Search results for: Kiyoshi Izumi
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 9

Search results for: Kiyoshi Izumi

9 Towards Realistic and Explainable Market Simulations: Factorizing Financial Power Law Using Optimal Transport

Authors: Ryuji Hashimoto, Yuri Murayama, Kiyoshi Izumi

Abstract:

This study aims to analyze the mechanism underlying the power law of stock returns through artificial market simulations. Although traditional financial theory postulates a Gaussian distribution for stock price fluctuations, empirical evidence indicates that the tail distribution of these fluctuations follows a power law. Research motivated by this gap has proposed various hypotheses regarding the components that generate power laws in financial price fluctuations. One hypothesis attributes the power law to investor behavior, whereas the other points to the demand distribution of institutional investors. However, existing research has not simultaneously modeled these components to study their individual contributions to the power law and their interactions. The complexity of real financial markets complicates the isolation of the contribution of a single component using existing data. To determine the extent to which each component contributes to the formation of this stylized fact and the effect when multiple components are present simultaneously, this study utilizes artificial markets and optimal transport (OT) to conduct controlled experiments. Artificial markets have been used for both financial counterfactual analysis and synthetic data generation, facing trade-off between explainability and realism. The proposed pipeline of hypotheses evaluation cycles of agent models based on quantitative evaluation using OT tackles this trade-off by examining the impact of each component in the agent model on the realism of the simulation, providing insights into why the simulations are able to reproduce real-world phenomena. The experiments revealed that the informational effect of prices plays a dominant role in generating realistic power law distributions, and a synergistic effect exists among multiple components.

Keywords: power law, artificial market, multi-agent simulation, optimal transport, financial synthetic data

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8 Effect of Different Types of Nano/Micro Fillers on the Interfacial Shear Properties of Polyamide 6 with De-Sized Carbon Fiber

Authors: Mohamed H. Gabr, Kiyoshi Uzawa

Abstract:

The current study aims to investigate the effect of fillers with different geometries and sizes on the interfacial shear properties of PA6 composites with de-sized carbon fiber. The fillers which have been investigated are namely; nano-layer silicates (nanoclay), sub-micro aluminum titanium (ALTi) particles, and multiwall carbon nanotube (MWCNT). By means of X-ray photoelectron spectroscopy (XPS), epoxide group which defined as a sizing agent, has been removed. Sizing removal can reduce the acid parameter of carbon fibers surface promoting bonding strength at the fiber/matrix interface which is a desirable property for the carbon fiber composites. Microdroplet test showed that the interfacial shear strength (IFSS) has been enhanced with the addition of 10wt% ALTi by about 23% comparing with neat PA6. However, with including other types of fillers into PA6, the results did not show enhancement of IFSS.

Keywords: sub-micro particles, nano-composites, interfacial shear strength, polyamide 6

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7 Temporal Migration and Community Development in Rural Indonesia

Authors: Gunawan Prayitno, Kakuya Matshusima, Kiyoshi Kobayashi

Abstract:

Indonesia’s rural regions are characterized by wide-spread poverty, under-employment, and surplus of low-skilled labor. The aim of this paper is to empirically prove the effect of social ties (strong and weak tie) as social capital construct on households’ migration decision in the case of developing country (Indonesia). The methodology incorporated indicators of observe variables (four demographic attributes data: income, occupation, education, and family members) and indicators of latent variables (ties to neighbors, ties to community and sense of place) provided by responses to survey questions to aid in estimating the model. Using structural equation model that we employed in Mplus program, the result of our study shows that ties to community positively have a significant impact to the decision of respondents (migrate or not). Besides, education as observed variable directly influences the migration decisions. It seems that higher level of education have impact on migration decision. Our current model so far could explain the relation between social capital and migration decision choice.

Keywords: migration, ties to community, ties to neighbors, education

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6 Modeling of Sediment Yield and Streamflow of Watershed Basin in the Philippines Using the Soil Water Assessment Tool Model for Watershed Sustainability

Authors: Warda L. Panondi, Norihiro Izumi

Abstract:

