Search results for: wake dynamics

Authors: Peter Shi

Abstract:

Algorithmic trading is a rapidly expanding domain within quantitative finance, constituting a substantial portion of trading volumes in the US financial market. The demand for rigorous and robust mathematical theories underpinning these trading algorithms is ever-growing. In this study, the author establishes a new stock market model that integrates the Efficient Market Hypothesis and the statistical arbitrage. The model, for the first time, finds probabilistic relations between the rational price and the market price in terms of the conditional expectation. The theory consequently leads to a mathematical justification of the old market adage: buy-low and sell-high. The thresholds for “low” and “high” are precisely derived using a max-min operation on Bayes’s error. This explicit connection harmonizes the Efficient Market Hypothesis and Statistical Arbitrage, demonstrating their compatibility in explaining market dynamics. The amalgamation represents a pioneering contribution to quantitative finance. The study culminates in comprehensive numerical tests using historical market data, affirming that the “buy-low” and “sell-high” algorithm derived from this theory significantly outperforms the general market over the long term in four out of six distinct market environments.

Keywords: efficient market hypothesis, behavioral finance, Bayes' decision, algorithmic trading, risk control, stock market

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Authors: Marc S. Paolella, Pawel Polak

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The paper proposes a framework for large-scale portfolio optimization which accounts for all the major stylized facts of multivariate financial returns, including volatility clustering, dynamics in the dependency structure, asymmetry, heavy tails, and non-ellipticity. It introduces a so-called risk fear portfolio strategy which combines portfolio optimization with active risk monitoring. The former selects optimal portfolio weights. The latter, independently, initiates market exit in case of excessive risks. The strategy agrees with the stylized fact of stock market major sell-offs during the initial stage of market downturns. The advantages of the new framework are illustrated with an extensive empirical study. It leads to superior multivariate density and Value-at-Risk forecasting, and better portfolio performance. The proposed risk fear portfolio strategy outperforms various competing types of optimal portfolios, even in the presence of conservative transaction costs and frequent rebalancing. The risk monitoring of the optimal portfolio can serve as an early warning system against large market risks. In particular, the new strategy avoids all the losses during the 2008 financial crisis, and it profits from the subsequent market recovery.

Keywords: comfort, financial crises, portfolio optimization, risk monitoring

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Authors: Hua Cao, Laurent Peyrodie, Olivier Agnani, Cecile Donze

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Multiple sclerosis (MS) is a disease, which affects the central nervous system, and causes balance problem. In clinical, this disorder is usually evaluated using static posturography. Some linear or nonlinear measures, extracted from the posturographic data (i.e. center of pressure, COP) recorded during a balance test, has been used to analyze postural control of MS patients. In this study, the trend (TREND) and the sample entropy (SampEn), two nonlinear parameters were chosen to investigate their relationships with the expanded disability status scale (EDSS) score. Forty volunteers with different EDSS scores participated in our experiments with eyes open (EO) and closed (EC). TREND and two types of SampEn (SampEn1 and SampEn2) were calculated for each combined COP’s position signal. The results have shown that TREND had a weak negative correlation to EDSS while SampEn2 had a strong positive correlation to EDSS. Compared to TREND and SampEn1, SampEn2 showed a better significant correlation to EDSS and an ability to discriminate the MS patients in the EC case. In addition, the outcome of the study suggests that the multi-dimensional nonlinear analysis could provide some information about the impact of disability progression in MS on dynamics of the COP data.

Keywords: balance, multiple sclerosis, nonlinear analysis, postural sway

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Authors: Paulo José Sigaúque, Paulo Rosman

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The Itajurú channel, located in the Eastern side of the Araruama lagoon, Rio de Janeiro state, is the one who makes the connection between Araruama lagoon and the sea. It is important to understand the hydrodynamic circulation of the location and effects of the sedimentological processes, and also estimate of the hydrodynamic and sedimentological processes in the future after the sea level change due to effects of climate change. This work presents results of a study about sediments dynamics in the Araruama lagoon focusing on the Itajurú channel region considering the present mean sea level and a foreseen sea level rise of 0.5 meters due to climate changes. The study was conducted with the aid of computer modeling for hydrodynamic and morphodynamic in SisBaHiA®. The results indicate that Araruama lagoon is composed by two hydrodynamics compartments; one is dominated by the action of the tide between the entrance of the channel and the strait of Perynas, and another one by the action of wind in narrow region between strait of Perynas and western extreme of the lagoon. With sea level rise, the magnitude of current velocities and flow rates is increased and consequently flow of sediment transport from upstream to downstream of Itajurú channel is increased and has more effect in the bridge Feliciano Sodré.

