced in 2007, however, little if any is known about the impact of such policy for biodiesel development in Nigeria. It can be argued that lack of raw materials is one of the important factors that hinder the proper implementation of the policy. In line with this argument, this study aims to explore the determinants of smallholder farmers’ intention to adopt Jatropha as raw materials for biodiesel development in northern Nigeria, with Jigawa State as area of study. The determinants proposed for investigation covers personal factors, physical factors, institutional factors, economic factors, risk and uncertainty factors as well as social factors. The validation of the proposed model will have the implication of guiding policymakers towards enhancement of farmers’ participation in the Jatropha project for biodiesel raw materials production. The eventual byproducts of the proposed model validation and implementation will be employment generation, poverty reduction, combating dessert encroachment, economic diversification to renewable energy sources and electricity generation.

Keywords: adoption, biodiesel, factors, jatropha

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20330 Apolipoprotein A1 -75 G to a Substitution and Its Relationship with Serum ApoA1 Levels among Indian Punjabi Population

Authors: Savjot Kaur, Mridula Mahajan, AJS Bhanwer, Santokh Singh, Kawaljit Matharoo

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Background: Disorders of lipid metabolism and genetic predisposition are CAD risk factors. ApoA1 is the apolipoprotein component of anti-atherogenic high density lipoprotein (HDL) particles. The protective action of HDL and ApoA1 is attributed to their central role in reverse cholesterol transport (RCT). Aim: This study was aimed at identifying sequence variations in ApoA1 (-75G>A) and its association with serum ApoA1 levels. Methods: A total of 300 CAD patients and 300 Normal individuals (controls) were analyzed. PCR-RFLP method was used to determine the DNA polymorphism in the ApoA1 gene, PCR products digested with restriction enzyme MspI, followed by Agarose Gel Electrophoresis. Serum apolipoprotein A1 concentration was estimated with immunoturbidimetric method. Results: Deviation from Hardy- Weinberg Equilibrium (HWE) was observed for this gene variant. The A- allele frequency was higher among Coronary Artery disease patients (53.8) compared to controls (45.5), p= 0.004, O.R= 1.38(1.11-1.75). Under recessive model analysis (AA vs. GG+GA) AA genotype of ApoA1 G>A substitution conferred ~1 fold increased risk towards CAD susceptibility (p= 0.002, OR= 1.72(1.2-2.43). With serum ApoA1 levels < 107 A allele frequency was higher among CAD cases (50) as compared to controls (43.4) [p=0.23, OR= 1.2(0.84-2)] and there was zero % occurrence of A allele frequency in individuals with ApoA1 levels > 177. Conclusion: Serum ApoA1 levels were associated with ApoA1 promoter region variation and influence CAD risk. The individuals with the APOA1 -75 A allele confer excess hazard of developing CAD as a result of its effect on low serum concentrations of ApoA1.

Keywords: apolipoprotein A1 (G>A) gene polymorphism, coronary artery disease (CAD), reverse cholesterol transport (RCT)

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20329 Assessment of Korea's Natural Gas Portfolio Considering Panama Canal Expansion

Authors: Juhan Kim, Jinsoo Kim

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South Korea cannot import natural gas in any form other than LNG because of the division of South and North Korea. Further, the high proportion of natural gas in the national energy mix makes this resource crucial for energy security in Korea. Expansion of Panama Canal will allow for reducing the cost of shipping between the Far East and U.S East. Panama Canal expansion can have significant impacts on South Korea. Due to this situation, we review the natural gas optimal portfolio by considering the uniqueness of the Korean Natural gas market and expansion of Panama Canal. In order to assess Korea’s natural gas optimal portfolio, we developed natural gas portfolio model. The model comprises two steps. First, to obtain the optimal long-term spot contract ratio, the study examines the price level and the correlation between spot and long-term contracts by using the Markowitz, portfolio model. The optimal long-term spot contract ratio follows the efficient frontier of the cost/risk level related to this price level and degree of correlation. Second, by applying the obtained long-term contract purchase ratio as the constraint in the linear programming portfolio model, we determined the natural gas optimal import portfolio that minimizes total intangible and tangible costs. Using this model, we derived the optimal natural gas portfolio considering the expansion of Panama Canal. Based on these results, we assess the portfolio for natural gas import to Korea from the perspective of energy security and present some relevant policy proposals.

