Search results for: scoring based risk assessment method

Authors: Jonathan Iworiso

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Forecasting the equity premium out-of-sample is a major concern to researchers in finance and emerging markets. The quest for a superior model that can forecast the equity premium with significant economic gains has resulted in several controversies on the choice of variables and suitable techniques among scholars. This research focuses mainly on the application of Regression Training (RT) techniques to forecast monthly equity premium out-of-sample recursively with an expanding window method. A broad category of sophisticated regression models involving model complexity was employed. The RT models include Ridge, Forward-Backward (FOBA) Ridge, Least Absolute Shrinkage and Selection Operator (LASSO), Relaxed LASSO, Elastic Net, and Least Angle Regression were trained and used to forecast the equity premium out-of-sample. In this study, the empirical investigation of the RT models demonstrates significant evidence of equity premium predictability both statistically and economically relative to the benchmark historical average, delivering significant utility gains. They seek to provide meaningful economic information on mean-variance portfolio investment for investors who are timing the market to earn future gains at minimal risk. Thus, the forecasting models appeared to guarantee an investor in a market setting who optimally reallocates a monthly portfolio between equities and risk-free treasury bills using equity premium forecasts at minimal risk.

Keywords: regression training, out-of-sample forecasts, expanding window, statistical predictability, economic significance, utility gains

Procedia PDF Downloads 110

Authors: Ron Dick, P. S. D. V. Prasadarao, Glenn Coltman

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Agenesis of the corpus callosum (ACC) is a failure to develop corpus callosum - the large bundle of fibers of the brain that connects the two cerebral hemispheres. It can occur as a partial or complete absence of the corpus callosum. In the general population, its estimated prevalence rate is 1 in 4000 and a wide range of genetic, infectious, vascular, and toxic causes have been attributed to this heterogeneous condition. The diagnosis of ACC is often achieved by neuroimaging procedures. Though persons with ACC can perform normally on intelligence tests they generally present with a range of neuropsychological and social deficits. The deficit profile is characterized by poor coordination of motor movements, slow reaction time, processing speed and, poor memory. Socially, they present with deficits in communication, language processing, the theory of mind, and interpersonal relationships. The present paper illustrates the role of neuropsychological assessment with implications to psychosocial management in a case of agenesis of the corpus callosum. Method: A 27-year old left handed Caucasian male with a history of ACC was self-referred for a neuropsychological assessment to assist him in his employment options. Parents noted significant difficulties with coordination and balance at an early age of 2-3 years and he was diagnosed with dyspraxia at the age of 14 years. History also indicated visual impairment, hypotonia, poor muscle coordination, and delayed development of motor milestones. MRI scan indicated agenesis of the corpus callosum with ventricular morphology, widely spaced parallel lateral ventricles and mild dilatation of the posterior horns; it also showed colpocephaly—a disproportionate enlargement of the occipital horns of the lateral ventricles which might be affecting his motor abilities and visual defects. The MRI scan ruled out other structural abnormalities or neonatal brain injury. At the time of assessment, the subject presented with such problems as poor coordination, slowed processing speed, poor organizational skills and time management, and difficulty with social cues and facial expressions. A comprehensive neuropsychological assessment was planned and conducted to assist in identifying the current neuropsychological profile to facilitate the formulation of a psychosocial and occupational rehabilitation programme. Results: General intellectual functioning was within the average range and his performance on memory-related tasks was adequate. Significant visuospatial and visuoconstructional deficits were evident across tests; constructional difficulties were seen in tasks such as copying a complex figure, building a tower and manipulating blocks. Poor visual scanning ability and visual motor speed were evident. Socially, the subject reported heightened social anxiety, difficulty in responding to cues in the social environment, and difficulty in developing intimate relationships. Conclusion: Persons with ACC are known to present with specific cognitive deficits and problems in social situations. Findings from the current neuropsychological assessment indicated significant visuospatial difficulties, poor visual scanning and problems in social interactions. His general intellectual functioning was within the average range. Based on the findings from the comprehensive neuropsychological assessment, a structured psychosocial rehabilitation programme was developed and recommended.

Keywords: agenesis, callosum, corpus, neuropsychology, psychosocial, rehabilitation

Procedia PDF Downloads 280

Authors: Mehdi Brahimi, Kamal Medjaher, Noureddine Zerhouni, Mohammed Leouatni

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The Prognostics and Health Management is a system engineering discipline which provides solutions and models to the implantation of a predictive maintenance. The approach is based on extracting useful information from monitoring data to assess the “health” state of an industrial equipment or an asset. In this paper, we examine multiple extracted features from Pantograph-Catenary contact force in order to select the most relevant ones to achieve a diagnostics function. The feature extraction methodology is based on simulation data generated thanks to a Pantograph-Catenary simulation software called INPAC and measurement data. The feature extraction method is based on both statistical and signal processing analyses. The feature selection method is based on statistical criteria.