Keywords: hydrodinamic, superelevation, sea level, climate change

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Authors: Hsu-Hui Cheng, Peng-Chian Chen, Shu-Yuan Chang, Jie-Ying Zhang

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Activities in the music practice rooms range from playing, listening, rehearsing to music performing. The good room acoustics in a music practice room enables a music teacher to teach more effectively subtle concepts such as intonation, articulation, balance, dynamics and tone production. A poor acoustical environment would deeply affect the development of basic musical skills of music students. Practicing in the music practice room is an essential daily activity for music students; consequently, music practice rooms are very important facilities in a music school or department. The purpose of this survey is to measure and analyze the acoustic condition of piano practice rooms at the department of music in Zhaoqing University and accordingly apply a more effective teaching method to music students. The volume of the music practice room is approximately 25 m³, and it has existing curtains and some wood hole sound-absorbing panels. When all small music practice rooms are in constant use for teaching, it was found that the values of the background noise at 45, 46, 42, 46, 45 dB(A) in the small music practice room ( the doors and windows were close), respectively. The noise levels in the small music practice room to higher than standard levels (35dB(A)).

Keywords: acoustical performance, music practice room, noise level, piano room

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Authors: Agnieszka S. Dzielendziak, Lindsay-Marie Armstrong, Matthew E. Potter, Robert Raja, Pier J. A. Sazio

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Reducing carbon dioxide, CO₂, is one of the greatest global challenges. Conversion of CO₂ for utilisation across synthetic fuel, pharmaceutical, and agrochemical industries offers a promising option, yet requires significant research to understanding the complex multiscale processes involved. To experimentally understand and optimize such processes at that catalytic sites and exploring the impact of the process at reactor scale, is too expensive. Computational methods offer significant insight and flexibility but require a more detailed multi-scale approach which is a significant challenge in itself. This work introduces a computational approach which incorporates detailed catalytic models, taken from experimental investigations, into a larger-scale computational flow dynamics framework. The reactor-scale species transport approach is modified near the catalytic walls to determine the influence of catalytic clustering regions. This coupling approach enables more accurate modelling of velocity, pressures, temperatures, species concentrations and near-wall surface characteristics which will ultimately enable the impact of overall reactor design on chemical conversion performance.

Keywords: catalysis, CCU, CO₂, multi-scale model

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Authors: Ahmad Amiri, Hamed K. Arzani, S. N. Kazi, B. T. Chew

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Since graphene nanoplatelet (GNP) is a promising material due to desirable thermal properties, this paper is related to the thermophysical and heat transfer performance of covalently functionalized GNP-based water/ethylene glycol nanofluid through an annular channel. After experimentally measuring thermophysical properties of prepared samples, a computational fluid dynamics study has been carried out to examine the heat transfer and pressure drop of well-dispersed and stabilized nanofluids. The effect of concentration of GNP and Reynolds number at constant wall temperature boundary condition under turbulent flow regime on convective heat transfer coefficient has been investigated. Based on the results, for different Reynolds numbers, the convective heat transfer coefficient of the prepared nanofluid is higher than that of the base fluid. Also, the enhancement of convective heat transfer coefficient and thermal conductivity increase with the increase of GNP concentration in base-fluid. Based on the results of this investigation, there is a significant enhancement on the heat transfer rate associated with loading well-dispersed GNP in base-fluid.

Keywords: nanofluid, turbulent flow, forced convection flow, graphene, annular, annulus

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Authors: Jin A Ryu, Hee Sun Kim

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As the number of fire accidents is gradually raising, many studies have been reported on evacuation. Previous studies have mostly focused on evaluating the safety of evacuation and the risk of fire in particular buildings. However, studies on effects of various parameters on evacuation have not been nearly done. Therefore, this paper aims at observing evacuation time under the effect of fire initiated location. In this study, evacuation simulations are performed on a 5-floor building located in Seoul, South Korea using the commercial program, Fire Dynamics Simulator with Evacuation (FDS+EVAC). Only the fourth and fifth floors are modeled with an assumption that fire starts in a room located on the fourth floor. The parameter for evacuation simulations is location of fire initiation to observe the evacuation time and safety. Results show that the location of fire initiation is closer to exit, the more time is taken to evacuate. The case having the nearest location of fire initiation to exit has the lowest ratio of successful occupants to the total occupants. In addition, for safety evaluation, the evacuation time calculated from computer simulation model is compared with the tolerable evacuation time according to code in Japan. As a result, all cases are completed within the tolerable evacuation time. This study allows predicting evacuation time under various conditions of fire and can be used to evaluate evacuation appropriateness and fire safety of building.