Keywords: natural gas, Panama Canal, portfolio analysis, South Korea

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20328 Equivalent Circuit Model for the Eddy Current Damping with Frequency-Dependence

Authors: Zhiguo Shi, Cheng Ning Loong, Jiazeng Shan, Weichao Wu

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This study proposes an equivalent circuit model to simulate the eddy current damping force with shaking table tests and finite element modeling. The model is firstly proposed and applied to a simple eddy current damper, which is modelled in ANSYS, indicating that the proposed model can simulate the eddy current damping force under different types of excitations. Then, a non-contact and friction-free eddy current damper is designed and tested, and the proposed model can reproduce the experimental observations. The excellent agreement between the simulated results and the experimental data validates the accuracy and reliability of the equivalent circuit model. Furthermore, a more complicated model is performed in ANSYS to verify the feasibility of the equivalent circuit model in complex eddy current damper, and the higher-order fractional model and viscous model are adopted for comparison.

Keywords: equivalent circuit model, eddy current damping, finite element model, shake table test

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20327 Prediction of Alzheimer's Disease Based on Blood Biomarkers and Machine Learning Algorithms

Authors: Man-Yun Liu, Emily Chia-Yu Su

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Alzheimer's disease (AD) is the public health crisis of the 21st century. AD is a degenerative brain disease and the most common cause of dementia, a costly disease on the healthcare system. Unfortunately, the cause of AD is poorly understood, furthermore; the treatments of AD so far can only alleviate symptoms rather cure or stop the progress of the disease. Currently, there are several ways to diagnose AD; medical imaging can be used to distinguish between AD, other dementias, and early onset AD, and cerebrospinal fluid (CSF). Compared with other diagnostic tools, blood (plasma) test has advantages as an approach to population-based disease screening because it is simpler, less invasive also cost effective. In our study, we used blood biomarkers dataset of The Alzheimer’s disease Neuroimaging Initiative (ADNI) which was funded by National Institutes of Health (NIH) to do data analysis and develop a prediction model. We used independent analysis of datasets to identify plasma protein biomarkers predicting early onset AD. Firstly, to compare the basic demographic statistics between the cohorts, we used SAS Enterprise Guide to do data preprocessing and statistical analysis. Secondly, we used logistic regression, neural network, decision tree to validate biomarkers by SAS Enterprise Miner. This study generated data from ADNI, contained 146 blood biomarkers from 566 participants. Participants include cognitive normal (healthy), mild cognitive impairment (MCI), and patient suffered Alzheimer’s disease (AD). Participants’ samples were separated into two groups, healthy and MCI, healthy and AD, respectively. We used the two groups to compare important biomarkers of AD and MCI. In preprocessing, we used a t-test to filter 41/47 features between the two groups (healthy and AD, healthy and MCI) before using machine learning algorithms. Then we have built model with 4 machine learning methods, the best AUC of two groups separately are 0.991/0.709. We want to stress the importance that the simple, less invasive, common blood (plasma) test may also early diagnose AD. As our opinion, the result will provide evidence that blood-based biomarkers might be an alternative diagnostics tool before further examination with CSF and medical imaging. A comprehensive study on the differences in blood-based biomarkers between AD patients and healthy subjects is warranted. Early detection of AD progression will allow physicians the opportunity for early intervention and treatment.

Keywords: Alzheimer's disease, blood-based biomarkers, diagnostics, early detection, machine learning

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20326 COVID_ICU_BERT: A Fine-Tuned Language Model for COVID-19 Intensive Care Unit Clinical Notes

Authors: Shahad Nagoor, Lucy Hederman, Kevin Koidl, Annalina Caputo

Abstract:

Doctors’ notes reflect their impressions, attitudes, clinical sense, and opinions about patients’ conditions and progress, and other information that is essential for doctors’ daily clinical decisions. Despite their value, clinical notes are insufficiently researched within the language processing community. Automatically extracting information from unstructured text data is known to be a difficult task as opposed to dealing with structured information such as vital physiological signs, images, and laboratory results. The aim of this research is to investigate how Natural Language Processing (NLP) techniques and machine learning techniques applied to clinician notes can assist in doctors’ decision-making in Intensive Care Unit (ICU) for coronavirus disease 2019 (COVID-19) patients. The hypothesis is that clinical outcomes like survival or mortality can be useful in influencing the judgement of clinical sentiment in ICU clinical notes. This paper introduces two contributions: first, we introduce COVID_ICU_BERT, a fine-tuned version of clinical transformer models that can reliably predict clinical sentiment for notes of COVID patients in the ICU. We train the model on clinical notes for COVID-19 patients, a type of notes that were not previously seen by clinicalBERT, and Bio_Discharge_Summary_BERT. The model, which was based on clinicalBERT achieves higher predictive accuracy (Acc 93.33%, AUC 0.98, and precision 0.96 ). Second, we perform data augmentation using clinical contextual word embedding that is based on a pre-trained clinical model to balance the samples in each class in the data (survived vs. deceased patients). Data augmentation improves the accuracy of prediction slightly (Acc 96.67%, AUC 0.98, and precision 0.92 ).

