Search results for: Sharmila Sarkar
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 101

Search results for: Sharmila Sarkar

101 Behaviour of Rc Column under Biaxial Cyclic Loading-State of the Art

Authors: L. Pavithra, R. Sharmila, Shivani Sridhar

Abstract:

Columns severe structural damage needs proportioning a significant portion of earthquake energy can be dissipated yielding in the beams. Presence of axial load along with cyclic loading has a significant influence on column. The objective of this paper is to present the analytical results of columns subjected to biaxial cyclic loading.

Keywords: RC column, Seismic behaviour, cyclic behaviour, biaxial testing, ductile behaviour

Procedia PDF Downloads 319
100 Attention Based Fully Convolutional Neural Network for Simultaneous Detection and Segmentation of Optic Disc in Retinal Fundus Images

Authors: Sandip Sadhukhan, Arpita Sarkar, Debprasad Sinha, Goutam Kumar Ghorai, Gautam Sarkar, Ashis K. Dhara

Abstract:

Accurate segmentation of the optic disc is very important for computer-aided diagnosis of several ocular diseases such as glaucoma, diabetic retinopathy, and hypertensive retinopathy. The paper presents an accurate and fast optic disc detection and segmentation method using an attention based fully convolutional network. The network is trained from scratch using the fundus images of extended MESSIDOR database and the trained model is used for segmentation of optic disc. The false positives are removed based on morphological operation and shape features. The result is evaluated using three-fold cross-validation on six public fundus image databases such as DIARETDB0, DIARETDB1, DRIVE, AV-INSPIRE, CHASE DB1 and MESSIDOR. The attention based fully convolutional network is robust and effective for detection and segmentation of optic disc in the images affected by diabetic retinopathy and it outperforms existing techniques.

Keywords: attention-based fully convolutional network, optic disc detection and segmentation, retinal fundus image, screening of ocular diseases

Procedia PDF Downloads 101
99 Analysis of Threats in Interoperability of Medical Devices

Authors: M. Sandhya, R. M. Madhumitha, Sharmila Sankar

Abstract:

Interoperable medical devices (IMDs) face threats due to the increased attack surface accessible by interoperability and the corresponding infrastructure. Initiating networking and coordination functionalities primarily modify medical systems' security properties. Understanding the threats is a vital first step in ultimately crafting security solutions for such systems. The key to this problem is coming up with some common types of threats or attacks with those of security and privacy, and providing this information as a roadmap. This paper analyses the security issues in interoperability of devices and presents the main types of threats that have to be considered to build a secured system.

Keywords: interoperability, threats, attacks, medical devices

Procedia PDF Downloads 298
98 Integration of EEG and Motion Tracking Sensors for Objective Measure of Attention-Deficit Hyperactivity Disorder in Pre-Schoolers

Authors: Neha Bhattacharyya, Soumendra Singh, Amrita Banerjee, Ria Ghosh, Oindrila Sinha, Nairit Das, Rajkumar Gayen, Somya Subhra Pal, Sahely Ganguly, Tanmoy Dasgupta, Tanusree Dasgupta, Pulak Mondal, Aniruddha Adhikari, Sharmila Sarkar, Debasish Bhattacharyya, Asim Kumar Mallick, Om Prakash Singh, Samir Kumar Pal

Abstract:

Background: We aim to develop an integrated device comprised of single-probe EEG and CCD-based motion sensors for a more objective measure of Attention-deficit Hyperactivity Disorder (ADHD). While the integrated device (MAHD) relies on the EEG signal (spectral density of beta wave) for the assessment of attention during a given structured task (painting three segments of a circle using three different colors, namely red, green and blue), the CCD sensor depicts movement pattern of the subjects engaged in a continuous performance task (CPT). A statistical analysis of the attention and movement patterns was performed, and the accuracy of the completed tasks was analysed using indigenously developed software. The device with the embedded software, called MAHD, is intended to improve certainty with criterion E (i.e. whether symptoms are better explained by another condition). Methods: We have used the EEG signal from a single-channel dry sensor placed on the frontal lobe of the head of the subjects (3-5 years old pre-schoolers). During the painting of three segments of a circle using three distinct colors (red, green, and blue), absolute power for delta and beta EEG waves from the subjects are found to be correlated with relaxation and attention/cognitive load conditions. While the relaxation condition of the subject hints at hyperactivity, a more direct CCD-based motion sensor is used to track the physical movement of the subject engaged in a continuous performance task (CPT) i.e., separation of the various colored balls from one table to another. We have used our indigenously developed software for the statistical analysis to derive a scale for the objective assessment of ADHD. We have also compared our scale with clinical ADHD evaluation. Results: In a limited clinical trial with preliminary statistical analysis, we have found a significant correlation between the objective assessment of the ADHD subjects with that of the clinician’s conventional evaluation. Conclusion: MAHD, the integrated device, is supposed to be an auxiliary tool to improve the accuracy of ADHD diagnosis by supporting greater criterion E certainty.

