Search results for: risk estimation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7749

Search results for: risk estimation

6009 Application of Watershed Modeling System for Urbanization Management in Tabuk Area, Saudi Arabia

Authors: Abd-Alrahman Embaby, Ayman Abu Halawa, Medhat Ramadan

Abstract:

The infiltrated water into the subsurface activates expansive soil in localized manner, leading to the differential heaving and destructive of the construction. The Watershed Modeling System (WMS) and Hydrologic Engineering Center (HEC-1) are used to delineate and identify the drainage system and basin morphometry in Tabuk area, where flash floods and accumulation of water may take place. Eight drainage basins effect on Tabuk city. Three of them are expected to be high. The flash floods and surface runoff behavior in these basins are important for any protection projects. It was found that the risky areas that contain Tabuk shale could be expanded when exposed to flash floods and/or surface runoff. The resident neighborhoods in the middle of Tabuk city and affected by surface runoff of the tributaries of the basin of Wadi Abu Nishayfah, Na'am and Atanah outlet, represent high-risk zones. These high-risk neighborhoods are Al Qadsiyah, Al Maseif, Arrwdah, Al Nakhil and Al Rajhi. It can be avoided new constructions on these districts. The low or very low-risk zones include the western and the eastern districts. The western side of the city is lying in the upstream of the small basin. It is suitable for a future urban extension. The direction of surface runoff flow or storm water drain discharge should be away from Tabuk city. The quicker the water can flow out, the better it is.

Keywords: digital elevation model (DEM), flash floods, Saudi Arabia, Tabuk City, watershed modeling system (WMS)

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6008 Prevalence and Associated Factors of Overweight and Obesity in Children with Intellectual Disability: A Cross-Sectional Study among Chinese Children

Authors: Jing-Jing Wang, Yang Gao, Heather H. M. Kwok, Wendy Y. J. Huang

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Objectives: Intellectual disability (ID) ranks among the top 20 most costly disorders. A child with ID creates a wide set of challenges to the individual, family, and society, and overweight and obesity aggravate those challenges. People with ID have the right to attain optimal health like the rest of the population. They should be given priority to eliminate existing health inequities. Childhood obesity epidemic and associated factors among children, in general, has been well documented, while knowledge about overweight and obesity in children with ID is scarce. Methods: A cross-sectional study was conducted among 524 Chinese children with ID (males: 68.9%, mean age: 12.2 years) in Hong Kong in 2015. Children’s height and weight were measured at school. Parents, in the presence of their children, completed a self-administered questionnaire at home about the children’s physical activity (PA), eating habits, and sleep duration in a typical week as well as parenting practices regarding children’s eating and PA, and their socio-demographic characteristics. Multivariate logistic regression estimated the potential risk factors for children being overweight. Results: The prevalence of overweight and obesity in children with ID was 31.3%, which was higher than their general counterparts (18.7%-19.9%). Multivariate analyses revealed that the risk factors of overweight and obese in children with ID included: comorbidity with autism, the maternal side being overweight or obese, parenting practices with less pressure to eat more, children having shorter sleep duration, longer periods of sedentary behavior, and higher intake frequencies of sweetened food, fried food, and meats, fish, and eggs. Children born in other places, having snacks more frequently, and having irregular meals were also more likely to be overweight or obese, with marginal significance. Conclusions: Children with ID are more vulnerable to being overweight or obese than their typically developing counterparts. Identified risk factors in this study highlight a multifaceted approach to the involvement of parents as well as the modification of some children’s questionable behaviors to help them achieve a healthy weight.

Keywords: prevalence, risk factors, obesity, children with disability

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6007 Pregnancy Outcome in Women with HIV Infection from a Tertiary Care Centre of India

Authors: Kavita Khoiwal, Vatsla Dadhwal, K. Aparna Sharma, Dipika Deka, Plabani Sarkar

Abstract:

Introduction: About 2.4 million (1.93 - 3.04 million) people are living with HIV/AIDS in India. Of all HIV infections, 39% (9,30,000) are among women. 5.4% of infections are from mother to child transmission (MTCT), 25,000 infected children are born every year. Besides the risk of mother to child transmission of HIV, these women are at risk of the higher adverse pregnancy outcome. The objectives of the study were to compare the obstetric and neonatal outcome in women who are HIV positive with low-risk HIV negative women and effect of antiretroviral drugs on preterm birth and IUGR. Materials and Methods: This is a retrospective case record analysis of 212 HIV-positive women delivering between 2002 to 2015, in a tertiary health care centre which was compared with 238 HIV-negative controls. Women who underwent medical termination of pregnancy and abortion were excluded from the study. Obstetric outcome analyzed were pregnancy induced hypertension, HIV positive intrauterine growth restriction, preterm birth, anemia, gestational diabetes and intrahepatic cholestasis of pregnancy. Neonatal outcome analysed were birth weight, apgar score, NICU admission and perinatal transmission.HIV-positiveOut of 212 women, 204 received antiretroviral therapy (ART) to prevent MTCT, 27 women received single dose nevirapine (sdNVP) or sdNVP tailed with 7 days of zidovudine and lamivudine (ZDV + 3TC), 15 received ZDV, 82 women received duovir and 80 women received triple drug therapy depending upon the time period of presentation. Results: Mean age of 212 HIV positive women was 25.72+3.6 years, 101 women (47.6 %) were primigravida. HIV positive status was diagnosed during pregnancy in 200 women while 12 women were diagnosed prior to conception. Among 212 HIV positive women, 20 (9.4 %) women had preterm delivery (< 37 weeks), 194 women (91.5 %) delivered by cesarean section and 18 women (8.5 %) delivered vaginally. 178 neonates (83.9 %) received exclusive top feeding and 34 neonates (16.03 %) received exclusive breast feeding. When compared to low risk HIV negative women (n=238), HIV positive women were more likely to deliver preterm (OR 1.27), have anemia (OR 1.39) and intrauterine growth restriction (OR 2.07). Incidence of pregnancy induced hypertension, diabetes mellitus and ICP was not increased. Mean birth weight was significantly lower in HIV positive women (2593.60+499 gm) when compared to HIV negative women (2919+459 gm). Complete follow up is available for 148 neonates till date, rest are under evaluation. Out of these 7 neonates found to have HIV positive status. Risk of preterm birth (P value = 0.039) and IUGR (P value = 0.739) was higher in HIV positive women who did not receive any ART during pregnancy than women who received ART. Conclusion: HIV positive pregnant women are at increased risk of adverse pregnancy outcome. Multidisciplinary team approach and use of highly active antiretroviral therapy can optimize the maternal and perinatal outcome.