Keywords: catenary/pantograph interaction, diagnostics, Prognostics and Health Management (PHM), quality of current collection

Procedia PDF Downloads 294

Authors: Ziyuan Wu, Yulong Jia, Xiang Zhang, Wanting Zhou, Lei Li

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The Internet of Things (IoT) is a rapidly evolving field involving a large number of interconnected embedded devices. In the design of embedded System-on-Chip (SoC), the key issues are power consumption, performance, and security. However, the easy-to-implement software and untrustworthy third-party IP cores may threaten the safety of hardware assets. Considering that illegal access and malicious attacks against SoC resources pass through the bus that integrates IPs, we propose a Lightweight Hardware Firewall (LHF) to protect SoC, which monitors and disallows the offending bus transactions based on physical addresses. Furthermore, under the LHF architecture, this paper refines two types of firewalls: Destination Hardware Firewall (DHF) and Source Hardware Firewall (SHF). The former is oriented to fine-grained detection and configuration, whose core technology is based on the method of dynamic grading units. In addition, we design the SHF based on static entries to achieve lightweight. Finally, we evaluate the hardware consumption of the proposed method by both Field-Programmable Gate Array (FPGA) and IC. Compared with the exciting efforts, LHF introduces a bus latency of zero clock cycles for every read or write transaction implemented on Xilinx Kintex-7 FPGAs. Meanwhile, the DC synthesis results based on TSMC 90nm show that the area is reduced by about 25% compared with the previous method.

Keywords: IoT, security, SoC, bus architecture, lightweight hardware firewall, FPGA

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Authors: Saud Al Mahdi

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Traditionally,portfolio managers have been discouraged from timing the market. This means, for example, that equity managers have been forced to adhere strictly to a benchmark with static or relatively stable components, such as the SP 500 or the Russell 3000. This means that the portfolio’s exposures to all risk factors should mimic as closely as possible the corresponding exposures of the benchmark. The main risk factor, of course, is the market itself. Effectively, a long-only portfolio would be constrained to have a beta 1. More recently, however, managers have been given greater discretion to adjust their portfolio’s risk exposures (in particular, the beta of their portfolio) dynamically to match the manager’s beliefs about future performance of the risk factors themselves. This freedom translates into the manager’s ability to adjust the portfolio’s beta dynamically. These strategies have come to be known as smart beta strategies. Adjusting beta dynamically amounts to attempting to "time" the market; that is, to increase exposure when one anticipates that the market will rise, and to decrease it when one anticipates that the market will fall. Traditionally, market timing has been believed to be impossible to perform effectively and consistently. Moreover, if a majority of market participants do it, their combined actions could destabilize the market. The aim of this project is to investigate so-called smart beta strategies to determine if they really can add value, or if they are merely marketing gimmicks used to sell dubious investment strategies.

Keywords: beta, alpha, active portfolio management, trading strategies

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Authors: Leon Pan

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The first programming course within post-secondary education has long been recognized as a challenging endeavor for both educators and students alike. Historically, these courses have exhibited high failure rates and a notable number of dropouts. Instructors often lament students' lack of effort in their coursework, and students often express frustration that the teaching methods employed are not effective. Drawing inspiration from the successful principles of Extreme Programming, this study introduces an approach—the Extremes-based teaching model — aimed at enhancing the teaching of introductory programming courses. To empirically determine the effectiveness of the model, a comparison was made between a section taught using the extreme-based model and another utilizing traditional teaching methods. Notably, the extreme-based teaching class required students to work collaboratively on projects while also demanding continuous assessment and performance enhancement within groups. This paper details the application of the extreme-based model within the post-secondary online classroom context and presents the compelling results that emphasize its effectiveness in advancing the teaching and learning experiences. The extreme-based model led to a significant increase of 13.46 points in the weighted total average and a commendable 10% reduction in the failure rate.

Keywords: extreme-based teaching model, innovative pedagogical methods, project-based learning, team-based learning

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Authors: Jamerson Felipe Pereira Lima, Jeane Cecília Bezerra de Melo

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The difficulty and cost related to obtaining of protein tertiary structure information through experimental methods, such as X-ray crystallography or NMR spectroscopy, helped raising the development of computational methods to do so. An approach used in these last is prediction of tridimensional structure based in the residue chain, however, this has been proved an NP-hard problem, due to the complexity of this process, explained by the Levinthal paradox. An alternative solution is the prediction of intermediary structures, such as the secondary structure of the protein. Artificial Intelligence methods, such as Bayesian statistics, artificial neural networks (ANN), support vector machines (SVM), among others, were used to predict protein secondary structure. Due to its good results, artificial neural networks have been used as a standard method to predict protein secondary structure. Recent published methods that use this technique, in general, achieved a Q3 accuracy between 75% and 83%, whereas the theoretical accuracy limit for protein prediction is 88%. Alternatively, to achieve better results, support vector machines prediction methods have been developed. The statistical evaluation of methods that use different AI techniques, such as ANNs and SVMs, for example, is not a trivial problem, since different training sets, validation techniques, as well as other variables can influence the behavior of a prediction method. In this study, we propose a prediction method based on artificial neural networks, which is then compared with a selected SVM method. The chosen SVM protein secondary structure prediction method is the one proposed by Huang in his work Extracting Physico chemical Features to Predict Protein Secondary Structure (2013). The developed ANN method has the same training and testing process that was used by Huang to validate his method, which comprises the use of the CB513 protein data set and three-fold cross-validation, so that the comparative analysis of the results can be made comparing directly the statistical results of each method.