Keywords: ADHD, CPT, EEG signal, motion sensor, psychometric test

Procedia PDF Downloads 58
97 Laboratory Evaluation of Asphalt Concrete Prepared with Over Burnt Brick Aggregate Treated by Zycosoil

Authors: D. Sarkar, M. Pal, A. K. Sarkar

Abstract:

Asphaltic concrete for pavement construction in India are produced by using crushed stone, gravels etc. as aggregate. In north-Eastern region of India, there is a scarcity o f stone aggregate. Therefore the road engineers are always in search of an optional material as aggregate which can replace the regularly used material. The purpose of this work was to evaluate the utilization of substandard or marginal aggregates in flexible pavement construction. The investigation was undertaken to evaluate the effects of using lower quality aggregates such as over burnt brick aggregate on the preparation of asphalt concrete for flexible pavements. The scope of this work included a review of available literature and existing data, a laboratory evaluation organized to determine the effects of marginal aggregates and potential techniques to upgrade these substandard materials, and a laboratory evaluation of these upgraded marginal aggregate asphalt mixtures. Over burnt brick aggregates are water susceptible and can leads to moisture damage. Moisture damage is the progressive loss of functionality of the material owing to loss of the adhesion bond between the asphalt binder and the aggregate surface. Hence, zycosoil as an anti striping additive were evaluated in this study. This study summarizes the results of the laboratory evaluation carried out to investigate the properties of asphalt concrete prepared with zycosoil modified over burnt brick aggregate. Marshall specimen were prepared with stone aggregate, zycosoil modified stone aggregate, over burnt brick aggregate and zycosoil modified over burnt brick aggregate. Results show that addition of zycosoil with stone aggregate increased stability by 6% and addition of zycosoil with over burnt brick aggregate increased stability by 30%.

Keywords: asphalt concrete, over burnt brick aggregate, marshall stability, zycosoil

Procedia PDF Downloads 317
96 EMG Based Orthosis for Upper Limb Rehabilitation in Hemiparesis Patients

Authors: Nancy N. Sharmila, Aparna Mishra

Abstract:

Hemiparesis affects almost 80% of stroke patients each year. It is marked by paralysis or weakness on one half of the body. Our model provides both assistance and physical therapy for hemiparesis patients for swift recovery. In order to accomplish our goal a force is provided that pulls the forearm up (as in flexing the arm), and pushes the forearm down (as in extending the arm), which will also assist the user during ADL (Activities of Daily Living). The model consists of a mechanical component which is placed around the patient’s bicep and an EMG control circuit to assist patients in daily activities, which makes it affordable and easy to use. In order to enhance the neuromuscular system’s effectiveness in synchronize the movement, proprioceptive neuromuscular facilitation (PNF) concept is used. The EMG signals are acquired from the unaffected arm as an input to drive the orthosis. This way the patient is invigorated to use the orthosis for regular exercise.

Keywords: EMG, hemiparesis, orthosis, rehabilitation

Procedia PDF Downloads 409
95 Flow Transformation: An Investigation on Theoretical Aspects and Numerical Computation

Authors: Abhisek Sarkar, Abhimanyu Gaur

Abstract:

In this report we have discussed the theoretical aspects of the flow transformation, occurring through a series of bifurcations. The parameters and their continuous diversion, the intermittent bursts in the transition zone, variation of velocity and pressure with time, effect of roughness in turbulent zone, and changes in friction factor and head loss coefficient as a function of Reynolds number for a transverse flow across a cylinder have been discussed. An analysis of the variation in the wake length with Reynolds number was done in FORTRAN.