Keywords: antiretroviral therapy, HIV infection, IUGR, preterm birth

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6006 Markowitz and Implementation of a Multi-Objective Evolutionary Technique Applied to the Colombia Stock Exchange (2009-2015)

Authors: Feijoo E. Colomine Duran, Carlos E. Peñaloza Corredor

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There modeling component selection financial investment (Portfolio) a variety of problems that can be addressed with optimization techniques under evolutionary schemes. For his feature, the problem of selection of investment components of a dichotomous relationship between two elements that are opposed: The Portfolio Performance and Risk presented by choosing it. This relationship was modeled by Markowitz through a media problem (Performance) - variance (risk), ie must Maximize Performance and Minimize Risk. This research included the study and implementation of multi-objective evolutionary techniques to solve these problems, taking as experimental framework financial market equities Colombia Stock Exchange between 2009-2015. Comparisons three multiobjective evolutionary algorithms, namely the Nondominated Sorting Genetic Algorithm II (NSGA-II), the Strength Pareto Evolutionary Algorithm 2 (SPEA2) and Indicator-Based Selection in Multiobjective Search (IBEA) were performed using two measures well known performance: The Hypervolume indicator and R_2 indicator, also it became a nonparametric statistical analysis and the Wilcoxon rank-sum test. The comparative analysis also includes an evaluation of the financial efficiency of the investment portfolio chosen by the implementation of various algorithms through the Sharpe ratio. It is shown that the portfolio provided by the implementation of the algorithms mentioned above is very well located between the different stock indices provided by the Colombia Stock Exchange.

Keywords: finance, optimization, portfolio, Markowitz, evolutionary algorithms

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6005 The Risk of Hyperglycemia Associated with Use of Dolutegravir among Adults Living with HIV in Kampala, Uganda: A Case Control Study

Authors: Daphine Namara, Jeremy I. Schwartz, Andrew K. Tusubira, Willi McFarland, Caroline Birungi, Fred C. Semitala, Martin Muddu

Abstract:

Emerging evidence suggests a possible association between hyperglycemia and dolutegravir (DTG), a preferred first-line antiretroviral agent in sub-Saharan Africa (SSA). There is a need for rigorous studies to validate this association in the face of increasing DTG use and the burden of non-communicable diseases among people living with HIV (PLHIV). We conducted a case-control study to assess the risk of hyperglycemia associated with the use of DTG among PLHIV attending Mulago ISS Clinic in Kampala. Cases had hyperglycemia, while controls had no hyperglycemia, as confirmed by fasting plasma glucose and oral glucose tolerance tests. Demographic, laboratory, and clinical data were collected using interviewer-administered questionnaires and medical record abstraction. The analysis compared cases and controls on DTG use prior to diagnosis of hyperglycemia while controlling for potential confounders using multivariable logistic regression. We included 204 cases and 231 controls. In multivariable analysis, patients with prior DTG use had seven times greater odds of subsequent diagnosis of hyperglycemia compared to those who had non-DTG-based regimens (adjusted odds ratio [aOR] 7.01, 95% CI 1.96-25.09). The odds of hyperglycemia also increased with age (56 years and above vs. 18-35, aOR 12.38, 95% CI 3.79-40.50) and hypertension (aOR 5.78, 95% CI 2.53-13.21). Our study demonstrates a strong association between prior DTG exposure and subsequent diagnosis of hyperglycemia. Given the benefits of DTG, wide-scale use, and the growing burden of diabetes mellitus (DM) in SSA, there is a need for systematic screening for hyperglycemia and consideration of alternate regimens for those at risk for DM.

Keywords: HIV, hyperglycemia, doluteravir, diabetes

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6004 Bio-Hub Ecosystems: Investment Risk Analysis Using Monte Carlo Techno-Economic Analysis

Authors: Kimberly Samaha

Abstract:

In order to attract new types of investors into the emerging Bio-Economy, new methodologies to analyze investment risk are needed. The Bio-Hub Ecosystem model was developed to address a critical area of concern within the global energy market regarding the use of biomass as a feedstock for power plants. This study looked at repurposing existing biomass-energy plants into Circular Zero-Waste Bio-Hub Ecosystems. A Bio-Hub model that first targets a ‘whole-tree’ approach and then looks at the circular economics of co-hosting diverse industries (wood processing, aquaculture, agriculture) in the vicinity of the Biomass Power Plants facilities. This study modeled the economics and risk strategies of cradle-to-cradle linkages to incorporate the value-chain effects on capital/operational expenditures and investment risk reductions using a proprietary techno-economic model that incorporates investment risk scenarios utilizing the Monte Carlo methodology. The study calculated the sequential increases in profitability for each additional co-host on an operating forestry-based biomass energy plant in West Enfield, Maine. Phase I starts with the base-line of forestry biomass to electricity only and was built up in stages to include co-hosts of a greenhouse and a land-based shrimp farm. Phase I incorporates CO2 and heat waste streams from the operating power plant in an analysis of lowering and stabilizing the operating costs of the agriculture and aquaculture co-hosts. Phase II analysis incorporated a jet-fuel biorefinery and its secondary slip-stream of biochar which would be developed into two additional bio-products: 1) A soil amendment compost for agriculture and 2) A biochar effluent filter for the aquaculture. The second part of the study applied the Monte Carlo risk methodology to illustrate how co-location derisks investment in an integrated Bio-Hub versus individual investments in stand-alone projects of energy, agriculture or aquaculture. The analyzed scenarios compared reductions in both Capital and Operating Expenditures, which stabilizes profits and reduces the investment risk associated with projects in energy, agriculture, and aquaculture. The major findings of this techno-economic modeling using the Monte Carlo technique resulted in the masterplan for the first Bio-Hub to be built in West Enfield, Maine. In 2018, the site was designated as an economic opportunity zone as part of a Federal Program, which allows for Capital Gains tax benefits for investments on the site. Bioenergy facilities are currently at a critical juncture where they have an opportunity to be repurposed into efficient, profitable and socially responsible investments, or be idled and scrapped. The Bio-hub Ecosystems techno-economic analysis model is a critical model to expedite new standards for investments in circular zero-waste projects. Profitable projects will expedite adoption and advance the critical transition from the current ‘take-make-dispose’ paradigm inherent in the energy, forestry and food industries to a more sustainable Bio-Economy paradigm that supports local and rural communities.