Keywords: artificial neural networks, protein secondary structure, protein structure prediction, support vector machines

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Authors: Haftay Abraha Tadesse, Dawit Gebreegziabiher Hagos, Atsebaha Gebrekidan Kahsay, Mahumd Abdulkader

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Background: Salmonella species and Escherichia coli (E. coli) are important foodborne pathogens affecting humans and animals. They are among the most important causes of infection that are associated with the consumption of contaminated food. This study was aimed to determine the prevalence, antimicrobial susceptibility patterns and associated risk factors for Salmonella species and E. coli in raw meat from butchery houses of Mekelle, Northern Ethiopia. Method: A cross-sectional study was conducted from January to December 2019. Socio-demographic data and risk factors were collected using a predesigned questionnaire. Meat samples were collected aseptically from the butchery houses and transported using icebox to Mekelle University, College of Veterinary Sciences for the isolation and identification of Salmonella species and E. coli. Antimicrobial susceptibility patterns were determined using Kirby disc diffusion method. Data obtained were cleaned and entered into Statistical Package for the Social Sciences version 22 and logistic regression models with odds ratio were calculated. P-value < 0.05 was considered as statistically significant. Results: A total of 153 out of 384 (39.8%) of the meat specimens were found to be contaminated. The contamination of Salmonella species and E. coli were 15.6% (n=60) and 20.8%) (n=80), respectively. Mixed contamination (Salmonella species and E. coli) was observed in 13 (3.4 %) of the analyzed. Poor washing hands regularly (AOR = 8.37; 95% CI: 2.75-25.50) and not using gloves during meat handling (AOR=11. 28; 95% CI:(4.69 27.10) were associated with overall bacterial contamination. About 100% of the tested isolates were sensitive to ciprofloxacin, gentamicin, Co trimoxazole , sulphamethoxazole, ceftriaxone, and trimethoprim and ciprofloxacin, gentamicin, and norfloxacine of E. coli and Salmonella species, respectively, while the resistance of amoxyclav_amoxicillin and erythromycin were both isolated bacteria species. The overall multidrug resistance pattern for Salmonella and E. coli were 51.4% (n=19) and 31.8% (14), respectively. Conclusion: Of the 153 (153/384) contaminated raw meat, 60 (15.6%) and 80 (20.8%) were contaminated by Salmonella species and E. coli, respectively. Poor handwashing practice and not using glove during meat handling showed a significant association with bacterial contamination. Multidrug-resistant showed in Salmonella species, and E. coli were 19 (51.4%) and 14 (31.8%), respectively.

Keywords: antimicrobial susceptibility test, butchery houses, E. coli, raw meat, salmonella species

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Authors: Yang Zhang, Jian He

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Heart disease is one of the leading causes of death in the world, and coronary heart disease (CHD) is one of the major heart diseases. Electrocardiogram (ECG) is widely used in the detection of heart diseases, but the traditional manual method for CHD prediction by analyzing ECG requires lots of professional knowledge for doctors. This paper introduces sliding window and continuous wavelet transform (CWT) to transform ECG signals into images, and then ResNet and Bi-LSTM are introduced to build the ECG feature extraction network (namely ECGNet). At last, an auxiliary system for coronary heart disease prediction was developed based on modified ResNet18 and Bi-LSTM, and the public ECG dataset of CHD from MIMIC-3 was used to train and test the system. The experimental results show that the accuracy of the method is 83%, and the F1-score is 83%. Compared with the available methods for CHD prediction based on ECG, such as kNN, decision tree, VGGNet, etc., this method not only improves the prediction accuracy but also could avoid the degradation phenomenon of the deep learning network.