Keywords: fire simulation, evacuation simulation, temperature, evacuation safety

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Authors: Abolfazl Hosseinkhani, Sepehr Sanaye

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Different approaches have been used to predict the performance of the vertical axis wind turbines (VAWT), such as experimental, computational fluid dynamics (CFD), and analytical methods. Analytical methods, such as momentum models that use streamtubes, have low computational cost and sufficient accuracy. The double multiple streamtube (DMST) is one of the most commonly used of momentum models, which divide the rotor plane of VAWT into upwind and downwind. In fact, results from the DMST method have shown some discrepancy compared with experiment results; that is because the Darrieus turbine is a complex and aerodynamically unsteady configuration. In this study, analytical-experimental-based corrections, including dynamic stall, streamtube expansion, and finite blade length correction are used to improve the DMST method. Results indicated that using these corrections for a SANDIA 17-m VAWT will lead to improving the results of DMST.

Keywords: vertical axis wind turbine, analytical, double multiple streamtube, streamtube expansion model, dynamic stall model, finite blade length correction

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Authors: Maria Ahmadnezhad, Seyedgharani Ghoreishi ‎

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Electrohydraulic servo system have been used in industry in a wide ‎number of applications. Its ‎dynamics are highly nonlinear and also ‎have large extent of model uncertainties and external ‎disturbances. ‎In this thesis, a robust back-stepping control (RBSC) scheme is ‎proposed to overcome ‎the problem of disturbances and system ‎uncertainties effectively and to improve the set-point ‎performance ‎of EHS systems. In order to implement the proposed control ‎scheme, the system ‎uncertainties in EHS systems are considered as ‎total leakage coefficient and effective oil volume. In ‎addition, in ‎order to obtain the virtual controls for stabilizing system, the ‎update rule for the ‎system uncertainty term is induced by the ‎Lyapunov control function (LCF). To verify the ‎performance and ‎robustness of the proposed control system, computer simulation of ‎the ‎proposed control system using Matlab/Simulink Software is ‎executed. From the computer ‎simulation, it was found that the ‎RBSC system produces the desired set-point performance and ‎has ‎robustness to the disturbances and system uncertainties of ‎EHS systems.‎

Keywords: electro hydraulic servo system, back-stepping control, robust back-‎stepping control, Lyapunov redesign‎

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Authors: I. V. Kuzminov

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The research is dedicated to the issue of Bosporus evolution and its key role in the Black Sea forming. Up till nowadays, there is no distinct picture of the historical and geographical events of the last 10 thousand years on the territory from Altai up to the Alps. The present article is an attempt to clarify and, moreover, link the presented version to the historical and climatic events of this period. The paper is a development of the basic idea stated in "Hypothesis on the Black Sea origin". The succession of events in dynamics is offered in this article. In the article, it is shown that fluctuation of the level of the World Ocean is a mirror of the basic events connected with the climate on the Earth on the one hand and hydraulic processes on the other hand. In the present article, it is come out with the assumption that at the formation of passage, there were some cycles of change in a level of the World ocean. The phase of the beginning of climate warming is characterized by an increase in the level of inland water bodies on the way of meltwater runoff and an increase in the World ocean level. The end of the warming phase is characterized by the continuation of a rise in the level of the World ocean and the drying up of inland water bodies deprived of meltwater replenishment.

Keywords: Bosporus, Ryan-Pitman hypothesis, fluctuations of the World Ocean level, the Paratethys Sea, catastrophic breakthrough

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Authors: Asma Hanif, A. I. K. Butt, Shabir Ahmad, Rahim Ud Din, Mustafa Inc

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This paper is devoted to a study of the fuzzy fractional mathematical model reviewing the transmission dynamics of the infectious disease Covid-19. The proposed dynamical model consists of susceptible, exposed, symptomatic, asymptomatic, quarantine, hospitalized and recovered compartments. In this study, we deal with the fuzzy fractional model defined in Caputo’s sense. We show the positivity of state variables that all the state variables that represent different compartments of the model are positive. Using Gronwall inequality, we show that the solution of the model is bounded. Using the notion of the next-generation matrix, we find the basic reproduction number of the model. We demonstrate the local and global stability of the equilibrium point by using the concept of Castillo-Chavez and Lyapunov theory with the Lasalle invariant principle, respectively. We present the results that reveal the existence and uniqueness of the solution of the considered model through the fixed point theorem of Schauder and Banach. Using the fuzzy hybrid Laplace method, we acquire the approximate solution of the proposed model. The results are graphically presented via MATLAB-17.