Keywords: bio-economy, investment risk, circular design, economic modelling

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6003 The Prevalence of Blood-Borne Viral Infections among Autopsy Cases in Jordan

Authors: Emad Al-Abdallat, Faris G. Bakri, Azmi Mahafza, Rayyan Al Ali, Nidaa Ababneh, Ahmed Idhair

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Background: Morgues are high-risk areas for the spread of infection from the cadavers to the staff during the postmortem examination. Infection can spread from corpses to workers by the airborne route, by direct contact, or from needle and sharp object injuries. Objective: Knowledge about the prevalence of these infections among autopsies is prudent to appreciate any risk of transmission and to further enforce safety measures. Method: A total of 242 autopsies were tested. Age ranged from 3 days to 94 years (median 75.5 years, mean 45.3 (21.9 ± SD)). There were 172 (71%) males. Results: The cause of death was considered natural in 137 (56.6%) cases, accidental in 89 (36.8%), homicidal in 9 (3.7%), suicidal in 4 (1.7%), and unknown in 3 (1.2%). Hepatitis B surface antigen was positive in 5 (2.1%) cases. Hepatitis C virus antibody was detected in 5 (2.1%) cases and the hepatitis C virus polymerase chain reaction was positive in 2 of them (0.8%). HIV antibody was not detected in any of the cases. Conclusions: Autopsies can be associated with exposure to blood borne viruses. Autopsies performed during the study period were tested for hepatitis B surface antigen, hepatitis C virus antibody, and human immunodeficiency virus antibody. Positive tests were subsequently confirmed by polymerase chain reaction. There is low prevalence of infections with these viruses in our autopsy cases. However, the risk of transmission remains a threat. Healthcare workers in the forensic departments should adhere to standard precautions.

Keywords: autopsy, hepatitis B virus, hepatitis C virus, human immunodeficiency virus, Jordan

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6002 Risk Factors Associated with Outbreak of Cerebrospinal Meningitis in Kano State- Nigeria, March-May 2017

Authors: Visa I. Tyakaray, M. Abdulaziz, O. Badmus, N. Karaye, M. Dalhat, A. Shehu, I. Bello, T. Hussaini, S. Akar, G. Effah, P. Nguku

Abstract:

Introduction: Nigeria has recorded outbreaks of meningitis in the past, being in the meningitis belt. A multi-state outbreak of Cerebrospinal Meningitis (CSM) from Neisseria meningitides occurred in 2017 involving 24 states, and Kano State reported its first two confirmed CSM cases on 22nd March, 2017. We conducted the outbreak investigation to characterize the outbreak, determine its associated risk factors and institute appropriate control measures. Method: We conducted an unmatched Case-control study with ratio 1:2. A case was defined as any person with sudden onset of fever (>38.5˚C rectal or 38.0˚C axillary) and one of the following: neck stiffness, altered consciousness or bulging fontanelle in toddlers while a control was defined as any person who resides around the case such as family members, caregivers, neighbors, and healthcare personnel. We reviewed and validated line list and conducted active case search in health facilities and neighboring communities. Descriptive, bivariate, stratified and multivariate analysis were performed. Laboratory confirmation was by Latex agglutination and/or Culture. Results: We recruited 48 cases with median age of 11 years (1 month – 65 years), attack rate was 2.4/100,000 population with case fatality rate of 8%; 34 of 44 local government areas were affected.On stratification, age was found to be a confounder. Independent factors associated with the outbreak were age (Adjusted Odds Ratio, AOR =6.58; 95% Confidence Interval (CI) =2.85-15.180, history of Vaccination (AOR=0.37; 95% CI=0.13-0.99) and history of travel (AOR=10.16; (1.99-51.85). Laboratory results showed 22 positive cases for Neisseria meningitides types C and A/Y. Conclusion: Major risk factors associated with this outbreak were age (>14years), not being vaccinated and history of travel. We sensitized communities and strengthened case management. We recommended immediate reactive vaccination and enhanced surveillance in bordering communities.

Keywords: cerebrospinal, factors, Kano-Nigeria, meningitis, risk

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6001 Autism Screening Questionnaire for Daycare Attendees

Authors: David Alejandro Torres-Lopez , Lilia Albores-Gallo, Ronald Soto-Calderon, Roberto Lagunes-Cordoba

Abstract:

Autism Screening Questionnaire for Daycare Attendees (ASQ-DAT) is a screening instrument that assesses the risk of autism in children between 12 and 47 months, being the first free observational instrument created according to the criteria of the DSM-5 that can be applied by teachers in nurseries. The people in charge of answering the questionnaires are the daycare assistants. Its application presents a series of previous activities with which daycare assistants are familiar (dance, games, oral narration and breakfast), which are executed with the children and then answer a questionnaire with dichotomous questions "Yes/No" in approximately 3 minutes per child. The instrument was developed with the participation of nurseries according to the protocols of the creation of psychometric instruments of the Classical Test Theory having as a gold standard ADOS-2 Modules T and 1. The results of the investigation show that the use of ASQ-DAT combined with the application of M-CHAT / RF provides more information about the risk of ASD in young children, which allows improvements in the screening.

Keywords: diagnosis, screening, autism, daycare

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6000 The Negative Impact of the SARS-CoV-2 Pandemic on Maternal and Child Health, Considering Maternal Experiences of Abuse and Neglect in Childhood

Authors: Franziska Köhler-Dauner, Inka Mayer, Lara Hart, Ute Ziegenhain, Jörg M. Fegert

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Preventive isolation and social distancing strategies during the SARS-CoV-2 pandemic have confronted families with a variety of different restrictions and stresses. Especially during this stressful time, children need a stable parental home to avoid developmental disorders. Additional risk factors such as maternal childhood abuse and neglect (CM) experiences may influence mothers' psychosomatic health (pG) and children's physical well-being (kW) during times of increased stress. Our aim was to analyse the interaction between maternal CM, maternal pG and children's kW during the pandemic. Mothers from a well-documented birth cohort to study transgenerational transmission of CM, were included in an online 'pandemic' survey assessing maternal pG and children's physical health during the pandemic. Our mediation analysis showed a significant positive association between the extent of maternal CM experiences, mothers' psychosomatic symptoms and their children's kW. Maternal psychosomatic symptoms significantly mediate the interaction between CM and children's kW; the direct effect remains non-significant when maternal psychosomatic symptoms are included as mediators. Maternal CM appears to be a relevant risk factor for maternal pG and children's kW during the pandemic. Maternal CM experiences seem to influence the way parents cope with stressful situations and increase the risk of suffering from depressive symptoms. The latter also affect their children's kW. Our findings underline the importance of carefully assessing the specific situation of families with children and offering individually adapted help to help families survive the pandemic.