Keywords: Bi-LSTM, CHD, ECG, ResNet, sliding window

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Authors: Margit Kastner

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To overcome the negative consequences associated with large class sizes and to support students in developing the necessary competences (e.g., critical thinking, problem-solving, or team-work skills) a marketing course has been redesigned by implementing project-based learning with peer assessment (PBL&PA). This means that students can voluntarily take advantage of this supplementary offer and explore -in addition to attending the lecture where clicker questions are asked- a real-world problem, find a solution, and assess the results of peers while working in small collaborative groups. In order to handle this with little further effort, the process is technically supported by the university’s e-learning system in such a way that students upload their solution in form of an assignment which is then automatically distributed to peer groups who have to assess the work of three other groups. Finally, students’ work is graded automatically considering both, students’ contribution to the project and the conformity of the peer assessment. The purpose of this study is to evaluate students’ perception of PBL&PA using an online-questionnaire to collect the data. More specifically, it aims to discover students’ motivations for (not) working on a project and the benefits and problems students encounter. In addition to the survey, students’ performance was analyzed by comparing the final grades of those who participated in PBL&PA with those who did not participate. Among the 260 students who filled out the questionnaire, 47% participated in PBL&PA. Besides extrinsic motivations (bonus credits), students’ participation was often motivated by learning and social benefits. Reasons for not working on a project were connected to students’ organization and management of their studies (e.g., time constraints, no/wrong information) and teamwork concerns (e.g., missing engagement of peers, prior negative experiences). In addition, high workload and insufficient extrinsic motivation (bonus credits) were mentioned. With regards to benefits and problems students encountered during the project, students provided more positive than negative comments. Positive aspects most often stated were learning and social benefits while negative ones were mainly attached to the technical implementation. Interestingly, bonus credits were hardly named as a positive aspect meaning that intrinsic motivations have become more important when working on the project. Team aspects generated mixed feelings. In addition, students who voluntarily participated in PBL&PA were, in general, more active and utilized further course offers such as clicker questions. Examining students’ performance at the final exam revealed that students without participating in any of the offered active learning tasks performed poorest in the exam while students who used all activities were best. In conclusion, the goals of the implementation were met in terms of students’ perceived benefits and the positive impact on students’ exam performance. Since the comparison of the automatic grading with faculty grading showed valid results, it is possible to rely only on automatic grading in the future. That way, the additional workload for faculty will be within limits. Thus, the implementation of project-based learning with peer assessment can be recommended for large classes.

Keywords: automated grading, large classes, peer assessment, project-based learning

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Authors: David Kramsky, Barbora Vegrichtova

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The prison facility is generally considered as an environment having a corrective purpose. Besides the social sense of remedy, prison is also an environment that potentially determines and affects socially dangerous behavior. The authors, based on long-term empirical research, present the significant indicators that are directly related to the transformation of personality attitudes, motivations and behavior associating with a process of radicalization. One of the most significant symptoms of radicalization is a particular social moral decision making. Individuals in the radicalism process primarily prefer utilitarian manners of decision-making more than personal aspects like empathy for others. The authors will present the method of social moral profiling of the subject in radicalization process as an effective prevention system reducing security risks in society.

Keywords: indicators, moral decision, radicalism, social profile

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Authors: Richard Ji

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Nondestructive deflection testing has been accepted widely as a cost-effective tool for evaluating the structural condition of airfield pavements. Backcalculation of pavement layer moduli can be used to characterize the pavement existing condition in order to compute the load bearing capacity of pavement. This paper presents an improved best-fit backcalculation methodology based on deflection predictions obtained using finite element method (FEM). The best-fit approach is based on minimizing the squared error between falling weight deflectometer (FWD) measured deflections and FEM predicted deflections. Then, concrete elastic modulus and modulus of subgrade reaction were back-calculated using Heavy Weight Deflectometer (HWD) deflections collected at the National Airport Pavement Testing Facility (NAPTF) test site. It is an alternative and more versatile method in considering concrete slab geometry and HWD testing locations compared to methods currently available.

Keywords: nondestructive testing, pavement moduli backcalculation, finite element method, concrete pavements

Procedia PDF Downloads 173

Authors: Roohallah Fallah-Moshkani, Mohammad Ali Mohsenpour, Reza Ghiasvand, Hossein Khosravi-Boroujeni, Seyed Mehdi Ahmadi, Paula Brauer, Amin Salehi-Abargouei

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Purpose: Several investigations have proposed the protective association between dietary approaches to stop hypertension (DASH) style diet and risk of cancers; however, they have led to inconsistent results. The present study aimed to systematically review the prospective cohort studies conducted in this regard and, if possible, to quantify the overall effect of using meta-analysis. Methods: PubMed, EMBASE, Scopus, and Google Scholar were searched for cohort studies published up to December 2017. Relative risks (RRs) which were reported for fully adjusted models and their confidence intervals were extracted for meta-analysis. Random effects model was incorporated to combine the RRs. Results: Sixteen studies were eligible to be included in the systematic review from which 8 reports were conducted on the effect of DASH on the risk of mortality from all cancer types, four on the risk of colorectal cancer, and three on the risk of colon and rectal cancer. Four studies examined the association with other cancers (breast, hepatic, endometrial, and lung cancer). Meta-analysis showed that high concordance with DASH significantly decreases the risk of all cancer types (RR=0.83, 95% confidence interval (95%CI):0.80-0.85); furthermore participants who highly adhered to the DASH had lower risk of developing colorectal (RR=0.79, 95%CI: 0.75-0.83), colon (RR=0.81, 95%CI: 0.74-0.87) and rectal (RR=0.79, 95%CI: 0.63-0.98) cancer compared to those with the lowest adherence. Conclusions: DASH-style diet should be suggested as a healthy approach to protect from cancer in the community. Prospective studies exploring the effect on other cancer types and from regions other than the United States are highly recommended.