Keywords: bifurcation, attractor, intermittence, energy cascade, energy spectra, vortex stretching

Procedia PDF Downloads 362
94 Unfolding Prison Crisis in India: An Evaluation from a Human Rights Perspective

Authors: Sharmila Sakravarthy

Abstract:

Prison administration in India, even though an important limb of the criminal justice system are worse off in terms of overcrowding, prolonged detention of under-trial prisoners, and a host of other problems. Considering the statistics of the prison population, over a thousand three hundred prisons across the country were overcrowded, even to the extent of more than six hundred percent. A total of eighteen thousand eight hundred and fifty-eight female prisoners were in India, out of which thirteen thousand hundred and sixty-five were under trials and five thousand and sixty-three convicts. A total of around one thousand seven hundred thirty-five children are residing in prisons along with their mothers. District prisons are more overcrowded than the other prisons, and their practices are at odd with human rights standards. This article examines a range of issues in prisons throughout India including pretrial detention, overcrowding, resources and governance, women and children in prison and rehabilitation. A substantial amount of space is devoted to the reforms that are occurring across the nation, and recommendations are made with regard to what further reforms are necessary.

Keywords: human rights, overcrowding, prisons, rehabilitation

Procedia PDF Downloads 86
93 Analysis of Possible Causes of Fukushima Disaster

Authors: Abid Hossain Khan, Syam Hasan, M. A. R. Sarkar

Abstract:

Fukushima disaster is one of the most publicly exposed accidents in a nuclear facility which has changed the outlook of people towards nuclear power. Some have used it as an example to establish nuclear energy as an unsafe source, while others have tried to find the real reasons behind this accident. Many papers have tried to shed light on the possible causes, some of which are purely based on assumptions while others rely on rigorous data analysis. To our best knowledge, none of the works can say with absolute certainty that there is a single prominent reason that has paved the way to this unexpected incident. This paper attempts to compile all the apparent reasons behind Fukushima disaster and tries to analyze and identify the most likely one.

Keywords: fuel meltdown, Fukushima disaster, Manmade calamity, nuclear facility, tsunami

Procedia PDF Downloads 223
92 Disability, Stigma and In-Group Identification: An Exploration across Different Disability Subgroups

Authors: Sharmila Rathee

Abstract:

Individuals with disability/ies often face negative attitudes, discrimination, exclusion, and inequality of treatment due to stigmatization and stigmatized treatment. While a significant number of studies in field of stigma suggest that group-identification has positive consequences for stigmatized individuals, ironically very miniscule empirical work in sight has attempted to investigate in-group identification as a coping measure against stigma, humiliation and related experiences among disability group. In view of death of empirical research on in-group identification among disability group, through present work, an attempt has been made to examine the experiences of stigma, humiliation, and in-group identification among disability group. Results of the study suggest that use of in-group identification as a coping strategy is not uniform across members of disability group and degree of in-group identification differs across different sub-groups of disability groups. Further, in-group identification among members of disability group depends on variables like degree and impact of disability, factors like onset of disability, nature, and visibility of disability, educational experiences and resources available to deal with disabling conditions.

Keywords: disability, stigma, in-group identification, social identity

Procedia PDF Downloads 279
91 Khaya Cellulose Supported Copper Nanoparticles for Chemo Selective Aza-Michael Reactions

Authors: M. Shaheen Sarkar, M. Lutfor Rahman, Mashitah Mohd Yusoff

Abstract:

We prepared a highly active Khaya cellulose supported poly(hydroxamic acid) copper nanoparticles by the surface modification of Khaya cellulose through graft co-polymerization and subsequently amidoximation. The Cu-nanoparticle (0.05 mol% to 50 mol ppm) was selectively promoted Aza-Michael reaction of aliphatic amines to give the corresponding alkylated products at room temperature in methanol. The supported nanoparticle was easy to recover and reused seven times without significance loss of its activity.