Keywords: pandemic, maternal health, child health, abuse, neglect, maternal experiences

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5999 Estimation of Exhaust and Non-Exhaust Particulate Matter Emissions’ Share from On-Road Vehicles in Addis Ababa City

Authors: Solomon Neway Jida, Jean-Francois Hetet, Pascal Chesse

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Vehicular emission is the key source of air pollution in the urban environment. This includes both fine particles (PM2.5) and coarse particulate matters (PM10). However, particulate matter emissions from road traffic comprise emissions from exhaust tailpipe and emissions due to wear and tear of the vehicle part such as brake, tire and clutch and re-suspension of dust (non-exhaust emission). This study estimates the share of the two sources of pollutant particle emissions from on-roadside vehicles in the Addis Ababa municipality, Ethiopia. To calculate its share, two methods were applied; the exhaust-tailpipe emissions were calculated using the Europeans emission inventory Tier II method and Tier I for the non-exhaust emissions (like vehicle tire wear, brake, and road surface wear). The results show that of the total traffic-related particulate emissions in the city, 63% emitted from vehicle exhaust and the remaining 37% from non-exhaust sources. The annual roads transport exhaust emission shares around 2394 tons of particles from all vehicle categories. However, from the total yearly non-exhaust particulate matter emissions’ contribution, tire and brake wear shared around 65% and 35% emanated by road-surface wear. Furthermore, vehicle tire and brake wear were responsible for annual 584.8 tons of coarse particles (PM10) and 314.4 tons of fine particle matter (PM2.5) emissions in the city whereas surface wear emissions were responsible for around 313.7 tons of PM10 and 169.9 tons of PM2.5 pollutant emissions in the city. This suggests that non-exhaust sources might be as significant as exhaust sources and have a considerable contribution to the impact on air quality.

Keywords: Addis Ababa, automotive emission, emission estimation, particulate matters

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5998 Chemical Risk Posed by Hospital Liquid Effluents Example CHU Beni Messous Algiers

Authors: Laref Nabil

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Ecology is at the center of many debates and international regulations. It therefore becomes a necessity and a privileged axis in many countries policy. The rise of environmental problems, the particularism of the hospital as an actor Public Health must lead by example in hygiene, prevention of risks to man and his environment. In this, it seemed interesting to make a poster on hospital liquid effluents in order to know not only the regulatory aspects but also their degree of pollution and their management in health institutions. Materials and methods: Samples taken at several looks, analysis performed at STEP Reghaia Algiers. Discussion and / or findings: In general, central gaze analysis results of water we can conclude that the contents of the various physico-chemical parameters greatly exceed the standards. Although the hypothesis of assimilating hospital liquid effluents domestic waters is confirmed, the liquid effluent from the University Hospital of Beni Messous and dumped in the natural environment still represent ecotoxicological risk.

Keywords: health, hospital, liquid effluents, water

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5997 Impact of Data and Model Choices to Urban Flood Risk Assessments

Authors: Abhishek Saha, Serene Tay, Gerard Pijcke

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The availability of high-resolution topography and rainfall information in urban areas has made it necessary to revise modeling approaches used for simulating flood risk assessments. Lidar derived elevation models that have 1m or lower resolutions are becoming widely accessible. The classical approaches of 1D-2D flow models where channel flow is simulated and coupled with a coarse resolution 2D overland flow models may not fully utilize the information provided by high-resolution data. In this context, a study was undertaken to compare three different modeling approaches to simulate flooding in an urban area. The first model used is the base model used is Sobek, which uses 1D model formulation together with hydrologic boundary conditions and couples with an overland flow model in 2D. The second model uses a full 2D model for the entire area with shallow water equations at the resolution of the digital elevation model (DEM). These models are compared against another shallow water equation solver in 2D, which uses a subgrid method for grid refinement. These models are simulated for different horizontal resolutions of DEM varying between 1m to 5m. The results show a significant difference in inundation extents and water levels for different DEMs. They are also sensitive to the different numerical models with the same physical parameters, such as friction. The study shows the importance of having reliable field observations of inundation extents and levels before a choice of model and data can be made for spatial flood risk assessments.

Keywords: flooding, DEM, shallow water equations, subgrid

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5996 Seismic Hazard Assessment of Tehran

Authors: Dorna Kargar, Mehrasa Masih

Abstract:

Due to its special geological and geographical conditions, Iran has always been exposed to various natural hazards. Earthquake is one of the natural hazards with random nature that can cause significant financial damages and casualties. This is a serious threat, especially in areas with active faults. Therefore, considering the population density in some parts of the country, locating and zoning high-risk areas are necessary and significant. In the present study, seismic hazard assessment via probabilistic and deterministic method for Tehran, the capital of Iran, which is located in Alborz-Azerbaijan province, has been done. The seismicity study covers a range of 200 km from the north of Tehran (X=35.74° and Y= 51.37° in LAT-LONG coordinate system) to identify the seismic sources and seismicity parameters of the study region. In order to identify the seismic sources, geological maps at the scale of 1: 250,000 are used. In this study, we used Kijko-Sellevoll's method (1992) to estimate seismicity parameters. The maximum likelihood estimation of earthquake hazard parameters (maximum regional magnitude Mmax, activity rate λ, and the Gutenberg-Richter parameter b) from incomplete data files is extended to the case of uncertain magnitude values. By the combination of seismicity and seismotectonic studies of the site, the acceleration with antiseptic probability may happen during the useful life of the structure is calculated with probabilistic and deterministic methods. Applying the results of performed seismicity and seismotectonic studies in the project and applying proper weights in used attenuation relationship, maximum horizontal and vertical acceleration for return periods of 50, 475, 950 and 2475 years are calculated. Horizontal peak ground acceleration on the seismic bedrock for 50, 475, 950 and 2475 return periods are 0.12g, 0.30g, 0.37g and 0.50, and Vertical peak ground acceleration on the seismic bedrock for 50, 475, 950 and 2475 return periods are 0.08g, 0.21g, 0.27g and 0.36g.