Sedimentation is a significant threat to the sustainability of reservoirs and their watershed. In the Philippines, the Pulangi watershed experienced a high sediment loss mainly due to land conversions and plantations that showed critical erosion rates beyond the tolerable limit of -10 ton/ha/yr in all of its sub-basin. From this event, the prediction of runoff volume and sediment yield is essential to examine using the country's soil conservation techniques realistically. In this research, the Pulangi watershed was modeled using the soil water assessment tool (SWAT) to predict its watershed basin's annual runoff and sediment yield. For the calibration and validation of the model, the SWAT-CUP was utilized. The model was calibrated with monthly discharge data for 1990-1993 and validated for 1994-1997. Simultaneously, the sediment yield was calibrated in 2014 and validated in 2015 because of limited observed datasets. Uncertainty analysis and calculation of efficiency indexes were accomplished through the SUFI-2 algorithm. According to the coefficient of determination (R2), Nash Sutcliffe efficiency (NSE), King-Gupta efficiency (KGE), and PBIAS, the calculation of streamflow indicates a good performance for both calibration and validation periods while the sediment yield resulted in a satisfactory performance for both calibration and validation. Therefore, this study was able to identify the most critical sub-basin and severe needs of soil conservation. Furthermore, this study will provide baseline information to prevent floods and landslides and serve as a useful reference for land-use policies and watershed management and sustainability in the Pulangi watershed.

Keywords: Pulangi watershed, sediment yield, streamflow, SWAT model

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5 Effect of Burdock Root Extract Concentration on Physiochemical Property of Coated Jasmine Rice by Using Top-Spay Fluidized Bed Coating Technique

Authors: Donludee Jaisut, Norihisa Kato, Thanutchaporn Kumrungsee, Kiyoshi Kawai, Somkiat Prachayawarakorn, Patchalee Tungtrakul

Abstract:

Jasmine Rice is a principle food of Thai people. However, glycemic index of jasmine rice is in high level, risk of type II diabetes after consuming. Burdock root is a good source of non-starch polysaccharides such as inulin. Inulin acts as prebiotic and helps reduce blood-sugar level. The purpose of this research was to reduce digestion rate of jasmine rice by coating burdock root extract on rice surface, using top-spay fluidized bed coating technique. Coating experiments were performed by spraying burdock root solution onto Jasmine rice kernels (Khao Dawk Mali-105; KDML), which had an initial moisture content of 11.6% wet basis, suspended in the fluidized bed. The experimental conditions were: solution spray rates of 31.7 mL/min, atomization pressure of 1.5 bar, spray time of 10 min, time of drying after spraying of 30 s, superficial air velocity of 3.2 m/s and drying temperatures of 60°C. The coated rice quality was evaluated in terms of the moisture content, texture, whiteness and digestion rate. The results showed that initial and final moisture contents of samples were the same in concentration 8% (v/v) and 10% (v/v). The texture was insignificantly changed from that of uncoated sample. The whiteness values were varied on concentration of burdock root extract. Coated samples were slower digested.

Keywords: burdock root, digestion, drying, rice

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4 The Importance of the Fluctuation in Blood Sugar and Blood Pressure of Insulin-Dependent Diabetic Patients with Chronic Kidney Disease

Authors: Hitoshi Minakuchi, Izumi Takei, Shu Wakino, Koichi Hayashi, Hiroshi Itoh

Abstract:

Objectives: Among type 2 diabetics, patients with CKD(chronic kidney disease), insulin resistance, impaired glyconeogenesis in kidney and reduced degradation of insulin are recognized, and we observed different fluctuational patterns of blood sugar between CKD patients and non-CKD patients. On the other hand, non-dipper type blood pressure change is the risk of organ damage and mortality. We performed cross-sectional study to elucidate the characteristic of the fluctuation of blood glucose and blood pressure at insulin-treated diabetic patients with chronic kidney disease. Methods: From March 2011 to April 2013, at the Ichikawa General Hospital of Tokyo Dental College, we recruited 20 outpatients. All participants are insulin-treated type 2 diabetes with CKD. We collected serum samples, urine samples for several hormone measurements, and performed CGMS(Continuous glucose measurement system), ABPM (ambulatory blood pressure monitoring), brain computed tomography, carotid artery thickness, ankle brachial index, PWV, CVR-R, and analyzed these data statistically. Results: Among all 20 participants, hypoglycemia was decided blood glucose 70mg/dl by CGMS of 9 participants (45.0%). The event of hypoglycemia was recognized lower eGFR (29.8±6.2ml/min:41.3±8.5ml/min, P<0.05), lower HbA1c (6.44±0.57%:7.53±0.49%), higher PWV (1858±97.3cm/s:1665±109.2cm/s), higher serum glucagon (194.2±34.8pg/ml:117.0±37.1pg/ml), higher free cortisol of urine (53.8±12.8μg/day:34.8±7.1μg/day), and higher metanephrin of urine (0.162±0.031mg/day:0.076±0.029mg/day). Non-dipper type blood pressure change in ABPM was detected 8 among 9 participants with hypoglycemia (88.9%), 4 among 11 participants (36.4%) without hypoglycemia. Multiplex logistic-regression analysis revealed that the event of hypoglycemia is the independent factor of non-dipper type blood pressure change. Conclusions: Among insulin-treated type 2 diabetic patients with CKD, the events of hypoglycemia were frequently detected, and can associate with the organ derangements through the medium of non-dipper type blood pressure change.