Keywords: Caputo fractional derivative, existence and uniqueness, gronwall inequality, Lyapunov theory

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Authors: Anshul Ashu

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Computers are applied to the vehicle aerodynamics in two ways. One of two is Computational Fluid Dynamics (CFD) and other is Computer Aided Flow Visualization (CAFV). Out of two CFD is chosen because it shows the result with computer graphics. The simulation of flow field around the vehicle is one of the important CFD applications. The flow field can be solved numerically using panel methods, k-ε method, and direct simulation methods. The spoiler is the tool in vehicle aerodynamics used to minimize unfavorable aerodynamic effects around the vehicle and the parallel spoiler is set of two spoilers which are designed in such a manner that it could effectively reduce the drag. In this study, the standard k-ε model of the simplified version of Bugatti Veyron, Audi R8 and Porsche 911 are used to simulate the external flow field. Flow simulation is done for variable Reynolds number. The flow simulation consists of three different levels, first over the model without a rear spoiler, second for over model with single rear spoiler, and third over the model with parallel rear-spoiler. The second and third level has following parameter: the shape of the spoiler, the angle of attack and attachment position. A thorough analysis of simulations results has been found. And a new parallel spoiler is designed. It shows a little improvement in vehicle aerodynamics with a decrease in vehicle aerodynamic drag and lift. Hence, it leads to good fuel economy and traction force of the model.

Keywords: drag, lift, flow simulation, spoiler

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Authors: Shahab Azimi, Siamak Arzanpour, Anahita Sayyar

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Asthma and Chronic obstructive pulmonary disease (COPD) are common lung diseases that have a significant global impact. Pressurized metered dose inhalers (pMDIs) are widely used for treatment, but they can have limitations such as high medication release speed resulting in drug deposition in the mouth or oral cavity and difficulty achieving proper synchronization with inhalation by users. Spacers are add-on devices that improve the efficiency of pMDIs by reducing the release speed and providing space for aerosol particle breakup to have finer and medically effective medication. The aim of this study is to optimize the size and cylindrical shape of spacers to enhance their drug delivery performance. The study was based on fluid dynamics theory and employed Ansys software for simulation and optimization. Results showed that optimization of the spacer's geometry greatly influenced its performance and improved drug delivery. This study provides a foundation for future research on enhancing the efficiency of inhalation therapy for lung diseases.

Keywords: asthma, COPD, pressurized metered dose inhalers, spacers, CFD, shape optimization

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Authors: Hui Zhu, Yuan Wang, Shibo Kuang, Aibing Yu

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The inertial difference induced by the microfluidics inside a curved micro-channel has great potential to provide a fast, inexpensive, and portable solution to the separation of micro- and sub-micro particles in many applications such as aerosol collections, airborne bacteria and virus detections, as well as particle sortation. In this work, the separation behaviors of different sized particles inside a reported curved micro-channel have been studied by a combined approach of computational fluid dynamics for gas and discrete element model for particles (CFD-DEM). The micro-channel is operated by controlling the gas flow rates at all of its branches respectively used to load particles, introduce gas streams, collect particles of various sizes. The validity of the model has been examined by comparing by the calculated separation efficiency of different sized particles against the measurement. On this basis, the separation mechanisms of the inertial microfluidic separator are elucidated in terms of the interactions between particles, between particle and fluid, and between particle and wall. The model is then used to study the effect of feed solids concentration on the separation accuracy and efficiency. The results obtained from the present study demonstrate that the CFD-DEM approach can provide a convenient way to study the particle separation behaviors in micro-channels of various types.

Keywords: CFD-DEM, inertial effect, microchannel, separation

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Authors: Shirley Lamptey, Lingling Li, Junhong Xie

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Agriculture in the semi-arid is often challenged by overuse of N, inadequate soil water, and heavy carbon emissions thereby threatening sustainability. Field experiments were conducted to investigate the effect of nitrogen fertilization levels (0-N₀, 100-N₁₀₀, 200-N₂₀₀, and 300 kg ha⁻¹-N₃₀₀) on soil water dynamics, soil respiration (Rs), net ecosystem production (NEP), and biomass yield. Zero nitrogen soils decreased Rs by 23% and 16% compared to N₃₀₀ and N₂₀₀ soils, respectively. However, biomass yield was greatest under N₃₀₀ compared with N₀, which therefore translated into increased net primary production (NPP) by 89% and NEP by 101% compared to N₀. To a lesser extent, N₂₀₀ increased net primary production by 69% and net ecosystem production by 79% compared to N₀. Grain yields were greatest under N₃₀₀ compared with N₁₀₀ and N₀, which therefore translated into increased carbon emission efficiency (CEE) by 53%, 39% and 3% under N₃₀₀ compared to N₀, N₁₀₀, and N₂₀₀ treatments respectively. Under the conditions of this study, crop yield and CEE may be optimized at nitrogen application rates in the range of 200-300 kg ha⁻¹. Based on these results, there appears potential for 200 kg N ha⁻¹ to be used to improve yield and increase CEE in the context of the rainfall-limiting environment.