Keywords: peak ground acceleration, probabilistic and deterministic, seismic hazard assessment, seismicity parameters

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5995 Development of a Biomechanical Method for Ergonomic Evaluation: Comparison with Observational Methods

Authors: M. Zare, S. Biau, M. Corq, Y. Roquelaure

Abstract:

A wide variety of observational methods have been developed to evaluate the ergonomic workloads in manufacturing. However, the precision and accuracy of these methods remain a subject of debate. The aims of this study were to develop biomechanical methods to evaluate ergonomic workloads and to compare them with observational methods. Two observational methods, i.e. SCANIA Ergonomic Standard (SES) and Rapid Upper Limb Assessment (RULA), were used to assess ergonomic workloads at two simulated workstations. They included four tasks such as tightening & loosening, attachment of tubes and strapping as well as other actions. Sensors were also used to measure biomechanical data (Inclinometers, Accelerometers, and Goniometers). Our findings showed that in assessment of some risk factors both RULA & SES were in agreement with the results of biomechanical methods. However, there was disagreement on neck and wrist postures. In conclusion, the biomechanical approach was more precise than observational methods, but some risk factors evaluated with observational methods were not measurable with the biomechanical techniques developed.

Keywords: ergonomic, observational method, biomechanical methods, workload

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5994 An Integrated Framework for Seismic Risk Mitigation Decision Making

Authors: Mojtaba Sadeghi, Farshid Baniassadi, Hamed Kashani

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One of the challenging issues faced by seismic retrofitting consultants and employers is quick decision-making on the demolition or retrofitting of a structure at the current time or in the future. For this reason, the existing models proposed by researchers have only covered one of the aspects of cost, execution method, and structural vulnerability. Given the effect of each factor on the final decision, it is crucial to devise a new comprehensive model capable of simultaneously covering all the factors. This study attempted to provide an integrated framework that can be utilized to select the most appropriate earthquake risk mitigation solution for buildings. This framework can overcome the limitations of current models by taking into account several factors such as cost, execution method, risk-taking and structural failure. In the newly proposed model, the database and essential information about retrofitting projects are developed based on the historical data on a retrofit project. In the next phase, an analysis is conducted in order to assess the vulnerability of the building under study. Then, artificial neural networks technique is employed to calculate the cost of retrofitting. While calculating the current price of the structure, an economic analysis is conducted to compare demolition versus retrofitting costs. At the next stage, the optimal method is identified. Finally, the implementation of the framework was demonstrated by collecting data concerning 155 previous projects.

Keywords: decision making, demolition, construction management, seismic retrofit

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5993 Residue and Ecological Risk Assessment of Polybrominated Diphenyl Ethers (PBDEs) in Sediment from CauBay River, Vietnam

Authors: Toan Vu Duc, Son Ha Viet

Abstract:

This research presents the first comprehensive survey of congener profiles (7 indicator congeners) of polybrominated diphenyl ethers (PBDEs) in sediment samples covering ten sites in CauBay River, Vietnam. Chemical analyses were carried out in gas chromatography–mass spectrometry (GC–MS) for tri- to hepta- brominated congeners. Results pointed out a non-homogenous contamination of the sediment with ∑7 PBDE values ranging from 8.93 to 25.64ng g−1, reflecting moderate to low contamination closely in conformity to other Asian aquatic environments. The general order of decreasing congener contribution to the total load was: BDE 47 > 99 > 100 > 154, similar to the distribution pattern worldwide. PBDEs had rare risks in the sediment of studied area. However, due to the propensity of PBDEs to accumulate in various compartments of wildlife and human food webs, evaluation of biological tissues should be undertaken as a high priority.

Keywords: residue, risk assessment, PBDEs, sediment

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5992 Weight Estimation Using the K-Means Method in Steelmaking’s Overhead Cranes in Order to Reduce Swing Error

Authors: Seyedamir Makinejadsanij

Abstract:

One of the most important factors in the production of quality steel is to know the exact weight of steel in the steelmaking area. In this study, a calculation method is presented to estimate the exact weight of the melt as well as the objects transported by the overhead crane. Iran Alloy Steel Company's steelmaking area has three 90-ton cranes, which are responsible for transferring the ladles and ladle caps between 34 areas in the melt shop. Each crane is equipped with a Disomat Tersus weighing system that calculates and displays real-time weight. The moving object has a variable weight due to swinging, and the weighing system has an error of about +-5%. This means that when the object is moving by a crane, which weighs about 80 tons, the device (Disomat Tersus system) calculates about 4 tons more or 4 tons less, and this is the biggest problem in calculating a real weight. The k-means algorithm is an unsupervised clustering method that was used here. The best result was obtained by considering 3 centers. Compared to the normal average(one) or two, four, five, and six centers, the best answer is with 3 centers, which is logically due to the elimination of noise above and below the real weight. Every day, the standard weight is moved with working cranes to test and calibrate cranes. The results are shown that the accuracy is about 40 kilos per 60 tons (standard weight). As a result, with this method, the accuracy of moving weight is calculated as 99.95%. K-means is used to calculate the exact mean of objects. The stopping criterion of the algorithm is also the number of 1000 repetitions or not moving the points between the clusters. As a result of the implementation of this system, the crane operator does not stop while moving objects and continues his activity regardless of weight calculations. Also, production speed increased, and human error decreased.

Keywords: k-means, overhead crane, melt weight, weight estimation, swing problem

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5991 Study of Contrast Induced Nephropathy in Patients Undergoing Cardiac Catheterization: Upper Egypt Experience

Authors: Ali Kassem, Sharf Eldeen-Shazly, Alshemaa Lotfy

Abstract:

Introduction: Contrast-induced nephropathy (CIN) has been the third leading cause of hospital-acquired renal failure. Patients with cardiac diseases are particularly at risk especially with repeated injections of contrast media. CIN is generally defined as an increase in serum creatinine concentration of > 0.5 mg/dL or 25% above baseline within 48 hours after contrast administration. Aim of work: To examine the frequency of CIN for patients undergoing cardiac catheterization at Sohag University Hospital (Upper Egypt) and to identify possible risk factors for CIN in these patients. Material and methods: The study included 104 patients with mean age 56.11 ±10.03, 64(61.5%) are males while 40(38.5%) are females. 44(42.3%) patients are diabetics, 43(41%) patients are hypertensive, 6(5.7%) patients have congestive heart failure, 69(66.3%) patients on statins, 74 (71.2 %) are on ACEIs or ARBs, 19(15.4%) are on metformin, 6 (5.8%) are on NSAIDs, 30(28.8%) are on diuretics. RESULTS: Patients were classified at the end of the study into two groups: Group A: Included 91 patients who did not develop CIN. Group B: Included 13 patients who developed CIN, of which serum creatinine raised > 0.5mg/dl in 6 patients and raised > 25% from the baseline after the procedure in 13 patients. The overall incidence of CIN was 12.5%. CIN increased with older age. There was an increase in the incidence of CIN in diabetic versus non-diabetic patients (20.5% and 6.7%) respectively. (p< 0.03). There was a highly significant increase in the incidence of CIN in patients with CHF versus those without CHF (100% and 71%) respectively, (P<0001). Patients on diuretics showed a significant increase in the incidence of CIN representing 61.5% of all patients who developed CIN. Conclusion: Older patients, diabetic patients, patients with CHF and patients on diuretics have higher risk of developing CIN during coronary catheterization and should receive reno-protective measures before contrast exposure.