Keywords: chronic kidney disease, hypoglycemia, non-dipper type blood pressure change, diabetic patients

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3 Fluoride Immobilization in Plaster Board Waste: A Safety Measure to Prevent Soil and Water Pollution

Authors: Venkataraman Sivasankar, Kiyoshi Omine, Hideaki Sano

Abstract:

The leaching of fluoride from Plaster Board Waste (PBW) is quite feasible in soil and water environments. The Ministry of Environment, Japan recommended the standard limit of 0.8 mgL⁻¹ or less for fluoride. Although the utilization of PBW as a substitute for cement is rather meritorious, its fluoride leaching behavior deteriorates the quality of soil and water and therefore envisaged as a demerit. In view of this fluoride leaching problem, the present research is focused on immobilizing fluoride in PBW. The immobilization experiments were conducted with four chemical systems operated by DAHP (diammonium hydrogen phosphate) and phosphoric acid carbonization of bamboo mass coupled with certain inorganic reactions using reagents such as calcium hydroxide, sodium hydroxide, and aqueous ammonia. The fluoride immobilization was determined after shaking the reactor contents including the plaster board waste for 24 h at 25˚C. In the DAHP system, the immobilization of fluoride was evident from the leaching of fluoride in the range 0.071-0.12 mgL⁻¹, 0.026-0.14 mgL⁻¹ and 0.068-0.12 mgL⁻¹ for the reaction temperatures at 30˚C, 50˚C, and 90˚C, respectively, with final pH of 6.8. The other chemical systems designated as PACCa, PACAm, and PACNa could immobilize fluoride in PBW, and the resulting solution was analyzed with the fluoride less than the Japanese environmental standard of 0.8 mgL⁻¹. In the case of PACAm and PACCa systems, the calcium concentration was found undetectable and witnessed the formation of phosphate compounds. The immobilization of fluoride was found inversely proportional to the increase in the volume of leaching solvent and dose of PBW. Characterization studies of PBW and the solid after fluoride immobilization was done using FTIR (Fourier transform infrared spectroscopy), Raman spectroscopy, FE-SEM ( Field Emission Scanning Electron Microscopy) with EDAX (Energy Dispersive Spectroscopy), XRD (X-ray diffraction), and XPS (X-ray photoelectron spectroscopy). The results revealed the formation of new calcium phosphate compounds such as apatite, monetite, and hydroxylapatite. The participation of such new compounds in fluoride immobilization seems indispensable through the exchange mechanism of hydroxyl and fluoride groups. Acknowledgment: First author thanks to Japanese Society for the Promotion of Science (JSPS) for the award of the fellowship (ID No. 16544).

Keywords: characterization, fluoride, immobilization, plaster board waste

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2 Acoustic Radiation Pressure Detaches Myoblast from Culture Substrate by Assistance of Serum-Free Medium

Authors: Yuta Kurashina, Chikahiro Imashiro, Kiyoshi Ohnuma, Kenjiro Takemura

Abstract:

Research objectives and goals: To realize clinical applications of regenerative medicine, a mass cell culture is highly required. In a conventional cell culture, trypsinization was employed for cell detachment. However, trypsinization causes proliferation decrease due to injury of cell membrane. In order to detach cells using an enzyme-free method, therefore, this study proposes a novel cell detachment method capable of detaching adherent cells using acoustic radiation pressure exposed to the dish by the assistance of serum-free medium with ITS liquid medium supplement. Methods used In order to generate acoustic radiation pressure, a piezoelectric ceramic plate was glued on a glass plate to configure an ultrasonic transducer. The glass plate and a chamber wall compose a chamber in which a culture dish is placed in glycerol. Glycerol transmits acoustic radiation pressure to adhered cells on the culture dish. To excite a resonance vibration of transducer, AC signal with 29-31 kHz (swept) and 150, 300, and 450 V was input to the transducer for 5 min. As a pretreatment to reduce cell adhesivity, serum-free medium with ITS liquid medium supplement was spread to the culture dish before exposed to acoustic radiation pressure. To evaluate the proposed cell detachment method, C2C12 myoblast cells (8.0 × 104 cells) were cultured on a ø35 culture dish for 48 hr, and then the medium was replaced with the serum-free medium with ITS liquid medium supplement for 24 hr. We replaced the medium with phosphate buffered saline and incubated cells for 10 min. After that, cells were exposed to the acoustic radiation pressure for 5 min. We also collected cells by using trypsinization as control. Cells collected by the proposed method and trypsinization were respectively reseeded in ø60 culture dishes and cultured for 24 hr. Then, the number of proliferated cells was counted. Results achieved: By a phase contrast microscope imaging, shrink of lamellipodia was observed before exposed to acoustic radiation pressure, and no cells remained on the culture dish after the exposed of acoustic radiation pressure. This result suggests that serum-free medium with ITS liquid inhibits adhesivity of cells and acoustic radiation pressure detaches cells from the dish. Moreover, the number of proliferated cells 24 hr after collected by the proposed method with 150 and 300 V is the same or more than that by trypsinization, i.e., cells were proliferated 15% higher with the proposed method using acoustic radiation pressure than with the traditional cell collecting method of trypsinization. These results proved that cells were able to be collected by using the appropriate exposure of acoustic radiation pressure. Conclusions: This study proposed a cell detachment method using acoustic radiation pressure by the assistance of serum-free medium. The proposed method provides an enzyme-free cell detachment method so that it may be used in future clinical applications instead of trypsinization.

Keywords: acoustic radiation pressure, cell detachment, enzyme free, ultrasonic transducer

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1 Effect of Cerebellar High Frequency rTMS on the Balance of Multiple Sclerosis Patients with Ataxia

Authors: Shereen Ismail Fawaz, Shin-Ichi Izumi, Nouran Mohamed Salah, Heba G. Saber, Ibrahim Mohamed Roushdi

Abstract:

Background: Multiple sclerosis (MS) is a chronic, inflammatory, mainly demyelinating disease of the central nervous system, more common in young adults. Cerebellar involvement is one of the most disabling lesions in MS and is usually a sign of disease progression. It plays a major role in the planning, initiation, and organization of movement via its influence on the motor cortex and corticospinal outputs. Therefore, it contributes to controlling movement, motor adaptation, and motor learning, in addition to its vast connections with other major pathways controlling balance, such as the cerebellopropriospinal pathways and cerebellovestibular pathways. Hence, trying to stimulate the cerebellum by facilitatory protocols will add to our motor control and balance function. Non-invasive brain stimulation, both repetitive transcranial magnetic stimulation (rTMS) and transcranial direct current stimulation (tDCS), has recently emerged as effective neuromodulators to influence motor and nonmotor functions of the brain. Anodal tDCS has been shown to improve motor skill learning and motor performance beyond the training period. Similarly, rTMS, when used at high frequency (>5 Hz), has a facilitatory effect on the motor cortex. Objective: Our aim was to determine the effect of high-frequency rTMS over the cerebellum in improving balance and functional ambulation of multiple sclerosis patients with Ataxia. Patients and methods: This was a randomized single-blinded placebo-controlled prospective trial on 40 patients. The active group (N=20) received real rTMS sessions, and the control group (N=20) received Sham rTMS using a placebo program designed for this treatment. Both groups received 12 sessions of high-frequency rTMS over the cerebellum, followed by an intensive exercise training program. Sessions were given three times per week for four weeks. The active group protocol had a frequency of 10 Hz rTMS over the cerebellar vermis, work period 5S, number of trains 25, and intertrain interval 25s. The total number of pulses was 1250 pulses per session. The control group received Sham rTMS using a placebo program designed for this treatment. Both groups of patients received an intensive exercise program, which included generalized strengthening exercises, endurance and aerobic training, trunk abdominal exercises, generalized balance training exercises, and task-oriented training such as Boxing. As a primary outcome measure the Modified ICARS was used. Static Posturography was done with: Patients were tested both with open and closed eyes. Secondary outcome measures included the expanded Disability Status Scale (EDSS) and 8 Meter walk test (8MWT). Results: The active group showed significant improvements in all the functional scales, modified ICARS, EDSS, and 8-meter walk test, in addition to significant differences in static Posturography with open eyes, while the control group did not show such differences. Conclusion: Cerebellar high-frequency rTMS could be effective in the functional improvement of balance in MS patients with ataxia.

Keywords: brain neuromodulation, high frequency rTMS, cerebellar stimulation, multiple sclerosis, balance rehabilitation

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