Search results for: abnormal returns
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 759

Search results for: abnormal returns

579 Seminal Attributes, Cooling Procedure and Post Thaw Quality of Semen of Indigenous Khari Bucks (Capra hircus) of Nepal

Authors: Pankaj Kumar Jha, Saroj Sapkota, Dil Bahadur Gurung, Raju Kadel, Neena Amatya Gorkhali, Bhola Shankar Shrestha

Abstract:

The study was conducted to evaluate the seminal attributes, effectiveness of cooling process and post-thawed semen quality of a Nepalese indigenous Khari buck. Thirty-two ejaculates, 16 from each buck were studied for seminal attributes of fresh semen: volume, color, mass activity, motility, viability, sperm concentration, and morphology. The pooled mean values for each seminal attributes were: volume 0.7±0.3 ml; colour 3.1±0.3 (milky white); mass activity 3.8±0.4 (rapid wave motion with formation of eddies at the end of waves to very rapid wave motion with distinct eddies formation); sperm motility 80.9±5.6%; sperm viability 94.6±2.0%; sperm concentration 2597.0±406.8x106/ml; abnormal acrosome, mid-piece and tail 10.7±1.8% and abnormal head 5±1.7%. For freezing semen, further 6 ejaculates from each buck were studied with Tris based egg yolk citrate extender. The pooled mean values of motility and viability of post diluted semen for 90 and 120 minutes each for cooling and glycerol equilibration were 73.8±4.8%, 88.1±2.6% and 69.2±6.0%, 85.0±1.7%, respectively. The pooled mean values of post thaw motility and viability with advancement of preservation time were: 0hour 49.0±4.6%, 81.2±1.9%; 2nd day 41±2.2%, 79±1%; 5th day 41±2.2%, 78.6±0.9% and 10th day 41±2.2%, 78.6±0.9%. We concluded from the above study that the seminal attributes and results of post-thaw semen quality were satisfactory and in accordance with other work in foreign countries, which indicated the feasibility of cryopreserving buck semen. For more validation, research with large number of bucks, different types of diluents and freezing trials by removing seminal plasma followed by pregnancy rate is recommended.

Keywords: cryopreservation, Nepalese indigenous Khari (Hill goat) buck, post-thaw semen quality, seminal attributes

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578 First-Year Growth and Development of 445 Preterm Infants: A Clinical Study

Authors: Ying Deng, Fan Yang

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Aim: To study the growth pattern of preterm infants during the first year of life and explore the association between head circumference (HC) and neurodevelopment sequences and to get a general knowledge of the incidence of anemia in preterm babies in Chengdu, Southwest China. Method: We conducted a prospective longitudinal study, neonates with gestational age < 37 weeks were enrolled this study from 2012.1.1 to 2014.7.9. Anthropometry (weight, height, HC) was obtained at birth, every month before 6 months-old and every 2 months in the next half year. All the infants’ age were corrected to 40 weeks. Growth data presented as Z-scores which was calculated by WHO Anthro software. Z-score defined as (the actual value minus the average value)/standard deviation. Neurodevelopment was assessed at 12 months-old [9-11 months corrected age (CA)] by using “Denver Development Screen Test (DDST)". The hemoglobin (Hb) was examined at 6 months for CA. Result: 445 preterm infants were followed-up 1 year, including 64 very low birth weight infants (VLBW), 246 low birth weight infants (LBW) and 135 normal birth weight infants(NBW). From full-term to 12 months after birth, catch-up growth was observed in most preterm infants. From VLBW to NBW, HCZ was -1.17 (95 % CI: -1.53,-0.80; P value < 0.0001) lower during the first12 months. WAZ was-1.12(95 % CI: -1.47,-0.76; p < 0.0001) lower. WHZ and HAZ were -1.04 (95%CI:-1.38, -0.69; P<0.0001) and -0.69 (95%CI:-1.06,-0.33; P < 0.0001) lower respectively. The peak of WAZ appeared during 0-3 months CA among preterm infants. For VLBW infants, the peak of HAZ and HCZ emerged at 8-11 months CA. However, the trend of HAZ and HCZ is the same as WAZ in LBW and NBW infants. Growth in the small for gestational age (SGA) infants was poorer than appropriate for gestational age (AGA) infants. The rate of DQ < 70 in VLBW and LBW were 29.6%, 7.7%, respectively (P < 0.0001). HCZ < -1SD at 3 months emerged as an independent predictor of DQ scores below 85 at 12 months after birth. The incidence of anemia in preterm infants was 11% at 6 months for CA. Moreover, 7 children (1.7%) diagnosed with Cerebral palsy (CP). Conclusions: The catch-up growth was observed in most preterm infants. VLBW and SGA showed poor growth. There was imbalance between WAZ and HAZ in VLBW infants. The VLBW babies had higher severe abnormal scores than LBW and NBW, especially in boys. Z score for HC at 3 months < -1SDwas a significant risk factor for abnormal DQ scores at the first year. The iron supplement reduced the morbidity of anemia in preterm infants.

Keywords: preterm infant, growth and development, DDST, Z-scores

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577 Monitoring Systemic Risk in the Hedge Fund Sector

Authors: Frank Hespeler, Giuseppe Loiacono

Abstract:

We propose measures for systemic risk generated through intra-sectorial interdependencies in the hedge fund sector. These measures are based on variations in the average cross-effects of funds showing significant interdependency between their individual returns and the moments of the sector’s return distribution. The proposed measures display a high ability to identify periods of financial distress, are robust to modifications in the underlying econometric model and are consistent with intuitive interpretation of the results.

