Search results for: reaction model

Authors: Sergey Podluzhnyy

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One of the most important tasks of investment and pension fund management is building decision support system which helps to make right decision on corporate bond portfolio formation. Today there are several basic methods of bond portfolio management. They are duration management, immunization and convexity management. Identified methods have serious disadvantage: they do not take into account credit risk or insolvency risk of issuer. So, identified methods can be applied only for management and evaluation of high-quality sovereign bonds. Applying article proposes mathematical model for building an optimal in case of risk and yield corporate bond portfolio. Proposed model takes into account the default probability in formula of assessment of bonds which results to more correct evaluation of bonds prices. Moreover, applied model provides tools for visualization of the efficient frontier of corporate bonds portfolio taking into account the exposure to credit risk, which will increase the quality of the investment decisions of portfolio managers.

Keywords: corporate bond portfolio, default probability, effective boundary, portfolio optimization task

Procedia PDF Downloads 322

Authors: Feng Guo

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Human brain organoids, 3D brain tissue cultures derived from human pluripotent stem cells, hold promising potential in modeling neuroinflammation for a variety of neurological diseases. However, challenges remain in generating standardized human brain organoids that can recapitulate key physiological features of a human brain. Here, this study presents a series of organoids-on-a-chip systems to generate better human brain organoids and model neuroinflammation. By employing 3D printing and microfluidic 3D cell culture technologies, the study’s systems enable the reliable, scalable, and reproducible generation of human brain organoids. Compared with conventional protocols, this study’s method increased neural progenitor proliferation and reduced heterogeneity of human brain organoids. As a proof-of-concept application, the study applied this method to model substance use disorders.

Keywords: human brain organoids, microfluidics, organ-on-a-chip, neuroinflammation

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Authors: Uma U. Uma, Uzoechi Laz

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Protection of equipment insulation against lightning over voltages and selection of lightning arrester that will discharge at lower voltage level than the voltage required to breakdown the electrical equipment insulation is examined. The objectives of this paper are to design a computer based model using standard equations for the selection of appropriate lightning arrester with the lowest rated surge arrester that will provide adequate protection of equipment insulation and equally have a satisfactory service life when connected to a specified line voltage in power system network. The effectiveness and non-effectiveness of the earthing system of substation determine arrester properties. MATLAB program with GUI (graphic user interphase) its subprogram is used in the development of the model for the determination of required parameters like voltage rating, impulse spark over voltage, power frequency spark over voltage, discharge current, current rating and protection level of lightning arrester of a specified voltage level of a particular line.

Keywords: lightning arrester, GUIs, MatLab program, computer based model

Procedia PDF Downloads 422

Authors: Akram Khaleghei Ghosheh Balagh, Viliam Makis, Leila Jafari

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In this paper, we present a new maintenance model for a partially observable system subject to two failure modes, namely a catastrophic failure and a failure due to the system degradation. The system is subject to condition monitoring and the degradation process is described by a hidden Markov model. A cost-optimal Bayesian control policy is developed for maintaining the system. The control problem is formulated in the semi-Markov decision process framework. An effective computational algorithm is developed and illustrated by a numerical example.

Keywords: partially observable system, hidden Markov model, competing risks, multivariate Bayesian control

Procedia PDF Downloads 461

Authors: A. Elgendi, H. Farag, M. E. Ossman, M. Abd-Elfatah

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This paper explores the using of waste cooking oil (WCO) as an attractive option to reduce the raw material cost for the biodiesel production. This can be achieved through two steps; esterification using g-C3N4photocatalyst and then alkali transesterification. Several parameters have been studied to determine the yield of the biodiesel produced such as: Reaction time (2-6 hrs), catalyst concentration (0.3-1.5 wt.%), number of UV lamps (1or 3 lamps) and methanol: oil ratio (6:1-12:1). From the obtained results, the highest percentage yield was obtained using methanol: Oil molar ratio of 12:1, catalyst dosage 0.3%, time of 4 hrs and using 1 lamp. From the results it was clear that the produced biodiesel from waste cooking oil can be used as fuel.