Keywords: BERT fine-tuning, clinical sentiment, COVID-19, data augmentation

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20325 Supplier Risk Management: A Multivariate Statistical Modelling and Portfolio Optimization Based Approach for Supplier Delivery Performance Development

Authors: Jiahui Yang, John Quigley, Lesley Walls

Abstract:

In this paper, the authors develop a stochastic model regarding the investment in supplier delivery performance development from a buyer’s perspective. The authors propose a multivariate model through a Multinomial-Dirichlet distribution within an Empirical Bayesian inference framework, representing both the epistemic and aleatory uncertainties in deliveries. A closed form solution is obtained and the lower and upper bound for both optimal investment level and expected profit under uncertainty are derived. The theoretical properties provide decision makers with useful insights regarding supplier delivery performance improvement problems where multiple delivery statuses are involved. The authors also extend the model from a single supplier investment into a supplier portfolio, using a Lagrangian method to obtain a theoretical expression for an optimal investment level and overall expected profit. The model enables a buyer to know how the marginal expected profit/investment level of each supplier changes with respect to the budget and which supplier should be invested in when additional budget is available. An application of this model is illustrated in a simulation study. Overall, the main contribution of this study is to provide an optimal investment decision making framework for supplier development, taking into account multiple delivery statuses as well as multiple projects.

Keywords: decision making, empirical bayesian, portfolio optimization, supplier development, supply chain management

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20324 The Extended Skew Gaussian Process for Regression

Authors: M. T. Alodat

Abstract:

In this paper, we propose a generalization to the Gaussian process regression(GPR) model called the extended skew Gaussian process for regression(ESGPr) model. The ESGPR model works better than the GPR model when the errors are skewed. We derive the predictive distribution for the ESGPR model at a new input. Also we apply the ESGPR model to FOREX data and we find that it fits the Forex data better than the GPR model.

Keywords: extended skew normal distribution, Gaussian process for regression, predictive distribution, ESGPr model

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20323 Towards End-To-End Disease Prediction from Raw Metagenomic Data

Authors: Maxence Queyrel, Edi Prifti, Alexandre Templier, Jean-Daniel Zucker

Abstract:

Analysis of the human microbiome using metagenomic sequencing data has demonstrated high ability in discriminating various human diseases. Raw metagenomic sequencing data require multiple complex and computationally heavy bioinformatics steps prior to data analysis. Such data contain millions of short sequences read from the fragmented DNA sequences and stored as fastq files. Conventional processing pipelines consist in multiple steps including quality control, filtering, alignment of sequences against genomic catalogs (genes, species, taxonomic levels, functional pathways, etc.). These pipelines are complex to use, time consuming and rely on a large number of parameters that often provide variability and impact the estimation of the microbiome elements. Training Deep Neural Networks directly from raw sequencing data is a promising approach to bypass some of the challenges associated with mainstream bioinformatics pipelines. Most of these methods use the concept of word and sentence embeddings that create a meaningful and numerical representation of DNA sequences, while extracting features and reducing the dimensionality of the data. In this paper we present an end-to-end approach that classifies patients into disease groups directly from raw metagenomic reads: metagenome2vec. This approach is composed of four steps (i) generating a vocabulary of k-mers and learning their numerical embeddings; (ii) learning DNA sequence (read) embeddings; (iii) identifying the genome from which the sequence is most likely to come and (iv) training a multiple instance learning classifier which predicts the phenotype based on the vector representation of the raw data. An attention mechanism is applied in the network so that the model can be interpreted, assigning a weight to the influence of the prediction for each genome. Using two public real-life data-sets as well a simulated one, we demonstrated that this original approach reaches high performance, comparable with the state-of-the-art methods applied directly on processed data though mainstream bioinformatics workflows. These results are encouraging for this proof of concept work. We believe that with further dedication, the DNN models have the potential to surpass mainstream bioinformatics workflows in disease classification tasks.