Keywords: cardiac diseases, contrast-induced nephropathy, coronary catheterization, CIN

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5990 Global Developmental Delay and Its Association with Risk Factors: Validation by Structural Equation Modelling

Authors: Bavneet Kaur Sidhu, Manoj Tiwari

Abstract:

Global Developmental Delay (GDD) is a common pediatric condition. Etiologies of GDD might, however, differ in developing countries. In the last decade, sporadic families are being reported in various countries. As to the author’s best knowledge, many risk factors and their correlation with the prevalence of GDD have been studied but its statistical correlation has not been done. Thus we propose the present study by targeting the risk factor, prevalence and their statistical correlation with GDD. FMR1 gene was studied to confirm the disease and its penetrance. A complete questionnaire-based performance was designed for the statistical studies having a personal, past and present medical history along with their socio-economic status as well. Methods: We distributed the children’s age in 4 different age groups having 5-year intervals and applied structural equation modeling (SEM) techniques, Spearman’s rank correlation coefficient, Karl Pearson correlation coefficient, and chi-square test.Result: A total of 1100 families were enrolled for this study; among them, 330 were clinically and biologically confirmed (radiological studies) for the disease, 204 were males (61.8%), 126 were females (38.18%). We found that 27.87% were genetic and 72.12 were sporadic, out of 72.12 %, 43.277% cases from urban and 56.72% from the rural locality, the mothers' literacy rate was 32.12% and working women numbers were 41.21%. Conclusions: There is a significant association between mothers' age and GDD prevalence, which is also followed by mothers' literacy rate and mothers' occupation, whereas there was no association between fathers' age and GDD.

Keywords: global developmental delay, FMR1 gene, spearman’ rank correlation coefficient, structural equation modeling

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5989 Development of Value Based Planning Methodology Incorporating Risk Assessment for Power Distribution Network

Authors: Asnawi Mohd Busrah, Au Mau Teng, Tan Chin Hooi, Lau Chee Chong

Abstract:

This paper describes value based planning (VBP) methodology incorporating risk assessment as an enhanced and more practical approach to evaluate distribution network projects in Peninsular Malaysia. Assessment indicators associated with economics, performance and risks are formulated to evaluate distribution projects to quantify their benefits against investment. The developed methodology is implemented in a web-based software customized to capture investment and network data, compute assessment indicators and rank the proposed projects according to their benefits. Value based planning approach addresses economic factors in the power distribution planning assessment, so as to minimize cost solution to the power utility while at the same time provide maximum benefits to customers.

Keywords: value based planning, distribution network, value of loss load (VoLL), energy not served (ENS)

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5988 Discrimination and Classification of Vestibular Neuritis Using Combined Fisher and Support Vector Machine Model

Authors: Amine Ben Slama, Aymen Mouelhi, Sondes Manoubi, Chiraz Mbarek, Hedi Trabelsi, Mounir Sayadi, Farhat Fnaiech

Abstract:

Vertigo is a sensation of feeling off balance; the cause of this symptom is very difficult to interpret and needs a complementary exam. Generally, vertigo is caused by an ear problem. Some of the most common causes include: benign paroxysmal positional vertigo (BPPV), Meniere's disease and vestibular neuritis (VN). In clinical practice, different tests of videonystagmographic (VNG) technique are used to detect the presence of vestibular neuritis (VN). The topographical diagnosis of this disease presents a large diversity in its characteristics that confirm a mixture of problems for usual etiological analysis methods. In this study, a vestibular neuritis analysis method is proposed with videonystagmography (VNG) applications using an estimation of pupil movements in the case of an uncontrolled motion to obtain an efficient and reliable diagnosis results. First, an estimation of the pupil displacement vectors using with Hough Transform (HT) is performed to approximate the location of pupil region. Then, temporal and frequency features are computed from the rotation angle variation of the pupil motion. Finally, optimized features are selected using Fisher criterion evaluation for discrimination and classification of the VN disease.Experimental results are analyzed using two categories: normal and pathologic. By classifying the reduced features using the Support Vector Machine (SVM), 94% is achieved as classification accuracy. Compared to recent studies, the proposed expert system is extremely helpful and highly effective to resolve the problem of VNG analysis and provide an accurate diagnostic for medical devices.

Keywords: nystagmus, vestibular neuritis, videonystagmographic system, VNG, Fisher criterion, support vector machine, SVM

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5987 The Network Relative Model Accuracy (NeRMA) Score: A Method to Quantify the Accuracy of Prediction Models in a Concurrent External Validation

Authors: Carl van Walraven, Meltem Tuna

Abstract:

Background: Network meta-analysis (NMA) quantifies the relative efficacy of 3 or more interventions from studies containing a subgroup of interventions. This study applied the analytical approach of NMA to quantify the relative accuracy of prediction models with distinct inclusion criteria that are evaluated on a common population (‘concurrent external validation’). Methods: We simulated binary events in 5000 patients using a known risk function. We biased the risk function and modified its precision by pre-specified amounts to create 15 prediction models with varying accuracy and distinct patient applicability. Prediction model accuracy was measured using the Scaled Brier Score (SBS). Overall prediction model accuracy was measured using fixed-effects methods that accounted for model applicability patterns. Prediction model accuracy was summarized as the Network Relative Model Accuracy (NeRMA) Score which ranges from -∞ through 0 (accuracy of random guessing) to 1 (accuracy of most accurate model in concurrent external validation). Results: The unbiased prediction model had the highest SBS. The NeRMA score correctly ranked all simulated prediction models by the extent of bias from the known risk function. A SAS macro and R-function was created to implement the NeRMA Score. Conclusions: The NeRMA Score makes it possible to quantify the accuracy of binomial prediction models having distinct inclusion criteria in a concurrent external validation.