Keywords: biodiesel, heterogeneous catalyst, photocatalytic esterification, waste cooking oil

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Authors: P. Tueku, P. Supnithi, R. Wongsathan

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Heat-Assisted Magnetic Recording (HAMR) is one of the leading technologies identified to enable areal density beyond 1 Tb/in2 of magnetic recording systems. A key challenge to HAMR designing is accuracy of positioning, timing of the firing laser, power of the laser, thermo-magnetic head, head-disk interface and cooling system. We study the effect of HAMR parameters on transition center and transition width. The HAMR is model using Thermal Williams-Comstock (TWC) and microtrack model. The target and equalizer are designed by the minimum mean square error (MMSE). The result shows that the unit energy constraint outperforms other constraints.

Keywords: heat-assisted magnetic recording, thermal Williams-Comstock equation, microtrack model, equalizer

Procedia PDF Downloads 357

Authors: Hui Ling Chen

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This article describes the experience of caring for a 68-year-old lung cancer patient undergoing the initial stage of concurrent chemotherapy and radiation therapy during the period of October 21 to November 16. In this study, the author collected data through observation, interviews, medical examination, and the use of Roy’s adaptation model as a guide for data collection and assessment. This study confirmed that chemotherapy induced nausea and vomiting, and radiation therapy impaired skin integrity. At the same time, the patient experienced an anxious reaction to the initial cancer diagnosis and the insertion of subcutaneous infusion ports at the start of medical treatment. Similarly, the patient’s wife shares his anxiety, not to mention the feeling of inadequacy from the lack of training in cancer care. In response, the nursing intervention strategy has included keeping the patient and his family informed of his treatment progress, transfer of cancer care knowledge, and providing them with spiritual support. For example, the nursing staff has helped them draw up a mutually agreeable dietary plan that best suits the wife’s cooking skills, provided them with knowledge in pre- and post-radiation skin care, as well as means to cope with nausea and vomiting reactions. The nursing staff has also worked on building rapport with the patient and his spouse, providing them with encouragement, caring attention and companionship. After the patient was discharged from the hospital, the nursing staff followed up with caring phone calls to help the patient and his family make life-style adjustments to normalcy. The author hopes that his distinctive nursing experience can be useful as a reference for the clinical care of lung cancer patients undergoing the initial stage of concurrent chemotherapy and radiation therapy treatment.

Keywords: lung cancer, initiate diagnosis, concurrent chemotherapy and radiation therapy, nursing care

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Authors: K. Digheche, K. Saadi, Z. Boumerzoug

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Welding is one of the most important technological processes used in many branches of industry such as industrial engineering, shipbuilding, pipeline fabrication among others. Generally, welding is the preferred joining method and most common steels are weldable. This investigation is a contribution to scientific work of welding of low carbon steel. This work presents the results of the isothermal heat treatment effect at 200, 400 and 600 °C on microstructural evolution in weld region of X70 pipeline steel. The welding process has been realized in three passes by industrial arc welding. We have found that the heat treatments cause grain growth reaction.

Keywords: heat treatments, low carbon steel, microstructures, welding

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Authors: Juan C. Duran-Alvarez, Daniel Mejia, Rodolfo Zanella

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Heterogeneous photocatalysis is a promising method to achieve the complete degradation and mineralization of organic pollutants in water via their exhaustive oxidation. In order to take this advanced oxidation process towards sustainability, it is necessary to reduce the energy consumption, referred as the light sources and the post-treatment operations. For this, the synthesis of new nanostructures of low band gap semiconductors in the form of thin films is in continuous development. In this work, thin films of the low band gap semiconductor bismuth oxyiodide (BiOI) were synthesized via the Successive Ionic Layer Adsorption and Reaction (SILAR) method. For this, Bi(NO3)3 and KI solutions were prepared, and glass supports were immersed in each solution under strict rate and time immersion conditions. Synthesis was performed at room temperature and a washing step was set prior to each immersion. Thin films with an average thickness below 100 nm were obtained upon a cycle of 30 immersions, as determined by AFM and profilometry measurements. Cubic BiOI nanocrystals with average size of 17 nm and a high orientation to the 001 plane were observed by XRD. In order to optimize the synthesis method, several Bi/I ratios were tested, namely 1/1, 1/5, 1/10, 1/20 and 1/50. The highest crystallinity of the BiOI films was observed when the 1/5 ratio was used in the synthesis. Non-stoichiometric conditions also resulted in the highest uniformity of the thin layers. PVP was used as an additive to improve the adherence of the BiOI thin films to the support. The addition of 0.1 mg/mL of PVP during the washing step resulted in the highest adherence of the thin films. In photocatalysis tests, degradation rate of the antibiotic ciprofloxacin as high as 75% was achieved using visible light (380 to 700 nm) irradiation for 5 h in batch tests. Mineralization of the antibiotic was also observed, although in a lower extent; ~ 30% of the total organic carbon was removed upon 5 h of visible light irradiation. Some ciprofloxacin by-products were identified throughout the reaction; and some of these molecules displayed residual antibiotic activity. In conclusion, it is possible to obtain highly oriented BiOI thin films under ambient conditions via the SILAR method. Non-stoichiometric conditions using PVP additive are necessary to increase the crystallinity and adherence of the films, which are photocatalytically active to remove recalcitrant organic pollutants under visible light irradiation.