Keywords: carbon emission, carbon emission efficiency, C sequestration, N rates, semi-arid

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Authors: Yetunde I. Bulu, Moses B. Adewole, Julius O. Faluyi

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This study investigates the effect of aggressive application of herbicide on weed succession in an urban environment in Ile-Ife, Osun State. An inspection of the communities was carried out to identify sites maintained by herbicides (test plots) and those without herbicide history (control plots). Four different experimental plots located at Olasode, Eleweran, Ife City and Parakin within Ile-Ife town were monitored during the study. Comprehensive enumeration and identification of plant populations to species level was carried out on each of the plots and at every visit to determine the direction of succession. Index of similarities was used to determine the relationship in plant species composition between plots treated with herbicide and the untreated plots. The trend of increasing plant species was observed in all the study plots. Low Similarity Index between the treated plots and the control vegetation was observed at all visitations. Low similarity was also observed between the above-ground vegetation and the seed bank in all the plots. The study concluded that the weed population observed from the experimental plots showed an increase in species richness and diversity when the plots were left to recover compared to the control plots.

Keywords: herbicide, index of similarity, population, soil seed bank, succession

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Authors: Abhishek Kumar, Nilam

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As we know that, time delay exists almost in every biological phenomenon. Therefore, in the present study, we propose a susceptible–infected–recovered (SIR) epidemic model along with time delay, modulated incidence rate of infection, and Holling Type II nonlinear treatment rate. The present model aims to provide a strategy to control the spread of epidemics. In the mathematical study of the model, it has been shown that the model has two equilibriums which are named as disease-free equilibrium (DFE) and endemic equilibrium (EE). Further, stability analysis of the model is discussed. To prove the stability of the model at DFE, we derived basic reproduction number, denoted by (R₀). With the help of basic reproduction number (R₀), we showed that the model is locally asymptotically stable at DFE when the basic reproduction number (R₀) less than unity and unstable when the basic reproduction number (R₀) is greater than unity. Furthermore, stability analysis of the model at endemic equilibrium has also been discussed. Finally, numerical simulations have been done using MATLAB 2012b to exemplify the theoretical results.

Keywords: time delayed SIR epidemic model, modulated incidence rate, Holling type II nonlinear treatment rate, stability

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Authors: Muhammad Noor Ul Ane, Dong-Soon Kim, Myron P. Zalucki

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Models can be useful to help understand population dynamics of insects under diverse environmental conditions and in developing strategies to manage pest species better. Adult longevity and fecundity of Helicoverpa armigera (Hübner) were evaluated against a wide range of constant temperatures (15, 20, 25, 30, 35 and 37.5ᵒC). The modified Sharpe and DeMichele model described adult aging rate and was used to estimate adult physiological age. Maximum fecundity of H. armigera was 973 egg/female at 25ᵒC decreasing to 72 eggs/female at 37.5ᵒC. The relationship between adult fecundity and temperature was well described by an extreme value function. Age-specific cumulative oviposition rate and age-specific survival rate were well described by a two-parameter Weibull function and sigmoid function, respectively. An oviposition model was developed using three temperature-dependent components: total fecundity, age-specific oviposition rate, and age-specific survival rate. The oviposition model was validated against independent field data and described the field occurrence pattern of egg population of H. armigera very well. Our model should be a useful component for population modeling of H. armigera and can be independently used for the timing of sprays in management programs of this key pest species.

Keywords: cotton bollworm, life table, temperature-dependent adult development, temperature-dependent fecundity

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Authors: Arif İsmailov, Naila Hasanova, Gunay Orujalieva

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Homocysteine (HCY) is an indicator of prognostic value in monitoring regenerative processes in osteoporosis and osteoporotic fractures. The osteoporosis is known to be a serious health and economic problem, especially for women in the postmenopausal period. The study was carried out on patients 45-83 years old divided into 3 groups: group I – 14 patients with osteoporosis , group II – 15 patients with non-osteoporotic fractures, group III – 25 patients with osteoporotic fractures. The control group consisted of practically healthy 14 people. A blood sample was taken at 3 stages to monitor the dynamics of HCY level: on the 1st day before treatment, on the 10th day of treatment and 1 month after it. Blood levels of Hcy were determined at a wavelength of 450 nm by the ELİSA(Cloud Clone Corp.Elisa kits,USA). The statistical evaluation was performed by using SPSS 26.0 program (IBM SPSS Inc., USA).The results showed that on the 1st day before the treatment HCY concentration was statistically increased 2.7 times(PU = 0.108) in group I, 5.6 times (PU <0.001) in group II and 6.5 times (PU <0.001) in group III compared to the control group. Thus, the average value of HCY in group I was 1.76 ± 0.56 μg/ml; in group II – 3.57 ± 0.62 μg/ml; in group III – 4.2 ± 0.50 μg/ml. HCY level increases more sharply after fractures,especially in osteoporotic patients. In treatment period Vitamin D plays an important role in synthesis of the Cystathionine β‐synthase enzyme, which regulates HCY metabolism. Increased Hcy levels could lead to an increase in the risk of fracture through the interference in collagen cross-linking.