Keywords: cancer, DASH-style diet, dietary patterns, meta-analysis, systematic review

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Authors: Wynne De Jong, Robert Miller, Ross Riggs

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Beyond the number of nurses providing care for patients, having nurses with the right skills, experience and education is essential to ensure the best possible outcomes for patients. Research studies continue to link nurse staffing and skill mix with nurse-sensitive patient outcomes; numerous studies clearly show that superior patient outcomes are associated with higher levels of regulated staff. Due to the limited number of tools and processes available to assist nurse leaders with staffing models of care, nurse leaders are constantly faced with the ongoing challenge to ensure their staffing models of care best suit their patient population. In 2009, several hospitals in Ontario, Canada participated in a research study to develop and evaluate an RN/RPN utilization toolkit. The purpose of this study was to develop and evaluate a toolkit for Registered Nurses/Registered Practical Nurses Staff mix decision-making based on the College of Nurses of Ontario, Canada practice standards for the utilization of RNs and RPNs. This paper will highlight how an organization has further developed the Patient Care Needs Assessment (PCNA) questionnaire, a major component of the toolkit. Moreover, it will demonstrate how it has utilized the information from PCNA to clearly identify patient and family care needs, thus providing evidence-based results to assist leaders with matching the best staffing skill mix to their patients.

Keywords: nurse staffing models of care, skill mix, nursing health human resources, patient safety

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Authors: Maximilian Winkens, Peter Nyhuis

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Components with sensory properties such as gentelligent components developed at the Collaborative Research Center 653 offer a new angle on the full utilization of the remaining service life in case of a preventive maintenance. The developed methodology of component status driven maintenance analyses the stress data obtained during the component's useful life and on the basis of this knowledge assesses the type of maintenance called for in this case. The procedure is derived from the case-based reasoning method and will be elucidated in detail. The method's functionality is demonstrated with real-life data obtained during test runs of a racing car prototype.

Keywords: gentelligent component, preventive maintenance, case-based reasoning, sensory

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Authors: Lidia Sanchis-Marco, Antonio Rubia

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In this paper we analyze the state-dependent risk-spillover in different economic areas. To this end, we apply the quantile regression-based methodology developed in Adams, Füss and Gropp approach to examine the spillover in conditional tails of daily returns of indices of the banking industry in the US, BRICs, Peripheral EMU, Core EMU, Scandinavia, the UK and Emerging Markets. This methodology allow us to characterize size, direction and strength of financial contagion in a network of bilateral exposures to address cross-border vulnerabilities under different states of the economy. The general evidence shows as the spillover effects are higher and more significant in volatile periods than in tranquil ones. There is evidence of tail spillovers of which much is attributable to a spillover from the US on the rest of the analyzed regions, specially on European countries. In sharp contrast, the US banking system show more financial resilience against foreign shocks.

Keywords: spillover effects, Bank Contagion, SDSVaR, expected shortfall, VaR, expectiles

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Authors: Huayun Zhai, Quan Hu, Wei-Chih Chiang, Jianjun Du

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By applying experimental methodology in the framework of the behavior-perception theory, this paper studies the relationship between information quality of corporates’ social responsibility (CSR) and individual investors’ risk perception, intermediated with individual investors’ perception on CSR. The findings are as follows: In general, the information quality of CSR significantly influences individual investors’ perception on investment risks. Furthermore, certification on CSR can help reinforce such perceptions. The higher the reporting quality of CSR is, accompanied by the certification by an independent third party, the more likely individual investors recognize the responsibilities. The research also found that the perception on CSR not only plays a role of intermediation between information quality about CSR and investors’ perception on investment risk but also intermediates the certification of CSR reports and individual investors’ judgment on investment risks. The main contributions of the research are in two folds. The first is that it supplements the research on CSR from the perspective of investors’ perceptions. The second is that the research provides theoretical and experimental evidence for enterprises to implement and improve reports on their social responsibilities.