Keywords: bismuth oxyhalides, photocatalysis, thin films, water treatment

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Authors: Somaiyeh Dehghan, Mohammad Reza Kheirkhahan Haghighi

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The rapid growth of domains that have data with a large number of features, while the number of samples is limited has caused difficulty in constructing strong classifiers. To reduce the dimensionality of the feature space becomes an essential step in classification task. Random subspace method (or attribute bagging) is an ensemble classifier that consists of several classifiers that each base learner in ensemble has subset of features. In the present paper, we introduce Random Subspace Ensemble of CMAC neural network (RSE-CMAC), each of which has training with subset of features. Then we use this model for classification task. For evaluation performance of our model, we compare it with bagging algorithm on 36 UCI datasets. The results reveal that the new model has better performance.

Keywords: classification, random subspace, ensemble, CMAC neural network

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Authors: Jamal A. Gledan, Othman A. Azzeidani

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During the last decade, Libya established a new Geodetic Datum called Libyan Geodetic Datum 2006 (LGD 2006) by using GPS, whereas the ground traversing method was used to establish the last Libyan datum which was called the Europe Libyan Datum 79 (ELD79). The current research paper introduces ELD79 to LGD2006 coordinate transformation technique, the accurate comparison of transformation between multiple regression equations and the three-parameters model (Bursa-Wolf). The results had been obtained show that the overall accuracy of stepwise multi regression equations is better than that can be determined by using Bursa-Wolf transformation model.

Keywords: geodetic datum, horizontal control points, traditional similarity transformation model, unconventional transformation techniques

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Authors: Teguh Sugiarto, Amir Mohamadian Amiri

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Background: This study aims to explore if there is fraud in the company's financial report distribution using the number first digit Lucas, Fibonacci and Benford. Research methods: In this study, the author uses a number model contained in the first digit of the model Lucas, Fibonacci and Benford, to make a distinction between implementation by using the scale above and below 5%, the rate of occurrence of a difference against the digit number contained on Lucas, Fibonacci and Benford. If there is a significant difference above and below 5%, then the process of follow-up and detection of occurrence of fraud against the financial statements can be made. Findings: From research that has been done can be concluded that the number of frequency levels contained in the financial statements of PT Bank BRI Tbk in a year in the same conscientious results for model Lucas, Fibonacci and Benford.

Keywords: Lucas, Fibonacci, Benford, first digit

Procedia PDF Downloads 277

Authors: Jiangbo Shi, Zeyu Gao, Chen Li

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Nuclei segmentation is a fundamental task in digital pathology analysis and can be automated by deep learning-based methods. However, the development of such an automated method requires a large amount of data with precisely annotated masks which is hard to obtain. Training with weakly labeled data is a popular solution for reducing the workload of annotation. In this paper, we propose a novel meta-learning-based nuclei segmentation method which follows the label correction paradigm to leverage data with noisy masks. Specifically, we design a fully conventional meta-model that can correct noisy masks by using a small amount of clean meta-data. Then the corrected masks are used to supervise the training of the segmentation model. Meanwhile, a bi-level optimization method is adopted to alternately update the parameters of the main segmentation model and the meta-model. Extensive experimental results on two nuclear segmentation datasets show that our method achieves the state-of-the-art result. In particular, in some noise scenarios, it even exceeds the performance of training on supervised data.