Keywords: homocysteine, osteoporosis, osteoporotic fractures, Vitamin D

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Authors: Pawel Twardowski, Tadeusz Chwalczuk, Szymon Wojciechowski

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Inconel 718 is a material characterized by the unique mechanical properties, high temperature strength, high thermal conductivity and the corrosion resistance. However, these features affect the low machinability of this material, which is usually manifested by the intense tool wear and low surface finish. Therefore, this paper is focused on the evaluation of surface roughness during hybrid machining of Inconel 718. The primary aim of the study was to determine the relations between the vibrations generated during hybrid turning and the formed surface roughness. Moreover, the comparison of tested machining techniques in terms of vibrations, tool wear and surface roughness has been made. The conducted tests included the face turning of Inconel 718 with laser assistance in the range of variable cutting speeds. The surface roughness was inspected with the application of stylus profile meter and accelerations of vibrations were measured with the use of three-component piezoelectric accelerometer. The carried out research shows that application of laser assisted machining can contribute to the reduction of surface roughness and cutting vibrations, in comparison to conventional turning. Moreover, the obtained results enable the selection of effective cutting speed allowing the improvement of surface finish and cutting dynamics.

Keywords: hybrid machining, nickel alloys, surface roughness, turning, vibrations

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Authors: Sachin Saxena, Manju Srivastava

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The present study describes a stable, highly sensitive and selective analytical sensor. Fe-BTC was synthesized at room temperature using the noble Iron-trimesate system. The high surface area of as synthesized Fe-BTC proved MOFs as ideal modifiers for glassy carbon electrode. The characterization techniques such as TGA, XRD, FT-IR, BET (BET surface area= 1125 m2/gm) analysis explained the electrocatalytic behaviour of Fe-BTC towards these two drugs. The material formed is cost effective and exhibit higher catalytic behaviour towards analyte systems. The synergism between synthesized Fe-BTC and electroanalytical techniques helped in developing a highly sensitive analytical method for studying the redox fate of ARP and RZ, respectively. Cyclic voltammetry of ferricyanide system proved Fe-BTC/GCE with an increase in 132% enhancement in peak current value as compared to that of GCE. The response characteristics of cyclic voltammetry (CV) and square wave voltammetry (SWV) revealed that the ARP and RZ could be effectively accumulated at Fe-BTC/GCE. On the basis of the electrochemical measurements, electrode dynamics parameters have been evaluated. Present study opens up new field of applications of MOFs modified GCE for drug sensing.

Keywords: MOFs, anti-psychotic, electrochemical sensor, anti-migraine drugs

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Authors: Lya Porto, Giulia Giacchè, Mario Aquino Alves

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The paper aims to describe the linkage between government and civil society proposing a study on agro-ecological agriculture policy and urban action in São Paulo city underling the main achievements obtained. The negotiation processes between social movements and the government (inputs) and its results on political regulation and public action for Urban Agriculture (UA) in São Paulo city (outputs) have been investigated. The method adopted is qualitative, with techniques of semi-structured interviews, participant observation, and documental analysis. The authors conducted 30 semi-structured interviews with organic farmers, activists, governmental and non-governmental managers. Participant observation was conducted in public gardens, urban farms, public audiences, democratic councils, and social movements meetings. Finally, public plans and laws were also analyzed. São Paulo city with around 12 million inhabitants spread out in a 1522 km2 is the economic capital of Brazil, marked by spatial and socioeconomic segregation, currently aggravated by environmental crisis, characterized by water scarcity, pollution, and climate changes. In recent years, Urban Agriculture (UA) social movements gained strength and struggle for a different city with more green areas, organic food production, and public occupation. As the dynamics of UA occurs by the action of multiple actresses and institutions that struggle to build multiple senses on UA, the analysis will be based on literature about solidarity economy, governance, public action and networks. Those theories will mark out the analysis that will emphasize the approach of inter-subjectivity built between subjects, as well as the hybrid dynamics of multiple actors and spaces in the construction of policies for UA. Concerning UA we identified four main typologies based on land ownership, main function (economic or activist), form of organization of the space, and type of production (organic or not). The City Hall registers 500 productive unities of agriculture, with around 1500 producers, but researcher estimated a larger number of unities. Concerning the social movements we identified three categories that differ in goals and types of organization, but all of them work by networks of activists and/or organizations. The first category does not consider themselves as a movement, but a network. They occupy public spaces to grow organic food and to propose another type of social relations in the city. This action is similar to what became known as the green guerrillas. The second is configured as a movement that is structured to raise awareness about agro-ecological activities. The third one is a network of social movements, farmers, organizations and politicians that work focused on pressure and negotiation with executive and legislative government to approve regulations and policies on organic and agro-ecological Urban Agriculture. We conclude by highlighting how the interaction among institutions and civil society produced important achievements for recognition and implementation of UA within the city. Some results of this process are awareness for local production, legal and institutional recognition of the rural zone around the city into the planning tool, the investment on organic school public procurements, the establishment of participatory management of public squares, the inclusion of UA on Municipal Strategic Plan and Master Plan.