Keywords: prediction model accuracy, scaled brier score, fixed effects methods, concurrent external validation

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5986 Bibliometric Analysis of Risk Assessment of Inland Maritime Accidents in Bangladesh

Authors: Armana Huq, Wahidur Rahman, Sanwar Kader

Abstract:

Inland waterways in Bangladesh play an important role in providing comfortable and low-cost transportation. However, a maritime accident takes away many lives and creates unwanted hazards every year. This article deals with a comprehensive review of inland waterway accidents in Bangladesh. Additionally, it includes a comparative study between international and local inland research studies based on maritime accidents. Articles from inland waterway areas are analyzed in-depth to make a comprehensive overview of the nature of the academic work, accident and risk management process and different statistical analyses. It is found that empirical analysis based on the available statistical data dominates the research domain. For this study, major maritime accident-related works in the last four decades in Bangladesh (1981-2020) are being analyzed for preparing a bibliometric analysis. A study of maritime accidents of passenger's vessels during (1995-2005) indicates that the predominant causes of accidents in the inland waterways of Bangladesh are collision and adverse weather (77%), out of which collision due to human error alone stands (56%) of all accidents. Another study refers that the major causes of waterway accidents are the collision (60.3%) during 2005-2015. About 92% of this collision occurs due to direct contact with another vessel during this period. Rest 8% of the collision occurs by contact with permanent obstruction on waterway roots. The overall analysis of another study from the last 25 years (1995-2019) shows that one of the main types of accidents is collisions, with about 50.3% of accidents being caused by collisions. The other accident types are cyclone or storm (17%), overload (11.3%), physical failure (10.3%), excessive waves (5.1%), and others (6%). Very few notable works are available in testing or comparing the methods, proposing new methods for risk management, modeling, uncertainty treatment. The purpose of this paper is to provide an overview of the evolution of marine accident-related research domain regarding inland waterway of Bangladesh and attempts to introduce new ideas and methods to abridge the gap between international and national inland maritime-related work domain which can be a catalyst for a safer and sustainable water transportation system in Bangladesh. Another fundamental objective of this paper is to navigate various national maritime authorities and international organizations to implement risk management processes for shipping accident prevention in waterway areas.

Keywords: inland waterways, safety, bibliometric analysis, risk management, accidents

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5985 Intensity Modulated Radiotherapy of Nasopharyngeal Carcinomas: Patterns of Loco Regional Relapse

Authors: Omar Nouri, Wafa Mnejja, Nejla Fourati, Fatma Dhouib, Wicem Siala, Ilhem Charfeddine, Afef Khanfir, Jamel Daoud

Abstract:

Background and objective: Induction chemotherapy (IC) followed by concomitant chemo radiotherapy with intensity modulated radiation (IMRT) technique is actually the recommended treatment modality for locally advanced nasopharyngeal carcinomas (NPC). The aim of this study was to evaluate the prognostic factors predicting loco regional relapse with this new treatment protocol. Patients and methods: A retrospective study of 52 patients with NPC treated between June 2016 and July 2019. All patients received IC according to the protocol of the Head and Neck Radiotherapy Oncology Group (Gortec) NPC 2006 (3 TPF courses) followed by concomitant chemo radiotherapy with weekly cisplatin (40 mg / m2). Patients received IMRT with integrated simultaneous boost (SIB) of 33 daily fractions at a dose of 69.96 Gy for high-risk volume, 60 Gy for intermediate risk volume and 54 Gy for low-risk volume. Median age was 49 years (19-69) with a sex ratio of 3.3. Forty five tumors (86.5%) were classified as stages III - IV according to the 2017 UICC TNM classification. Loco regional relapse (LRR) was defined as a local and/or regional progression that occurs at least 6 months after the end of treatment. Survival analysis was performed according to Kaplan-Meier method and Log-rank test was used to compare anatomy clinical and therapeutic factors that may influence loco regional free survival (LRFS). Results: After a median follow up of 42 months, 6 patients (11.5%) experienced LRR. A metastatic relapse was also noted for 3 of these patients (50%). Target volumes coverage was optimal for all patient with LRR. Four relapses (66.6%) were in high-risk target volume and two (33.3%) were borderline. Three years LRFS was 85,9%. Four factors predicted loco regional relapses: histologic type other than undifferentiated (UCNT) (p=0.027), a macroscopic pre chemotherapy tumor volume exceeding 100 cm³ (p=0.005), a reduction in IC doses exceeding 20% (p=0.016) and a total cumulative cisplatin dose less than 380 mg/m² (p=0.0.34). TNM classification and response to IC did not impact loco regional relapses. Conclusion: For nasopharyngeal carcinoma, tumors with initial high volume and/or histologic type other than UCNT, have a higher risk of loco regional relapse. Therefore, they require a more aggressive therapeutic approaches and a suitable monitoring protocol.

Keywords: loco regional relapse, modulation intensity radiotherapy, nasopharyngeal carcinoma, prognostic factors

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5984 Remote Patient Monitoring for Covid-19

Authors: Launcelot McGrath

Abstract:

The Coronavirus disease 2019 (COVID-19) has spread rapidly around the world, resulting in high mortality rates and very large numbers of people requiring medical treatment in ICU. Management of patient hospitalisation is a critical aspect to control this disease and reduce chaos in the healthcare systems. Remote monitoring provides a solution to protect vulnerable and elderly high-risk patients. Continuous remote monitoring of oxygen saturation, respiratory rate, heart rate, and temperature, etc., provides medical systems with up-to-the-minute information about their patients' statuses. Remote monitoring also limits the spread of infection by reducing hospital overcrowding. This paper examines the potential of remote monitoring for Covid-19 to assist in the rapid identification of patients at risk, facilitate the detection of patient deterioration, and enable early interventions.

Keywords: remote monitoring, patient care, oxygen saturation, Covid-19, hospital management

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5983 Energy Consumption Estimation for Hybrid Marine Power Systems: Comparing Modeling Methodologies

Authors: Kamyar Maleki Bagherabadi, Torstein Aarseth Bø, Truls Flatberg, Olve Mo

Abstract:

Hydrogen fuel cells and batteries are one of the promising solutions aligned with carbon emission reduction goals for the marine sector. However, the higher installation and operation costs of hydrogen-based systems compared to conventional diesel gensets raise questions about the appropriate hydrogen tank size, energy, and fuel consumption estimations. Ship designers need methodologies and tools to calculate energy and fuel consumption for different component sizes to facilitate decision-making regarding feasibility and performance for retrofits and design cases. The aim of this work is to compare three alternative modeling approaches for the estimation of energy and fuel consumption with various hydrogen tank sizes, battery capacities, and load-sharing strategies. A fishery vessel is selected as an example, using logged load demand data over a year of operations. The modeled power system consists of a PEM fuel cell, a diesel genset, and a battery. The methodologies used are: first, an energy-based model; second, considering load variations during the time domain with a rule-based Power Management System (PMS); and third, a load variations model and dynamic PMS strategy based on optimization with perfect foresight. The errors and potentials of the methods are discussed, and design sensitivity studies for this case are conducted. The results show that the energy-based method can estimate fuel and energy consumption with acceptable accuracy. However, models that consider time variation of the load provide more realistic estimations of energy and fuel consumption regarding hydrogen tank and battery size, still within low computational time.