Keywords: deep learning, histopathological image, meta-learning, nuclei segmentation, weak annotations

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Authors: Sonia Rebai, Mohamed Naceur Azaiez, Dhafer Saidane

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In this study, we develop a performance evaluation model based on a multi-attribute utility approach aiming at reaching the sustainable banking (SB) status. This model is built accounting for various banks’ stakeholders in a win-win paradigm. In addition, it offers the opportunity for adopting a global measure of performance as an indication of a bank’s sustainability degree. This measure is referred to as banking sustainability performance index (BSPI). This index may constitute a basis for ranking banks. Moreover, it may constitute a bridge between the assessment types of financial and extra-financial rating agencies. A real application is performed on three French banks.

Keywords: multi-attribute utility theory, performance, sustainable banking, financial rating

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Authors: Hernani Brinati, Mardel de Conti, Moyses Szajnbok, Valentina Domiciano

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This study brings a mathematical model and examples for the numerical prediction of submersible maneuvers in the horizontal and in the vertical planes. The geometry of the submarine is here taken as a body of revolution plus a sail, two horizontal and two vertical rudders. The model includes the representation of the hull resistance and of the propeller thrust and torque, what enables to consider the variation of the longitudinal component of the velocity of the ship when maneuvering. The hydrodynamic forces are represented through power series expansions of the acceleration and velocity components. The hydrodynamic derivatives for the body of revolution are mostly estimated based on fundamental principles applicable to the flow around airplane fuselages in the subsonic regime. The hydrodynamic forces for the sail and rudders are estimated based on a finite aspect ratio wing theory. The objective of this study is to build an expedite model for submarine maneuvers prediction, based on fundamental principles, which may be convenient in the early stages of the ship design. This model is tested against available numerical and experimental data.

Keywords: submarine maneuvers, submarine, maneuvering, dynamics

Procedia PDF Downloads 641

Authors: H. Ben Salah, A. Gannoun, C. de Peretti, A. Trabelsi

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The Downside Risk (DSR) model for portfolio optimisation allows to overcome the drawbacks of the classical mean-variance model concerning the asymetry of returns and the risk perception of investors. This model optimization deals with a positive definite matrix that is endogenous with respect to portfolio weights. This aspect makes the problem far more difficult to handle. For this purpose, Athayde (2001) developped a new recurcive minimization procedure that ensures the convergence to the solution. However, when a finite number of observations is available, the portfolio frontier presents an appearance which is not very smooth. In order to overcome that, Athayde (2003) proposed a mean kernel estimation of the returns, so as to create a smoother portfolio frontier. This technique provides an effect similar to the case in which we had continuous observations. In this paper, taking advantage on the the robustness of the median, we replace the mean estimator in Athayde's model by a nonparametric median estimator of the returns. Then, we give a new version of the former algorithm (of Athayde (2001, 2003)). We eventually analyse the properties of this improved portfolio frontier and apply this new method on real examples.

Keywords: Downside Risk, Kernel Method, Median, Nonparametric Estimation, Semivariance

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Authors: Fatiha Boudjema, Samia Boudergua, Abdallah Elhirtsi Nour El Houda, Ahmed Mbarek Kaouther

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The main objective of our work is to prepare and characterize a moisturizing lip balm based on natural ingredients such as waxes, vegetable oils, and shea butter. First, the vegetable and essential oils were extracted, and then lip balm was prepared. The extracted oils and the lip balm were submitted to many tests in order to guarantee their quality and effectiveness. These tests show that our balm has a shear thinning behavior with a melting point of 58 °C and that it spreads easily on the skin without showing an allergic reaction. The balm showed a moisturising effect and stability over the two-month period at storage room temperature condition.