Keywords: public action, policies, agroecology, urban and peri-urban agriculture, Sao Paulo

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Authors: Sirilak Kongkaew, Pathumwadee Yodmanee, Nopporn Kaiyawet, Arthitaya Meeprasert, Thanyada Rungrotmongkol, Toshikatsu Kaburaki, Hiroshi Noguchi, Fujio Takeuch, Nawee Kungwan, Supot Hannongbua

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Behçet’s disease (BD) is a genetic autoimmune expressed by multisystemic inflammatory disorder mostly occurred at the skin, joints, gastrointestinal tract, and genitalia, including ocular, oral, genital, and central nervous systems. Most BD patients in Japan and Korea were strongly indicated by the genetic factor namely HLA-B*51 (especially, HLA-B*51:01) marker in HMC class I, while HLA-A*26:01 allele has been detected from the BD patients in Greek, Japan, and Taiwan. To understand the selective binding of the MICA-TM peptide towards the HLAs associated with BD, the molecular dynamics simulations were applied on the four HLA alleles (B*51:01, B*35:01, A*26:01, and A*11:01) in complex with such peptide. As a result, the key residues in the binding groove of HLA protein which play an important role in the MICA-TM peptide binding and stabilization were revealed. The Van der Waals force was found to be the main protein-protein interaction. Based on the binding free energy prediction by MM/PBSA method, the MICA-TM peptide interacted stronger to the HLA alleles associated to BD in the identical class by 7-12 kcal/mol. The obtained results from the present study could help to differentiate the HLA alleles and explain a source of Behçet’s disease.

Keywords: Behçet’s disease, MD simulations, HMC class I, autoimmune

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Authors: Sanele Lionel Khanyile, Emmanuel Nahayo

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Geomagnetic jerks are jumps observed in the second derivative of the main magnetic field that occurs on annual to decadal timescales. Understanding these jerks is crucial as they provide valuable insights into the complex dynamics of the Earth’s outer liquid core. In this study, we investigate the occurrence of geomagnetic jerks in geomagnetic observatory data collected at southern African magnetic observatories, Hermanus (HER), Tsumeb (TSU), Hartebeesthoek (HBK) and Keetmanshoop (KMH) between 2017 and 2023. The observatory data was processed and analyzed by retaining quiet night-time data recorded during quiet geomagnetic activities with the help of Kp, Dst, and ring current RC indices. Results confirm the occurrence of the 2019-2020 geomagnetic jerk in the region and identify the recent 2021 jerk detected with V-shaped secular variation changes in X and Z components at all four observatories. The highest estimated 2021 jerk secular acceleration amplitudes in X and Z components were found at HBK, 12.7 nT/year² and 19. 1 nT/year², respectively. Notably, the global CHAOS-7 model aptly identifies this 2021 jerk in the Z component at all magnetic observatories in the region.

Keywords: geomagnetic jerks, secular variation, magnetic observatory data, South Atlantic Anomaly

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Authors: Sung Duk Kim, Kwan U. Kim, Jin Sim, Ryong Jin Jang

Abstract:

The phenomenon of seasonal variations in the Earth’s rotation velocity was discovered in the 1930s when a crystal clock was developed and analyzed in a quantitative way for the first time between 1955 and 1968 when observation data of the seasonal variations was analyzed by an atomic clock. According to the previous investigation, atmospheric circulation is supposed to be a factor affecting the seasonal variations in the Earth’s rotation velocity in many cases, but the problem has not been solved yet. In order to solve the problem, it is necessary to apply dynamics to consider the Earth’s spatial motion, rotation, and change of shape of the Earth (movement of materials in and out of the Earth and change of the Earth’s figure) at the same time and in interrelation to the accuracy of post-Newtonian approximation regarding the Earth body as a system of mass points because the stability of the Earth’s rotation angular velocity is in the range of 10⁻⁸~10⁻⁹. For it, the equation was derived, which can consider the 3 kinds of motion above mentioned at the same time by taking the effect of the resultant external force on the Earth’s rotation into account in a relativistic way to the accuracy of post-Newtonian approximation. Therefore, the equation has been solved to obtain the theoretical values of periodic change in the Earth’s rotation velocity, and they have been compared with the astronomical observation data so to reveal the cause for the periodic change in the Earth’s rotation velocity.