Keywords: Aza-Michael, copper, cellulose, nanoparticles, poly(hydroxamic acid)

Procedia PDF Downloads 304
90 Effect of Sedimentation on Torque Transmission in the Larger Radius Magnetorheological Clutch

Authors: Manish Kumar Thakur, Chiranjit Sarkar

Abstract:

Sedimentation of magnetorheological (MR) fluid affects its working. MR fluid is a smart fluid that has unique qualities such as quick responsiveness and easy controllability. It is used in the MR damper, MR brake, and MR clutch. In this work effect of sedimentation on torque transmission in the shear mode operated MR clutch is investigated. A test rig is developed to test the impact of sedimentation on torque transmission in the MR clutch. Torque transmission capability of MR clutch has been measured under two conditions to confirm the result of sedimentation. The first experiment is done just after filling and the other after one week. It has been observed that transmission torque is decreased after sedimentation. Hence sedimentation affects the working of the MR clutch.

Keywords: clutch, magnetorheological fluid, sedimentation, torque

Procedia PDF Downloads 136
89 Design Optimization of the Primary Containment Building of a Pressurized Water Reactor

Authors: M. Hossain, A. H. Khan, M. A. R. Sarkar

Abstract:

Primary containment structure is one of the five safety layers of a nuclear facility which is needed to be designed in such a manner that it can withstand the pressure and excessive radioactivity during accidental situations. It is also necessary to ensure minimization of cost with maximum possible safety in order to make the design economically feasible and attractive. This paper attempts to identify the optimum design conditions for primary containment structure considering both mechanical and radiation safety keeping the economic aspects in mind. This work takes advantage of commercial simulation software to identify the suitable conditions without the requirement of costly experiments. Generated data may be helpful for further studies.

Keywords: PWR, concrete containment, finite element approach, neutron attenuation, Von Mises stress

Procedia PDF Downloads 146
88 Study of Thermal and Mechanical Properties of Ethylene/1-Octene Copolymer Based Nanocomposites

Authors: Sharmila Pradhan, Ralf Lach, George Michler, Jean Mark Saiter, Rameshwar Adhikari

Abstract:

Ethylene/1-octene copolymer was modified incorporating three types of nanofillers differed in their dimensionality in order to investigate the effect of filler dimensionality on mechanical properties, for instance, tensile strength, microhardness etc. The samples were prepared by melt mixing followed by compression moldings. The microstructure of the novel material was characterized by Fourier transform infrared spectroscopy (FTIR), X-ray diffraction (XRD) method and Transmission electron microscopy (TEM). Other important properties such as melting, crystallizing and thermal stability were also investigated via differential scanning calorimetry (DSC) and Thermogravimetry analysis (TGA). The FTIR and XRD results showed that the composites were formed by physical mixing. The TEM result supported the homogeneous dispersion of nanofillers in the matrix. The mechanical characterization performed by tensile testing showed that the composites with 1D nanofiller effectively reinforced the polymer. TGA results revealed that the thermal stability of pure EOC is marginally improved by the addition of nanofillers. Likewise, melting and crystallizing properties of the composites are not much different from that of pure.

Keywords: copolymer, differential scanning calorimetry, nanofiller, tensile strength

Procedia PDF Downloads 199
87 GIS Based Project Management Information System for Infrastructure Projects

Authors: Riki Panchal, Debasis Sarkar

Abstract:

This paper describes the work done for the GIS-based project management for different infrastructure projects. It is a review paper which gives the idea of the trends in the construction project management and various models adopted for the betterment of the project planning and execution. Traditional scheduling and progress control techniques such as bar charts and the critical path method fail to provide information pertaining to the spatial aspects of a construction project. An integrated system was developed to represent construction progress not only in terms of a CPM schedule but also in terms of a graphical representation of the construction that is synchronized with the work schedule. Hence, it is suggested to work on the common platform from where all the data can be shared and analyzed.