Keywords: lip balm, natural products, rheological study, antioxydant activity

Procedia PDF Downloads 113

Authors: Jianhua Wang

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To obtain key information quickly from long texts on small screens of mobile devices, sight-interpreters need to establish optimized summarization model for fast information retrieval. Four summarization models based on previous studies were studied including title+key words (TKW), title+topic sentences (TTS), key words+topic sentences (KWTS) and title+key words+topic sentences (TKWTS). Psychological experiments were conducted on the four models for three different genres of interpreting texts to establish the optimized summarization model for sight-interpreters. This empirical study shows that the optimized summarization model for sight-interpreters to quickly grasp the key information of the texts they interpret is title+key words (TKW) for cultural texts, title+key words+topic sentences (TKWTS) for economic texts and topic sentences+key words (TSKW) for political texts.

Keywords: different genres, mobile screens, optimized summarization models, sight-interpreters

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Authors: G. Ramya

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Value engineering is a systematic approach, widely used to optimize the design or process or product in the designing stage. It used to achieve the client's obligation by increasing the functionality and attain the targeted cost in the cost planning. Value engineering effectiveness and benefits decrease along with the progress of the project since the change in the scope of the work and design will account for more cost all along the lifecycle of the project. Integrating the value engineering with other project management activities will promote cost minimization, client satisfaction, and ensure early completion of the project in time. Previous research studies suggested that value engineering can integrate with other project delivery activities, but research studies unable to frame a model that collaborates the project management activities with the job plan of value engineering approach. I analyzed various project management activities and their synergy between each other. The project management activities and processes like a)risk analysis b)lifecycle cost analysis c)lean construction d)facility management e)Building information modelling f)Contract administration, collaborated, and project delivery model planned along with the RIBA plan of work. The key outcome of the research is a value-driven project delivery model, which will succeed in dealing with the economic impact, constraints and conflicts arise due to the COVID-19 outbreak in the Indian construction sector. Benefits associated with the structured framework is construction project delivery that ensures early contractor involvement, mutual risk sharing, and reviving the project with a cost overrun and delay back on track ,are discussed. Keywords: Value-driven project delivery model, Integration, RIBA plan of work Themes: Design Economics

Keywords: value-driven project delivery model, Integration, RIBA

Procedia PDF Downloads 123

Authors: Liu Canqi, Zeng Junsheng

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This study identifies two typical bottlenecks that occur when a vehicle cannot change lanes: car following and car stopping. The ideas of traffic field and traffic mass are presented in this work. When there are other vehicles in front of the target vehicle within a particular distance, a force is created that affects the target vehicle's driving speed. The characteristics of the driver and the vehicle collectively determine the traffic mass; the driving speed of the vehicle and external variables have no bearing on this. From a physical level, this study examines the vehicle's bottleneck when following a car, identifies the outside factors that have an impact on how it drives, takes into account that the vehicle will transform kinetic energy into potential energy during deceleration, and builds a calculation model for traffic mass. The energy-time conversion coefficient is created from an economic standpoint utilizing the social average wage level and the average cost of motor fuel. Vissim simulation program measures the vehicle's deceleration distance and delays under the Wiedemann car-following model. The difference between the measured value of deceleration delay acquired by simulation and the theoretical value calculated by the model is compared using the conversion calculation model of traffic mass and deceleration delay. The experimental data demonstrate that the model is reliable since the error rate between the theoretical calculation value of the deceleration delay obtained by the model and the measured value of simulation results is less than 10%. The article's conclusion is that the traffic field has an impact on moving cars on the road and that physical and socioeconomic factors should be taken into account while studying vehicle-following behavior. The deceleration delay value of a vehicle's driving and traffic mass have a socioeconomic relationship that can be utilized to calculate the energy-time conversion coefficient when dealing with the bottleneck of cars stopping and starting.

Keywords: traffic field, social economics, traffic mass, bottleneck, deceleration delay

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Authors: Mohammed Farag, Mina Attari, S. Andrew Gadsden, Saeid R. Habibi

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Battery state of charge (SOC) estimation is an important parameter as it measures the total amount of electrical energy stored at a current time. The SOC percentage acts as a fuel gauge if it is compared with a conventional vehicle. Estimating the SOC is, therefore, essential for monitoring the amount of useful life remaining in the battery system. This paper looks at the implementation of three nonlinear estimation strategies for Li-Ion battery SOC estimation. One of the most common behavioral battery models is the one state hysteresis (OSH) model. The extended Kalman filter (EKF), the smooth variable structure filter (SVSF), and the time-varying smoothing boundary layer SVSF are applied on this model, and the results are compared.