Keywords: fuel cell, battery, hydrogen, hybrid power system, power management system

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5982 Associated Factors of Hypertension, Hypercholesterolemia and Double Burden Hypertension-Hypercholesterolemia in Patients With Congestive Heart Failure: Hospital Based Study

Authors: Pierre Mintom, William Djeukeu Asongni, Michelle Moni, William Dakam, Christine Fernande Nyangono Biyegue.

Abstract:

Background: In order to prevent congestive heart failure, control of hypertension and hypercholesterolemia is necessary because those risk factors frequently occur in combination. Objective: The aim of the study is to determine the prevalence and risk factors of hypertension, hypercholesterolemia and double burden HTA-Hypercholesterolemia in patients with congestive heart failure. Methodology: A database of 98 patients suffering from congestive heart failure was used. The latter were recruited from August 15, 2017, to March 5, 2018, in the Cardiology department of Deido District Hospital of Douala. This database provides information on sociodemographic parameters, biochemical examinations, characteristics of heart failure and food consumption. ESC/ESH and NCEP-ATPIII definitions were used to define Hypercholesterolemia (total cholesterol ≥200mg/dl), Hypertension (SBP≥140mmHg and/or DBP≥90mmHg). Double burden hypertension-hypercholesterolemia was defined as follows: total cholesterol (CT)≥200mg/dl, SBP≥140mmHg and DBP≥90mmHg. Results: The prevalence of hypertension (HTA), hypercholesterolemia (hyperchol) and double burden HTA-Hyperchol were 61.2%, 66.3% and 45.9%, respectively. No sociodemographic factor was associated with hypertension, hypercholesterolemia and double burden, but Male gender was significantly associated (p<0.05) with hypercholesterolemia. HypoHDLemia significantly increased hypercholesterolemia and the double burden by 19.664 times (p=0.001) and 14.968 times (p=0.021), respectively. Regarding dietary habits, the consumption of rice, peanuts and derivatives and cottonseed oil respectively significantly (p<0.05) exposed to the occurrence of hypertension. The consumption of tomatoes, green bananas, corn and derivatives, peanuts and derivatives and cottonseed oil significantly exposed (p<0.05) to the occurrence of hypercholesterolemia. The consumption of palm oil and cottonseed oil exposed the occurrence of the double burden of hypertension-hypercholesterolemia. Consumption of eggs protects against hypercholesterolemia, and consumption of peanuts and tomatoes protects against the double burden. Conclusion: hypercholesterolemia associated with hypertension appears as a complicating factor of congestive heart failure. Key risk factors are mainly diet-based, suggesting the importance of nutritional education for patients. New management protocols emphasizing diet should be considered.

Keywords: risk factors, hypertension, hypercholesterolemia, congestive heart failure

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5981 Histopathological Features of Basal Cell Carcinoma: A Ten Year Retrospective Statistical Study in Egypt

Authors: Hala M. El-hanbuli, Mohammed F. Darweesh

Abstract:

The incidence rates of any tumor vary hugely with geographical location. Basal Cell Carcinoma (BCC) is one of the most common skin cancer that has many histopathologic subtypes. Objective: The aim was to study the histopathological features of BCC cases that were received in the Pathology Department, Kasr El-Aini hospital, Cairo University, Egypt during the period from Jan 2004 to Dec 2013 and to evaluate the clinical characters through the patient data available in the request sheets. Methods: Slides and data of BCC cases were collected from the archives of the pathology department, Kasr El-Aini hospital. Revision of all available slides and histological classification of BCC according to WHO (2006) was done. Results: A total number of 310 cases of BCC representing about 65% from the total number of malignant skin tumors examined during the 10-years duration in the department. The age ranged from 8 to 84 years, the mean age was (55.7 ± 15.5). Most of the patients (85%) were above the age of 40 years. There was a slight male predominance (55%). Ulcerated BCC was the most common gross picture (60%), followed by nodular lesion (30%) and finally the ulcerated nodule (10%). Most of the lesions situated in the high-risk sites (77%) where the nose was the most common site (35%) followed by the periocular area (22%), then periauricular (15%) and finally perioral (5%). No lesion was reported outside the head. The tumor size was less than 2 centimeters in 65% of cases, and from 2-5 centimeters in the lesions' greatest dimension in the rest of cases. Histopathological reclassification revealed that the nodular BCC was the most common (68%) followed by the pigmented nodular (18.75%). The histologic high-risk groups represented (7.5%) about half of them (3.75%) being basosquamous carcinoma. The total incidence for multiple BCC and 2nd primary was 12%. Recurrent BCC represented 8%. All of the recurrent lesions of BCC belonged to the histologic high-risk group. Conclusion: Basal Cell Carcinoma is the most common skin cancer in the 10-year survey. Histopathological diagnosis and classification of BCC cases are essential for the determination of the tumor type and its biological behavior.

Keywords: basal cell carcinoma, high risk, histopathological features, statistical analysis

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5980 Multi-Criteria Based Robust Markowitz Model under Box Uncertainty

Authors: Pulak Swain, A. K. Ojha

Abstract:

Portfolio optimization is based on dealing with the problems of efficient asset allocation. Risk and Expected return are two conflicting criteria in such problems, where the investor prefers the return to be high and the risk to be low. Using multi-objective approach we can solve those type of problems. However the information which we have for the input parameters are generally ambiguous and the input values can fluctuate around some nominal values. We can not ignore the uncertainty in input values, as they can affect the asset allocation drastically. So we use Robust Optimization approach to the problems where the input parameters comes under box uncertainty. In this paper, we solve the multi criteria robust problem with the help of  E- constraint method.

Keywords: portfolio optimization, multi-objective optimization, ϵ - constraint method, box uncertainty, robust optimization

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