Keywords: Earth rotation, moment function, periodic change, seasonal variation, relativistic change

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Authors: Niya Chen, Jennifer Chan

Abstract:

In the financial market, risk management helps to minimize potential loss and maximize profit. There are two ways to assess risks; the first way is to calculate the risk directly based on the volatility. The most common risk measurements are Value at Risk (VaR), sharp ratio, and beta. Alternatively, we could look at the quantile of the return to assess the risk. Popular return models such as GARCH and stochastic volatility (SV) focus on modeling the mean of the return distribution via capturing the volatility dynamics; however, the quantile/expectile method will give us an idea of the distribution with the extreme return value. It will allow us to forecast VaR using return which is direct information. The advantage of using these non-parametric methods is that it is not bounded by the distribution assumptions from the parametric method. But the difference between them is that expectile uses a second-order loss function while quantile regression uses a first-order loss function. We consider several quantile functions, different volatility measures, and estimates from some volatility models. To estimate the expectile of the model, we use Realized Conditional Autoregressive Expectile (CARE) model with the bayesian method to achieve this. We would like to see if our proposed models outperform existing models in cryptocurrency, and we will test it by using Bitcoin mainly as well as Ethereum.

Keywords: expectile, CARE Model, CARR Model, quantile, cryptocurrency, Value at Risk

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Authors: Jason West

Abstract:

Low profitability in agriculture production along with increasing scrutiny over environmental effects is limiting food production at scale. In contrast, the mining sector offers access to resources including energy, water, transport and chemicals for food production at low marginal cost. Scalable agricultural production can benefit from the nexus of resources (water, energy, transport) offered by mining activity in remote locations. A decision support bioeconomic model for controlled environment vertical farms was used. Four submodels were used: crop structure, nutrient requirements, resource-crop integration, and economic. They escalate to a macro mathematical model. A demonstrable dynamic systems framework is needed to prove productive outcomes are feasible. We demonstrate a generalized bioeconomic macro model for controlled environment production systems in minesites using systems dynamics modeling methodology. Despite the complexity of bioeconomic modelling of resource-agricultural dynamic processes and interactions, the economic potential greater than general economic models would assume. Scalability of production as an input becomes a key success feature.

Keywords: crop production systems, mathematical model, mining, agriculture, dynamic systems

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Authors: Karolina Ziembowicz, Andrzej Nowak

Abstract:

In the current study, we examined the consequences of adding prosodic cues to text communication by allowing users to observe the process of message creation while engaged in dyadic conversations. In the first condition, users interacted through a traditional chat that requires pressing ‘enter’ to make a message visible to an interlocutor. In another, text appeared on the screen simultaneously as the sender was writing it, letter after letter (Synchat condition), so that users could observe the varying rhythm of message production, precise timing of message appearance, typos and their corrections. The results show that the ability to observe the dynamics of message production had a twofold effect on the social interaction process. First, it enhanced the relational aspect of communication – interlocutors synchronized their emotional states during the interaction, their communication included more statements on relationship building, and they evaluated the Synchat medium as more personal and emotionally engaging. Second, it increased the coherence of communication, reflected in greater continuity of the topics raised in Synchat conversations. The results are discussed from the interaction design (IxD) perspective.

Keywords: chat communication, online conversation, prosody, social synchronization, interaction incoherence, relationship building

Procedia PDF Downloads 131

Authors: Kalai Lamia, Jilani Faouzi

Abstract:

Measuring and controlling risk is one of the most attractive issues in finance. With the persistence of uncontrolled and erratic stocks movements, volatility is perceived as a barometer of daily fluctuations. An objective measure of this variable seems then needed to control risks and cover those that are considered the most important. Non-linear autoregressive modeling is our first evaluation approach. In particular, we test the presence of “persistence” of conditional variance and the presence of a degree of a leverage effect. In order to resolve for the problem of “asymmetry” in volatility, the retained specifications point to the importance of stocks reactions in response to news. Effects of shocks on volatility highlight also the need to study the “long term” behaviour of conditional variance of stocks returns and articulate the presence of long memory and dependence of time series in the long run. We note that the integrated fractional autoregressive model allows for representing time series that show long-term conditional variance thanks to fractional integration parameters. In order to stop at the dynamics that manage time series, a comparative study of the results of the different models will allow for better understanding volatility structure over the Tunisia stock market, with the aim of accurately predicting fluctuation risks.

Keywords: asymmetry volatility, clustering, stylised facts, leverage effect

Procedia PDF Downloads 286