Keywords: state of charge estimation, battery modeling, one-state hysteresis, filtering and estimation

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Authors: Fitih Ademe, Kibebew Kibret, Sheleme Beyene, Mezgebu Getnet, Gashaw Meteke

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Pressing demands for agricultural products and its associated pressure on water availability in the semi-arid areas demanded information for strategic decision-making in the changing climate conditions of Ethiopia. Availing such information through traditional agronomic research methods is not sufficient unless supported through the application of decision-support tools. The CERES (Crop Environmental Resource Synthesis) model in DSSAT-CSM was evaluated for estimating yield and water productivity of maize under two soil types (Andosol and Luvisol) of the Central Rift Valley of Ethiopia. A six-year data (2010 – 2017) obtained from national fertilizer determination experiments were used for model evaluation. Pertinent statistical indices were employed to evaluate model performance. Following model evaluation, yield and rain-water productivity of maize was assessed for the baseline (1981-2010) and future climate (2050’s and 2080’s) scenario. The model performed well in predicting phenology, growth, and yield of maize for the different seasons and phosphorous rates. A good agreement between simulated and observed grain yield was indicated by low values of the RMSE (0.15 - 0.37 Mg/ha) and other indices for the two soil types. The evaluated model predicted a decline in the potential (23.8 to 26.7% at Melkassa and from 21.7 to 26.1% at Ziway under RCP4.5 and RCP8.5 climate change scenarios, respectively) and water-limited yield (15 to 18.3% at Melkassa and by 6.5 to 10.5% at Ziway) in the mid-century due to climate change. Consequently, a decline in water productivity was projected in the future periods that necessitate availing options to improve water productivity in the region. In conclusion, the DSSAT-CERES-maize model can be used to simulate maize (Melkassa-2) phenology, growth and grain yield, as well as simulate water productivity under different management scenarios that can help to identify options to improve water productivity in the changing climate of the semi-arid central Rift valley of Ethiopia.

Keywords: andosol, CERES-maize, luvisol, model evaluation, water productivity

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Authors: Jorge Rodriguez-Guerra, Carlos Calleja, Aron Pujana, Ana Maria Macarulla

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Hydraulic-press commissioning consumes a great amount of man-hours, due to the fact that it takes place several miles away from where it has been designed. This factor became exacerbated due to control designers’ lack of knowledge about which will be the final controller gains before they start working with it. Virtual commissioning has been postulated as an optimal solution to deal with this lack of knowledge. Here, a case study is presented in which a controller is set up against a real-time model based on a hydraulic-press. The press model is designed following manufacturer specifications and it is embedded in a real-time simulator. This methodology ensures that the model achieves similar responses as the real machine that would be placed on the industry. A deterministic communication protocol is in charge of the bidirectional information transmission between the real-time model and the controller. This platform allows the engineer to test and verify the final control responses with exactly the same hardware that is going to be installed in the hydraulic-press, in other words, realize a virtual commissioning of the electro-hydraulic actuator. The Hardware in the Loop (HiL) platform validates in laboratory conditions and harmless for the machine the control algorithms designed, which allows embedding them afterwards in the industrial environment without further modifications.

Keywords: deterministic communication protocol, electro-hydraulic actuator, hardware in the loop, real-time, virtual commissioning