Keywords: GIS, project management, integrated model, infrastructure project

Procedia PDF Downloads 477
86 Multiple Relaxation Times in the Gibbs Ensemble Monte Carlo Simulation of Phase Separation

Authors: Bina Kumari, Subir K. Sarkar, Pradipta Bandyopadhyay

Abstract:

The autocorrelation function of the density fluctuation is studied in each of the two phases in a Gibbs Ensemble Monte Carlo (GEMC) simulation of the problem of phase separation for a square well potential with various values of its range. We find that the normalized autocorrelation function is described very well as a linear combination of an exponential function with a time scale τ₂ and a stretched exponential function with a time scale τ₁ and an exponent α. Dependence of (α, τ₁, τ₂) on the parameters of the GEMC algorithm and the range of the square well potential is investigated and interpreted. We also analyse the issue of how to choose the parameters of the GEMC simulation optimally.

Keywords: autocorrelation function, density fluctuation, GEMC, simulation

Procedia PDF Downloads 149
85 Assessing the Impact of Social Media on Tourism Industry: Setting Proposition for State Government of India

Authors: Utkrash Sarkar, Vineet Tiwari, Shailendra Singh

Abstract:

The development of social media has brought about a tremendous change in the marketing scenario for every industry. It has become a new hybrid element of the promotional mix in the marketing segment. This paper tries to show some light on the fact that in today’s scenario social media is a platform that everyone should take in consideration for any type of marketing campaign. In this paper, we have formulated a questionnaire, and through it, we have tried to gather information from the respondents that how social media is influencing their decision when they choose their travel destinations for tourism purpose, does it help in creating any awareness about places which they don’t have an idea? As a result, guiding the state government and providing them with a marketing strategy that how they can use social media in a better manner so that they could help increase their revenue and can make people aware about the places of the state which the target audience can plan to go for their next vacation.

Keywords: social media, marketing, information, decision making

Procedia PDF Downloads 144
84 Signal Processing Approach to Study Multifractality and Singularity of Solar Wind Speed Time Series

Authors: Tushnik Sarkar, Mofazzal H. Khondekar, Subrata Banerjee

Abstract:

This paper investigates the nature of the fluctuation of the daily average Solar wind speed time series collected over a period of 2492 days, from 1st January, 1997 to 28th October, 2003. The degree of self-similarity and scalability of the Solar Wind Speed signal has been explored to characterise the signal fluctuation. Multi-fractal Detrended Fluctuation Analysis (MFDFA) method has been implemented on the signal which is under investigation to perform this task. Furthermore, the singularity spectra of the signals have been also obtained to gauge the extent of the multifractality of the time series signal.

Keywords: detrended fluctuation analysis, generalized hurst exponent, holder exponents, multifractal exponent, multifractal spectrum, singularity spectrum, time series analysis

Procedia PDF Downloads 361
83 Deep Convolutional Neural Network for Detection of Microaneurysms in Retinal Fundus Images at Early Stage

Authors: Goutam Kumar Ghorai, Sandip Sadhukhan, Arpita Sarkar, Debprasad Sinha, G. Sarkar, Ashis K. Dhara

Abstract:

Diabetes mellitus is one of the most common chronic diseases in all countries and continues to increase in numbers significantly. Diabetic retinopathy (DR) is damage to the retina that occurs with long-term diabetes. DR is a major cause of blindness in the Indian population. Therefore, its early diagnosis is of utmost importance towards preventing progression towards imminent irreversible loss of vision, particularly in the huge population across rural India. The barriers to eye examination of all diabetic patients are socioeconomic factors, lack of referrals, poor access to the healthcare system, lack of knowledge, insufficient number of ophthalmologists, and lack of networking between physicians, diabetologists and ophthalmologists. A few diabetic patients often visit a healthcare facility for their general checkup, but their eye condition remains largely undetected until the patient is symptomatic. This work aims to focus on the design and development of a fully automated intelligent decision system for screening retinal fundus images towards detection of the pathophysiology caused by microaneurysm in the early stage of the diseases. Automated detection of microaneurysm is a challenging problem due to the variation in color and the variation introduced by the field of view, inhomogeneous illumination, and pathological abnormalities. We have developed aconvolutional neural network for efficient detection of microaneurysm. A loss function is also developed to handle severe class imbalance due to very small size of microaneurysms compared to background. The network is able to locate the salient region containing microaneurysms in case of noisy images captured by non-mydriatic cameras. The ground truth of microaneurysms is created by expert ophthalmologists for MESSIDOR database as well as private database, collected from Indian patients. The network is trained from scratch using the fundus images of MESSIDOR database. The proposed method is evaluated on DIARETDB1 and the private database. The method is successful in detection of microaneurysms for dilated and non-dilated types of fundus images acquired from different medical centres. The proposed algorithm could be used for development of AI based affordable and accessible system, to provide service at grass root-level primary healthcare units spread across the country to cater to the need of the rural people unaware of the severe impact of DR.