Keywords: information quality, corporate social responsibility, report certification, individual investors’ perception on risk, perception of corporate social responsibility

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Authors: Megha Agarwal

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The research paper is an effort to compare the earnings based and cash flow based methods of valuation of an enterprise. The theoretically equivalent methods based on either earnings such as Residual Earnings Model (REM), Abnormal Earnings Growth Model (AEGM), Residual Operating Income Method (ReOIM), Abnormal Operating Income Growth Model (AOIGM) and its extensions multipliers such as price/earnings ratio, price/book value ratio; or cash flow based models such as Dividend Valuation Method (DVM) and Free Cash Flow Method (FCFM) all provide different estimates of valuation of the Indian giant corporate Reliance India Limited (RIL). An ex-post analysis of published accounting and financial data for four financial years from 2008-09 to 2011-12 has been conducted. A comparison of these valuation estimates with the actual market capitalization of the company shows that the complex accounting based model AOIGM provides closest forecasts. These different estimates may be derived due to inconsistencies in discount rate, growth rates and the other forecasted variables. Although inputs for earnings based models may be available to the investor and analysts through published statements, precise estimation of free cash flows may be better undertaken by the internal management. The estimation of value from more stable parameters as residual operating income and RNOA could be considered superior to the valuations from more volatile return on equity.

Keywords: earnings, cash flows, valuation, Residual Earnings Model (REM)

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Authors: Ranjith Maniyeri, Ahamed C. Saleel

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Two-dimensional fluid flow over a stationary circular cylinder is one of the bench mark problem in the field of fluid-structure interaction in computational fluid dynamics (CFD). Motivated by this, in the present work, a two-dimensional computational model is developed using an improved version of immersed boundary method which combines the feedback forcing scheme of the virtual boundary method with Peskin’s regularized delta function approach. Lagrangian coordinates are used to represent the cylinder and Eulerian coordinates are used to describe the fluid flow. A two-dimensional Dirac delta function is used to transfer the quantities between the sold to fluid domain. Further, continuity and momentum equations governing the fluid flow are solved using fractional step based finite volume method on a staggered Cartesian grid system. The developed code is validated by comparing the values of drag coefficient obtained for different Reynolds numbers with that of other researcher’s results. Also, through numerical simulations for different Reynolds numbers flow behavior is well captured. The stability analysis of the improved version of immersed boundary method is tested for different values of feedback forcing coefficients.

Keywords: Feedback Forcing Scheme, Finite Volume Method, Immersed Boundary Method, Navier-Stokes Equations

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Authors: Moomen Chaari, Wolfgang Ecker, Thomas Kruse, Bogdan-Andrei Tabacaru

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In our daily life, we frequently interact with complex systems which facilitate our mobility, enhance our access to information, and sometimes help us recover from illnesses or diseases. The reliance on these systems is motivated by the established evaluation and assessment procedures which are performed during the different phases of the design and manufacturing flow. Such procedures are aimed to qualify the system’s delivered services with respect to their availability, reliability, safety, and other properties generally referred to as dependability attributes. In this paper, we propose a metamodel based generic characterization of dependability concepts and describe an automation methodology to customize this characterization to different standards and contexts. When integrated in concrete design and verification environments, the proposed methodology promotes the reuse of already available dependability assessment tools and reduces the costs and the efforts required to create consistent and efficient artefacts for fault injection or error simulation.

Keywords: dependability analysis, model-driven development, metamodeling, code generation

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Authors: Urooj Saeed, Sajid Rashid Ahmad, Iqra Khalid, Sahar Mirza, Imtiaz Younas

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Pakistan, a flood-prone country, has experienced worst floods in the recent past which have caused extensive damage to the urban and rural areas by loss of lives, damage to infrastructure and agricultural fields. Poor flood management system in the country has projected the risks of damages as the increasing frequency and magnitude of floods are felt as a consequence of climate change; affecting national economy directly or indirectly. To combat the needs of flood emergency, this paper focuses on remotely sensed data based approach for rapid mapping and monitoring of flood extent and its damages so that fast dissemination of information can be done, from local to national level. In this research study, spatial extent of the flooding caused by heavy rains of 2014 has been mapped by using space borne data to assess the crop damages and affected population in sixteen districts of Punjab. For this purpose, moderate resolution imaging spectroradiometer (MODIS) was used to daily mark the flood extent by using Normalised Difference Water Index (NDWI). The highest flood value data was integrated with the LandScan 2014, 1km x 1km grid based population, to calculate the affected population in flood hazard zone. It was estimated that the floods covered an area of 16,870 square kilometers, with 3.0 million population affected. Moreover, to assess the flood damages, Object Based Image Analysis (OBIA) aided with spectral signatures was applied on Landsat image to attain the thematic layers of healthy (0.54 million acre) and damaged crops (0.43 million acre). The study yields that the population of Jhang district (28% of 2.5 million population) was affected the most. Whereas, in terms of crops, Jhang and Muzzafargarh are the ‘highest damaged’ ranked district of floods 2014 in Punjab. This study was completed within 24 hours of the peak flood time, and proves to be an effective methodology for rapid assessment of damages due to flood hazard

Keywords: flood hazard, space borne data, object based image analysis, rapid damage assessment