Procedia PDF Downloads 147

Authors: Jerome Joshi

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The paper presents the modelling of financial markets using the Stochastic Pi Calculus model. The Stochastic Pi Calculus model is mainly used for biological applications; however, the feature of this model promotes its use in financial markets, more prominently in high frequency trading. The trading system can be broadly classified into exchange, market makers or intermediary traders and fundamental traders. The exchange is where the action of the trade is executed, and the two types of traders act as market participants in the exchange. High frequency trading, with its complex networks and numerous market participants (intermediary and fundamental traders) poses a difficulty while modelling. It involves the participants to seek the advantage of complex trading algorithms and high execution speeds to carry out large volumes of trades. To earn profits from each trade, the trader must be at the top of the order book quite frequently by executing or processing multiple trades simultaneously. This would require highly automated systems as well as the right sentiment to outperform other traders. However, always being at the top of the book is also not best for the trader, since it was the reason for the outbreak of the ‘Hot – Potato Effect,’ which in turn demands for a better and more efficient model. The characteristics of the model should be such that it should be flexible and have diverse applications. Therefore, a model which has its application in a similar field characterized by such difficulty should be chosen. It should also be flexible in its simulation so that it can be further extended and adapted for future research as well as be equipped with certain tools so that it can be perfectly used in the field of finance. In this case, the Stochastic Pi Calculus model seems to be an ideal fit for financial applications, owing to its expertise in the field of biology. It is an extension of the original Pi Calculus model and acts as a solution and an alternative to the previously flawed algorithm, provided the application of this model is further extended. This model would focus on solving the problem which led to the ‘Flash Crash’ which is the ‘Hot –Potato Effect.’ The model consists of small sub-systems, which can be integrated to form a large system. It is designed in way such that the behavior of ‘noise traders’ is considered as a random process or noise in the system. While modelling, to get a better understanding of the problem, a broader picture is taken into consideration with the trader, the system, and the market participants. The paper goes on to explain trading in exchanges, types of traders, high frequency trading, ‘Flash Crash,’ ‘Hot-Potato Effect,’ evaluation of orders and time delay in further detail. For the future, there is a need to focus on the calibration of the module so that they would interact perfectly with other modules. This model, with its application extended, would provide a basis for researchers for further research in the field of finance and computing.

Keywords: concurrent computing, high frequency trading, financial markets, stochastic pi calculus

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Authors: Mostafa Sefidgar, Kaamran Raahemifar, Hossein Bazmara, Madjid Soltani

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The computational methods provide condition for investigation related to the process of drug delivery, such as convection and diffusion of drug in extracellular matrices, and drug extravasation from microvascular. The information of this process clarifies the mechanisms of drug delivery from the injection site to absorption by a solid tumor. In this study, an advanced numerical method is used to solve fluid flow and solute transport equations simultaneously to show how capillary network structure induced by tumor affects drug delivery. The effect of heterogeneous capillary network induced by tumor on interstitial fluid flow and drug delivery is investigated by this multi scale method. The sprouting angiogenesis model is used for generating capillary network induced by tumor. Fluid flow governing equations are implemented to calculate blood flow through the tumor-induced capillary network and fluid flow in normal and tumor tissues. The Starling’s law is used for closing this system of equations and coupling the intravascular and extravascular flows. Finally, convection-diffusion-reaction equation is used to simulate drug delivery. The dynamic approach which changes the capillary network structure based on signals sent by hemodynamic and metabolic stimuli is used in this study for more realistic assumption. The study indicates that drug delivery to solid tumors depends on the tumor induced capillary network structure. The dynamic approach generates the irregular capillary network around the tumor and predicts a higher interstitial pressure in the tumor region. This elevated interstitial pressure with irregular capillary network leads to a heterogeneous distribution of drug in the tumor region similar to in vivo observations. The investigation indicates that the drug transport properties have a significant role against the physiological barrier of drug delivery to a solid tumor.

Keywords: solid tumor, physiological barriers to drug delivery, angiogenesis, microvascular network, solute transport

Procedia PDF Downloads 317

Authors: Tzu-Jung Huang, Hsun-Jung Cho, Chien-Chia Liäm Huang

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To improve the level of service (LoS) of urban arterial systems containing a series of signalized intersections, a proper design of offsets for all intersections associated is of great importance. The MAXBAND model has been the most common approach for this purpose. In this paper, we propose a MAXBAND model with phase constraints so that the lengths of the phases in a cycle are variable. In other words, the length of a cycle is also variable in our setting. We conduct experiments on a real-world traffic network, having several major paths, in Taiwan for numerical evaluations. Actual traffic data were collected through on-site experiments. Numerical evidences suggest that the improvements are around 32%, on average, in terms of total delay of the entire network.