Keywords: retinal fundus image, deep convolutional neural network, early detection of microaneurysms, screening of diabetic retinopathy

Procedia PDF Downloads 101
82 An Unusual Fracture Pattern: Fracture of the Distal Radius (Colles') along with Fracture of the Ipsilateral Scaphoid & Capitate Bones

Authors: Srikanta Tagore Sarkar, Prasanta Kumar Mandal, Dibakar Roy

Abstract:

The association of a capitate fracture with a scaphoid fracture has been termed as the naviculocapitate syndrome. The existence of some nondisplaced fractures of scaphoid and capitate with or without the fracture of lunate or radius suggests that there is a spectrum of these injuries, and this confuses the terminology. With our case; we report an unusual variety of this naviculocapitate syndrome with distal radial Colles fracture in addition to the nondisplaced fractures of the scaphoid, capitate and the dorsal lip of radial fracture. When we looked at the literature there is no another Colles fracture reported together with undisplaced scapho-capitate syndrome. The coronal and sagittal images that obtained from the MDCT (Multidetector computed tomography) is useful and effective imaging modality to diagnose complex wrist fractures with more details that are not detected in X-rays.

Keywords: scaphoid, capitate, Colles’ fracture, syndrome, MDCT, unusual

Procedia PDF Downloads 356
81 A Terahertz Sensor and Dynamic Switch Based on a Bilayer Toroidal Metamaterial

Authors: Angana Bhattacharya, Rakesh Sarkar, Gagan Kumar

Abstract:

Toroidal resonances, a new class of electromagnetic excitations, demonstrate exceptional properties as compared to electric and magnetic dipolar resonances. The advantage of narrow linewidth in toroidal resonance is utilized in this proposed work, where a bilayer metamaterial (MM) sensor has been designed in the terahertz frequency regime (THz). A toroidal MM geometry in a single layer is first studied. A second identical MM geometry placed on top of the first layer results in the coupling of toroidal excitations, leading to an increase in the quality factor (Q) of the resonance. The sensing capability of the resonance is studied. Further, the dynamic switching from an 'off' stage to an 'on' stage in the bilayer configuration is explored. The ardent study of such toroidal bilayer MMs could provide significant potential in the development of bio-molecular and chemical sensors, switches, and modulators.

Keywords: toroidal resonance, bilayer, metamaterial, terahertz, sensing, switching

Procedia PDF Downloads 117
80 Study of Dispersion of Silica and Chitosan Nanoparticles into Gelatin Film

Authors: Mohit Batra, Noel Sarkar, Jayeeta Mitra

Abstract:

In this study silica nanoparticles were synthesized using different methods and different silica sources namely Tetraethyl ortho silicate (TEOS), Sodium Silicate, Rice husk while chitosan nanoparticles were prepared with ionic gelation method using Sodium tripolyphosphate (TPP). Size and texture of silica nanoparticles were studied using field emission scanning electron microscopy (FESEM) and transmission electron microscopy (TEM) along with the effect of change in concentration of various reagents in different synthesis processes. Size and dispersion of Silica nanoparticles prepared from TEOS using stobber’s method were found better than other methods while nanoparticles prepared using rice husk were cheaper than other ones. Catalyst found to play a very significant role in controlling the size of nanoparticles in all methods.

Keywords: silica nanoparticles, gelatin, bio-nanocomposites, SEM, TEM, chitosan

Procedia PDF Downloads 274
79 Exploiting Non-Uniform Utility of Computing: A Case Study

Authors: Arnab Sarkar, Michael Huang, Chuang Ren, Jun Li

Abstract:

The increasing importance of computing in modern society has brought substantial growth in the demand for more computational power. In some problem domains such as scientific simulations, available computational power still sets a limit on what can be practically explored in computation. For many types of code, there is non-uniformity in the utility of computation. That is not every piece of computation contributes equally to the quality of the result. If this non-uniformity is understood well and exploited effectively, we can much more effectively utilize available computing power. In this paper, we discuss a case study of exploring such non-uniformity in a particle-in-cell simulation platform. We find both the existence of significant non-uniformity and that it is generally straightforward to exploit it. We show the potential of order-of-magnitude effective performance gain while keeping the comparable quality of output. We also discuss some challenges in both the practical application of the idea and evaluation of its impact.