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Authors: Li-Ching Chen

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The case-control design has been widely applied in clinical and epidemiological studies to investigate the association between risk factors and a given disease. The retrospective design can be easily implemented and is more economical over prospective studies. To adjust effects for confounding factors, methods such as stratification at the design stage and may be adopted. When some major confounding factors are difficult to be quantified, a matching design provides an opportunity for researchers to control the confounding effects. The matching effects can be parameterized by the intercepts of logistic models and the conditional logistic regression analysis is then adopted. This study demonstrates an information-matrix-based goodness-of-fit statistic to test the validity of the logistic regression model for matched case-control data. The asymptotic null distribution of this proposed test statistic is inferred. It needs neither to employ a simulation to evaluate its critical values nor to partition covariate space. The asymptotic power of this test statistic is also derived. The performance of the proposed method is assessed through simulation studies. An example of the real data set is applied to illustrate the implementation of the proposed method as well.

Keywords: conditional logistic model, goodness-of-fit, information matrix, matched case-control studies

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Authors: Simon Samwel Msanjila

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Networked environments which provides platforms and environments for business organizations are configured in different forms depending on many factors including life time, member characteristics, communication structure, and business objectives, among others. With continuing advances in digital technologies the distance has become a less barrier for business minded collaboration among organizations. With the need and ease to make business collaborate nowadays organizations are sometimes forced to co-work with others that are either unknown or less known to them in terms of history and performance. A promising approach for sustaining established collaboration has been establishment of trust relationship among organizations based on assessed trustworthiness for each participating organization. It has been stated in research that trust in organization is dynamic and thus assessment of trust level must address such dynamic nature. This paper assess relevant aspects of trust and applies the concepts to propose a semi-automated system for assessing the Sustainability and Evolution of trust in organizations participating in specific objective in a networked organizations environment.

Keywords: trust evolution, trust sustainability, networked organizations, dynamic trust

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Authors: Cihat Aşan

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Istanbul Strait is a crucial and narrow waterway, not only having a role in linking two continents but also has a crossover mission for the petroleum, which is the biggest energy resource, between its supply and demand sources. Besides its substantial features, sensitivities like around 18 million populations in surroundings, military facilities, ports, oil lay down areas etc. also brings the high risk to use of Istanbul Strait. Based on the statistics of Turkish Ministry of Transportation, Maritime and Communication, although the number of vessel passage in Istanbul Strait is declining, tonnage of hazardous and flammable cargo like oil and chemical transportation is increasing and subsequently the risk of oil pollution, loss of life and property is also rising. Based on the mentioned above; it is crucial to be prepared for the initial and subsequent response to eventual ship sourced oil spill which may cause to block the Strait for an unbearable duration. In this study; preconditioned Istanbul Strait sensitive areas studies has been taken into account and possible oil spill scenario is loaded to PISCES 2 (Potential Incident Simulation Control and Evaluation System) decision support system for the determined specific sea area. Consequences of the simulation like oil expanding process, required number and types of assets to response, had in hand and evaluated.

Keywords: Istanbul strait, oil spill, PISCES simulator, initial response

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Authors: Nima Amani, Ali Salehi Dastjerdi, Fatemeh Ahmadi, Ardalan Sabamehr

Abstract:

The cost overrun of the construction projects has always been one of the main problems of the construction companies caused by the risky nature of the construction projects. Therefore, today, the application of risk management is inevitable. Although in theory, the issue of risk management is divided into the opportunities and threats management, in practice, most of the projects have been focused on the threats management. However, considering the opportunities management and applying the opportunities-response strategies can lead to the improved profitability of the construction projects of the companies. In this paper, a new technique is developed to identify the opportunities in the construction projects using an improved protocol and propose the appropriate opportunities-response strategies to the construction companies to provide them with higher profitability. To evaluate the effectiveness of the protocol for selecting the most appropriate strategies in ‎response to the opportunities and threats, two projects from a construction company in Iran were ‎studied. Both projects selected were in mid-range in terms of size and similar in terms of time, ‎run time and costs. Finally, the output indicates that using the proposed opportunities-response strategies show that the company's profitability in the future can be increased approximately for similar projects.

Keywords: opportunities management, risk-response strategy, opportunity-response strategy, productivity, risk management

Procedia PDF Downloads 234

Authors: Amadou Wurry Jallow, Adama N. S. Bah, Karamo Bah, Shih-Ye Wang, Kuo-Chung Chu, Chien-Yeh Hsu

Abstract:

Chronic kidney disease (CKD) is a major public health challenge with high prevalence, rising incidence, and serious adverse consequences. Developing effective risk prediction models is a cost-effective approach to predicting and preventing complications of chronic kidney disease (CKD). This study aimed to develop an accurate machine learning model that can dynamically identify individuals at risk of CKD using various kinds of diagnostic data, with or without laboratory data, at different follow-up points. Creatinine is a key component used to predict CKD. These models will enable affordable and effective screening for CKD even with incomplete patient data, such as the absence of creatinine testing. This retrospective cohort study included data on 19,429 adults provided by a private research institute and screening laboratory in Taiwan, gathered between 2001 and 2015. Univariate Cox proportional hazard regression analyses were performed to determine the variables with high prognostic values for predicting CKD. We then identified interacting variables and grouped them according to diagnostic data categories. Our models used three types of data gathered at three points in time: non-laboratory, laboratory, and metabolic indices data. Next, we used subgroups of variables within each category to train two machine learning models (Random Forest and XGBoost). Our machine learning models can dynamically discriminate individuals at risk for developing CKD. All the models performed well using all three kinds of data, with or without laboratory data. Using only non-laboratory-based data (such as age, sex, body mass index (BMI), and waist circumference), both models predict chronic kidney disease as accurately as models using laboratory and metabolic indices data. Our machine learning models have demonstrated the use of different categories of diagnostic data for CKD prediction, with or without laboratory data. The machine learning models are simple to use and flexible because they work even with incomplete data and can be applied in any clinical setting, including settings where laboratory data is difficult to obtain.

Keywords: chronic kidney disease, glomerular filtration rate, creatinine, novel metabolic indices, machine learning, risk prediction

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Authors: Benzegaou Ali, Brani Benabderrahmane

Abstract:

This work describes a numerical study of the TOX–clinching process using diffuse elements. A computer code baptized SEMA "Static Explicit Method Analysis" is developed to simulate the clinch joining process. The FE code is based on an Updated Lagrangian scheme. The used resolution method is based on an explicit static approach. The integration of the elasto-plastic behavior law is realized with an algorithm of Simo and Taylor. The tools are represented by plane facets.

Keywords: diffuse elements, numerical simulation, clinching, contact, large deformation

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Authors: Saleh Ali Alshehri, Omar Tarek Subaih, Mohammed Saad Alghamdi

Abstract:

With the vast visual contents of social media and Internet applications, fast and simple image-retrieval systems are necessary. Content-based image-retrieval methods are suitable even though the AI methods start becoming dominant. In this study, a simple and efficient method is presented. An image is binarized and then divided diagonally into two triangles. The projections along both sides of the diagonal are calculated. Discrete cosine transform is applied to these projections, and few coefficients are retained. The Euclidean distance method is then used to search for the image in a dataset of images. The method takes a fraction of a second to retrieve an image from a dataset of 1327 images.

Keywords: content-based image retrieval, diagonal projections, discrete cosine transform, Euclidean distance

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Authors: Liaqat Ali, Khalid Farooq, Shafieullah Khan, Nasir Orakzai, Qudratullah

Abstract:

Objectives: To determine the risk factors for high resistance of ciprofloxacin in complicated urinary tract infections. Materials and Methods: It is an analytical study that was conducted in the department of Urology (Team ‘C’) at Institute of Kidney Diseases Hayatabad Peshawar from 1st June 2012 till 31st December 2012. Total numbers of 100 patients with complicated UTI was selected in the study. Multivariate analysis and linear regression were performed for the detection of risk factors. All the data was recorded on structured Proforma and was analyzed on SPSS version 17. Results: The mean age of the patient was 55.6 years (Range 3-82 years). 62 patients were male while 38 patients were female. 66 isolates of E-Coli were found sensitive to ciprofloxacin while 34 isolates were found Resistant for ciprofloxacin. Using multivariate analysis and linear regression, an increasing age above 50 (p=0.002) History of urinary catheterization especially for bladder outflow obstruction (p=0.001) and previous multiple use of ciprofloxacin (p=0.001) and poor brand of ciprofloxacin were found to be independent risk factors for high resistance of ciprofloxacin. Conclusion: UTI is common illness across the globe with increasing trend of antimicrobial resistance for ciprofloxacin against E Coli in complicated UTI. The risk factors for emerging resistance are increasing age, urinary catheterization and multiple use and poor brand of ciprofloxacin.

Keywords: urinary tract infection, ciprofloxacin, urethral catheterization, antimicrobial resistance

Procedia PDF Downloads 357

Authors: Waleed El-Said Abou El-Amaiem

Abstract:

Sole hemorrhages are considered as a main cause for sub clinical laminitis. In this study we aimed at discussing the most prominent risk factors associated with sole hemorrhages causing lameness in Egyptian water buffaloes and native breed cows. The final multivariate logistic regression model showed, a significant association between sub acute ruminal acidosis (P< 0.05), limb affected (P< 0.05) and weight (P< 0.05) and sole hemorrhages causing lameness in Egyptian water buffaloes and native breed cows. According to our knowledge, this is the first paper to discuss the risk factors associated with sole hemorrhages causing lameness in Egyptian water buffaloes and native breed cows.

Keywords: lameness, buffalo, sole hemorrhages, breed cows

Procedia PDF Downloads 454