Keywords: deep learning, disease prediction, end-to-end machine learning, metagenomics, multiple instance learning, precision medicine

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20322 Landslide Hazard Zonation and Risk Studies Using Multi-Criteria Decision-Making and Slope Stability Analysis

Authors: Ankit Tyagi, Reet Kamal Tiwari, Naveen James

Abstract:

In India, landslides are the most frequently occurring disaster in the regions of the Himalayas and the Western Ghats. The steep slopes and land use in these areas are quite apprehensive. In the recent past, many landslide hazard zonation (LHZ) works have been carried out in the Himalayas. However, the preparation of LHZ maps considering temporal factors such as seismic ground shaking, seismic amplification at surface level, and rainfall are limited. Hence this study presents a comprehensive use of the multi-criteria decision-making (MCDM) method in landslide risk assessment. In this research, we conducted both geospatial and geotechnical analysis to minimize the danger of landslides. Geospatial analysis is performed using high-resolution satellite data to produce landslide causative factors which were given weightage using the MCDM method. The geotechnical analysis includes a slope stability check, which was done to determine the potential landslide slope. The landslide risk map can provide useful information which helps people to understand the risk of living in an area.

Keywords: landslide hazard zonation, PHA, AHP, GIS

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20321 Defining and Measuring the Success of the Hospitality-Based Social Enterprise Ringelblum Café

Authors: Nitzan Winograd, Nada Kakabadse

Abstract:

This study examines whether the hospitality-based social enterprise Ringelblum Café is achieving its stated social goals of developing a sense of self-efficacy among at-risk youth who work in this enterprise and raising levels of recruitment to the Israel Defence Forces (IDF) and National Service (NS) among these young adults. Ringelblum Café was founded in 2009 in Be'er-Sheva in order to provide employment solutions for at-risk youth in the southern district of Israel. Each year, 10 at-risk young adults aged 16–18 are referred to the programme by various welfare agencies. The training programme is approximately a year in duration and includes professional training in the art of cooking. Each young adult is also supported by a social worker. This study is based on the participation of 31 youths who graduated from the Ringelblum Café’s training programme. A convenience sampling model was used with the assistance of the programme's social worker. This study is quantitative in its approach. Data was collected by means of three separate self-reported questionnaires: a personal information questionnaire collected general demographics data; a self-efficacy questionnaire consisted of two parts: general self-efficacy and social self-efficacy; and an IDS/NS recruitment questionnaire. The study uses the theory of change in order to find out whether at-risk youth in the Ringelblum Café programme are taught a profession with future prospects, as well as whether they develop a sense of self-efficacy and raise their chances of recruitment into the IDF/NS. The study found that the sense of self-efficacy of the graduates is relatively high. In addition, there was a significant difference between the importance of recruitment to the IDF/NS among these youth prior to the beginning of the programme and after its completion, indicating that the training programme had a positive effect on motivation for recruitment to the IDF/NS. The study also found that the percentage of recruits to the IDF/NS among youth who graduated from the training programme were not significantly higher than the general recruitment figures in Israel. In conclusion, Ringelblum Café is making sound progress towards achieving its social goals regarding recruitment to the IDF/NS. Moreover, the sense of self-efficacy among the graduates is relatively high, and it can be assumed that the training programme has a positive effect on these young adults, although there is no clear connection between the two. This study is among a few that have been conducted in the field of hospitality-based social enterprises in Israel and can serve as a basis for further research. Moreover, the study results may help improve the perception of at-risk youth and their contribution to society and could increase awareness of the growing trend of social enterprises promoting social goals.

Keywords: at-risk youth, Israel Defence Forces (IDF), national service, recruitment, self-efficacy, social enterprise

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20320 Final Costs of Civil Claims

Authors: Behnam Habibi Dargah

Abstract:

The economics of cost-benefit theory seeks to monitor claims and determine their final price. The cost of litigation is important because it is a measure of the efficiency of the justice system. From an economic point of view, the cost of litigation is considered to be the point of equilibrium of litigation, whereby litigation is regarded as a high-risk investment and is initiated when the costs are less than the probable and expected benefits. Costs are economically separated into private and social costs. Private cost includes material (direct and indirect) and spiritual costs. The social costs of litigation are also subsidized-centric due to the public and governmental nature of litigation and cover both types of bureaucratic bureaucracy and the costs of judicial misconduct. Macroeconomic policy in the economics of justice is the reverse engineering of controlling the social costs of litigation by employing selective litigation and working on the judicial culture to achieve rationality in the monopoly system. Procedures for controlling and managing court costs are also circumscribed to economic patterns in the field. Rational cost allocation model and cost transfer model. The rational allocation model deals with cost-tolerance systems, and the transfer model also considers three models of transferability, including legal, judicial and contractual transferability, which will be described and explored in the present article in a comparative manner.

Keywords: cost of litigation, economics of litigation, private cost, social cost, cost of litigation

Procedia PDF Downloads 114