Keywords: approximate computing, landau damping, non uniform utility computing, particle-in-cell

Procedia PDF Downloads 220
78 Hybrid Equity Warrants Pricing Formulation under Stochastic Dynamics

Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim

Abstract:

A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.

Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic

Procedia PDF Downloads 82
77 Analysing the Behaviour of Local Hurst Exponent and Lyapunov Exponent for Prediction of Market Crashes

Authors: Shreemoyee Sarkar, Vikhyat Chadha

Abstract:

In this paper, the local fractal properties and chaotic properties of financial time series are investigated by calculating two exponents, the Local Hurst Exponent: LHE and Lyapunov Exponent in a moving time window of a financial series.y. For the purpose of this paper, the Dow Jones Industrial Average (DIJA) and S&P 500, two of the major indices of United States have been considered. The behaviour of the above-mentioned exponents prior to some major crashes (1998 and 2008 crashes in S&P 500 and 2002 and 2008 crashes in DIJA) is discussed. Also, the optimal length of the window for obtaining the best possible results is decided. Based on the outcomes of the above, an attempt is made to predict the crashes and accuracy of such an algorithm is decided.

Keywords: local hurst exponent, lyapunov exponent, market crash prediction, time series chaos, time series local fractal properties

Procedia PDF Downloads 114
76 Long-Term Sitting Posture Identifier Connected with Cloud Service

Authors: Manikandan S. P., Sharmila N.

Abstract:

Pain in the neck, intermediate and anterior, and even low back may occur in one or more locations. Numerous factors can lead to back discomfort, which can manifest into sensations in the other parts of your body. Up to 80% of people will have low back problems at a certain stage of their lives, making spine-related pain a highly prevalent ailment. Roughly twice as commonly as neck pain, low back discomfort also happens about as often as knee pain. According to current studies, using digital devices for extended periods of time and poor sitting posture are the main causes of neck and low back pain. There are numerous monitoring techniques provided to enhance the sitting posture for the aforementioned problems. A sophisticated technique to monitor the extended sitting position is suggested in this research based on this problem. The system is made up of an inertial measurement unit, a T-shirt, an Arduino board, a buzzer, and a mobile app with cloud services. Based on the anatomical position of the spinal cord, the inertial measurement unit was positioned on the inner back side of the T-shirt. The IMU (inertial measurement unit) sensor will evaluate the hip position, imbalanced shoulder, and bending angle. Based on the output provided by the IMU, the data will be analyzed by Arduino, supplied through the cloud, and shared with a mobile app for continuous monitoring. The buzzer will sound if the measured data is mismatched with the human body's natural position. The implementation and data prediction with design to identify balanced and unbalanced posture using a posture monitoring t-shirt will be further discussed in this research article.

Keywords: IMU, posture, IOT, textile

Procedia PDF Downloads 41
75 Unique NiO Based 1 D Core/Shell Nano-Heterostructure Electrodes for High-Performance Supercapacitor

Authors: Gobinda Gopal Khan, Ashutosh K. Singh, Debasish Sarkar

Abstract:

Unique one-dimensional (1D) Ni-NiO and Co-Ni/Co3O4-NiO core/shell nano-heterostructures are fabricated by combining the electrochemical deposition and annealing. The high-performance pseudo-capacitor electrode based on the Ni-NiO and Co-Ni/Co3O4-NiO core/shell nano-heterostructures is designed and demonstrated. The Co-Ni/Co3O4-NiO core/shell nano-heterostructures exhibit high specific capacitance (2013 Fg-1 at 2.5 Ag-1), high energy and power density (23 Wh kg-1 and 5.5 kW kg-1, at the discharge current density of 20.8 A g-1.), good capacitance retention, and long cyclicality. The remarkable electrochemical property of the large surface area nano-heterostructures is demonstrated based on the novel nano-architectural design of the electrode with the coexistence of the two highly redox active materials at the surface supported by highly conducting metal alloy channel at the core for faster charge transport.