Keywords: arterial progression, MAXBAND, signal control, offset

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Authors: Tesfaye Tebeka Simur, Tian-Yu Peng, Yi-Feng Wang, Xiu-Wei Wu, Feng-Lian Zhang

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A boryl radical-promoted dehydroxylative alkylation of 3-hydroxy-oxindole derivatives is achieved. The reaction starts from addition of 4-dimethylaminopyridine (DMAP)-boryl radical to the amide carbonyl oxygen atom, which induces a spin-center shift process to promote the C−O bond cleavage. The elimination of a hydroxide anion from a free hydroxy group is also accomplished. Capture of the generated carbon radical with alkenes furnishes a variety of C-3 alkylated oxindoles. This method features a simple operation and broad substrate scope.

Keywords: boryl radical, C-O, C-F, C=C, C=N bond activation, spin center shift

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Authors: Amit Gupta, Deepak Juneja, Sorabh Gupta

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This paper presents a model based on distance based approach (DBA) method employed for evaluation, selection, and ranking of replenishment policies for a single location inventory, which hitherto not developed in the literature. This work recognizes the significance of the selection problem, identifies the selection criteria, the relative importance of selection criteria for this research problem. The developed model is capable of comparing any number of alternate inventory policies for various selection criteria where cardinal values are assigned as a rating to alternate inventory polices for selection criteria and weights of selection criteria. The illustrated example demonstrates the model and presents the result in terms of ranking of replenishment policies.

Keywords: DBA, ranking, replenishment policies, selection criteria

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Authors: Claudia Koby, Merav Boaz, Meirav Zaiger Kober

Abstract:

Krembo Wings is an all-inclusive youth movement which brings children and youth with any disability together with their able-bodied peers (counselors) for weekly fun and educational social activities. Krembo Wings utilizes a socio-educational framework to create and lead social change through members with and without disabilities. All the work that Krembo Wings engages in stems from its central goal of promoting inclusion and integration using social and psychological theories to develop its unique model and approach. The key to Krembo Wings' approach in promoting inclusion is active participation – each member, with and without disabilities, is enabled to participate to their fullest capacity in the youth movement and its activities. In order for this to be achieved, all activities are adjustable and are modified to fit the abilities of each member. Additionally, youth counselors – most of whom are members without disabilities – go through extensive training in order to act as 'intermediaries' for their partner with disabilities, enabling and facilitating their partner's participation in a way that allows them to be as independent and active as possible. The relationship is one of friendship and not of caretaking. There is always a nurse on-hand to tend to any caretaking needs. Two essential elements of Krembo Wings' model is the broadening of concepts – shifting and changing the understanding of certain concepts such as what it means to be 'independent' or 'able' – and the development of a unique language – creating a language which both reflects and shapes reality. These elements of Krembo Wings' model foster the development of the values of acceptance and appreciation of those who are 'different'. It instills in members and counselors a new way of perceiving the world, one in which inclusion and integration are achievable and natural. Krembo Wings is certain that implementation of this model will promote the participation and inclusion of individuals with disabilities in society while promoting diversity. This model can serve as a platform which can be replicated and adjusted to suit any environment.

Keywords: innovative model for inclusion, socio-educational movement, youth leadership, youth with and without disabilities

Procedia PDF Downloads 129

Authors: William J. Crowther, Conor Marsh

Abstract:

Object-based flow simulation allows fast computation of arbitrarily complex aerodynamic models made up of simple objects with limited flow interactions. The proposed approach is universally applicable to objects made from arbitrarily scaled ellipsoid primitives at arbitrary aerodynamic attitude and angular rate. The use of a component-based aerodynamic modelling approach increases efficiency by allowing selective inclusion of different physics models at run-time and allows extensibility through the development of new models. Insight into the numerical stability of the model under first order fixed-time step integration schemes is provided by stability analysis of the drag component. The compute cost of model components and functions is evaluated and compared against numerical benchmarks. Model static outputs are verified against theoretical expectations and dynamic behaviour using falling plate data from the literature. The model is applied to a range of case studies to demonstrate the efficacy of its application in extensibility, ease of use, and low computational cost. Dynamically complex multi-body systems can be implemented in a transparent and efficient manner, and we successfully demonstrate large scenes with hundreds of objects interacting with diverse flow fields.

Keywords: aerodynamics, real-time simulation, low-order model, flight dynamics

Procedia PDF Downloads 109