Keywords: nano-heterostructures, energy storage, supercapacitors, electrochemical deposition

Procedia PDF Downloads 295
74 Studying the Behavior of Asphalt Mix and Their Properties in the Presence of Nano Materials

Authors: Aman Patidar, Dipankar Sarkar, Manish Pal

Abstract:

Due to rapid development, increase in the traffic load, higher traffic volume and seasonal variation in temperature, asphalt pavement shows distresses like rutting, fatigue and thermal cracking etc. because of this pavement fails during service life so that bitumen needs to be modified with some additive. In this study VG30 grade bitumen modify with addition of nanosilica with 1% to 5% (increment of 1%) by weight of bitumen. Hot mix asphalt (HMA) have higher mixing, laying and rolling temperatures which leads to higher consumption of fuel. To address this issue, a nano material named ZycoTherm which is chemical warm mix asphalt (WMA) additive is added to bitumen. Nanosilica modification (NSMB) results in the increase in stability compared to unmodified bitumen (UMB). WMA modified mix shows slightly higher stability than UMB and NSMB in a lower bitumen content. The Retained stability and tensile strength ratio (TSR) is more than 75% and 80% respectively for both mixes. Nanosilica with WMA has more resistant to temperature susceptibility, moisture susceptibility and short term aging than NSMB.

Keywords: HMA, nanosilica, NSMB, temperature, TSR, UMB, WMA

Procedia PDF Downloads 275
73 Quantum Dot Biosensing for Advancing Precision Cancer Detection

Authors: Sourav Sarkar, Manashjit Gogoi

Abstract:

In the evolving landscape of cancer diagnostics, optical biosensing has emerged as a promising tool due to its sensitivity and specificity. This study explores the potential of CdS/ZnS core-shell quantum dots (QDs) capped with 3-Mercaptopropionic acid (3-MPA), which aids in the linking chemistry of QDs to various cancer antibodies. The QDs, with their unique optical and electronic properties, have been integrated into the biosensor design. Their high quantum yield and size-dependent emission spectra have been exploited to improve the sensor’s detection capabilities. The study presents the design of this QD-enhanced optical biosensor. The use of these QDs can also aid multiplexed detection, enabling simultaneous monitoring of different cancer biomarkers. This innovative approach holds significant potential for advancing cancer diagnostics, contributing to timely and accurate detection. Future work will focus on optimizing the biosensor design for clinical applications and exploring the potential of QDs in other biosensing applications. This study underscores the potential of integrating nanotechnology and biosensing for cancer research, paving the way for next-generation diagnostic tools. It is a step forward in our quest for achieving precision oncology.

Keywords: quantum dots, biosensing, cancer, device

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72 Conceptual Design of Experimental Helium Cooling Loop for Indian TBM R&D Experiments

Authors: B. K. Yadav, A. Gandhi, A. K. Verma, T. S. Rao, A. Saraswat, E. R. Kumar, M. Sarkar, K. N. Vyas

Abstract:

This paper deals with the conceptual design of Experimental Helium Cooling Loop (EHCL) for Indian Test Blanket Module (TBM) and its related thermal hydraulic experiments. Indian TBM team is developing Lead Lithium cooled Ceramic Breeder (IN-LLCB) TBM to be tested in ITER. The TBM box structure is cooled by high pressure (8 MPa) and high temperature (300-500C) helium gas. The first wall of TBM made of complex channel geometry having several parallel channels carrying helium gas for efficient heat extraction. Several mock-ups of these channels need to be tested before finalizing the TBM first wall design and fabrication. Besides the individual testing of such mock-ups of breeding blanket, the testing of Pb-Li to helium heat exchanger, the operational experience of helium loop and understanding of the behaviour of high pressure and high temperature system components are very essential for final development of Helium Cooling System for LLCB TBM in ITER. The main requirements and characteristics of the EHCL and its conceptual design are presented in this paper.

Keywords: DEMO, EHCL, ITER, LLCB TBM

Procedia PDF Downloads 348