Keywords: hedge funds, systemic risk, vector autoregressive model, risk monitoring

Procedia PDF Downloads 295
576 Filtering Momentum Life Cycles, Price Acceleration Signals and Trend Reversals for Stocks, Credit Derivatives and Bonds

Authors: Periklis Brakatsoulas

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Recent empirical research shows a growing interest in investment decision-making under market anomalies that contradict the rational paradigm. Momentum is undoubtedly one of the most robust anomalies in the empirical asset pricing research and remains surprisingly lucrative ever since first documented. Although predominantly phenomena identified across equities, momentum premia are now evident across various asset classes. Yet few many attempts are made so far to provide traders a diversified portfolio of strategies across different assets and markets. Moreover, literature focuses on patterns from past returns rather than mechanisms to signal future price directions prior to momentum runs. The aim of this paper is to develop a diversified portfolio approach to price distortion signals using daily position data on stocks, credit derivatives, and bonds. An algorithm allocates assets periodically, and new investment tactics take over upon price momentum signals and across different ranking groups. We focus on momentum life cycles, trend reversals, and price acceleration signals. The main effort here concentrates on the density, time span and maturity of momentum phenomena to identify consistent patterns over time and measure the predictive power of buy-sell signals generated by these anomalies. To tackle this, we propose a two-stage modelling process. First, we generate forecasts on core macroeconomic drivers. Secondly, satellite models generate market risk forecasts using the core driver projections generated at the first stage as input. Moreover, using a combination of the ARFIMA and FIGARCH models, we examine the dependence of consecutive observations across time and portfolio assets since long memory behavior in volatilities of one market appears to trigger persistent volatility patterns across other markets. We believe that this is the first work that employs evidence of volatility transmissions among derivatives, equities, and bonds to identify momentum life cycle patterns.

Keywords: forecasting, long memory, momentum, returns

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575 Energy Interaction among HVAC and Supermarket Environment

Authors: Denchai Woradechjumroen, Haorong Li, Yuebin Yu

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Supermarkets are the most electricity-intensive type of commercial buildings. The unsuitable indoor environment of a supermarket provided by abnormal HVAC operations incurs waste energy consumption in refrigeration systems. This current study briefly describes significantly solid backgrounds and proposes easy-to-use analysis terminology for investigating the impact of HVAC operations on refrigeration power consumption using the field-test data obtained from building automation system (BAS). With solid backgrounds and prior knowledge, expected energy interactions between HVAC and refrigeration systems are proposed through Pearson’s correlation analysis (R value) by considering correlations between equipment power consumption and dominantly independent variables (driving force conditions). The R value can be conveniently utilized to evaluate how strong relations between equipment operations and driving force parameters are. The calculated R values obtained from field data are compared to expected ranges of R values computed by energy interaction methodology. The comparisons can separate the operational conditions of equipment into faulty and normal conditions. This analysis can simply investigate the condition of equipment operations or building sensors because equipment could be abnormal conditions due to routine operations or faulty commissioning processes in field tests. With systematically solid and easy-to-use backgrounds of interactions provided in the present article, the procedures can be utilized as a tool to evaluate the proper commissioning and routine operations of HVAC and refrigeration systems to detect simple faults (e.g. sensors and driving force environment of refrigeration systems and equipment set-point) and optimize power consumption in supermarket buildings. Moreover, the analysis will be used to further study FDD research for supermarkets in future.

Keywords: energy interaction, HVAC, R-value, supermarket buildings

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574 Morphometric Parametersand Evaluation of Male Persian Fallow Deer Semen

Authors: Behrang Ekrami, Amin Tamadon, Iman Razeghian Jahromi, Darioush Moghadas, Mehdi Ghahremani-Seno, Mostafa Ghaderi-Zefrehei, Ahmad Sodagar Amiri, Taheri Reza

Abstract:

Persian fallow deer (Dama dama mesopotamica) is belonging to the family Cervidae and is only found in a few protected areas in the northwest, north, and southwest of Iran. The aims of this study were analysis of inbreeding and morphometric parameters of semen in male Persian fallow deer to investigate the cause of reduced fertility of this endangered species in Dasht-e-Naz National Refuge, Sari, Iran. The Persian fallow deer semen was collected from four adult bucks randomly during the breeding and non-breeding season from five dehorned and horned deer's by an artificial vagina. Twelve blood samples was taken from Persian fallow deer and mitochondrial DNA was extracted, amplified, extracted, sequenced and then were considered for genetic analysis. The Persian fallow deer semen, both with normal and abnormal spermatozoa, is similar to that of domestic ruminants but very smaller and difficult to observe at the primary observation. The post-mating season collected ejaculates contained abnormal spermatozoa, debris and secretion of accessory glands in horned bucks and accessory glands secretion free of any spermatozoa in dehorned or early velvet budding bucks. Microscopic evaluation in all four bucks during the mating season showed the mean concentration of 9×106 spermatozoa/ml. The mean ± SD of age, testes length and testes width was 4.60 ± 1.52 years, 3.58 ± 0.32 and 1.86 ± 0.09 cm, respectively. The results identified 1120 loci (assuming each nucleotide as locus) in which 377 were polymorphic. In conclusion, reduced fertility of male Persian fallow deer may be caused by inbreeding of the protected herd in a limited area of Dasht-e-Naz National Refuge.

Keywords: Persian fallow deer, genetic analysis, spermatozoa, reproductive characteristics

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573 Elevated Celiac Antibodies and Abnormal Duodenal Biopsies Associated with IBD Markers: Possible Role of Altered Gut Permeability and Inflammation in Gluten Related Disorders

Authors: Manav Sabharwal, Ruda Rai Md, Candace Parker, James Ridley

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Wheat is one of the most commonly consumed grains worldwide, which contains gluten. Nowadays, gluten intake is considered to be a trigger for GRDs, including Celiac disease (CD), a common genetic disease affecting 1% of the US population, non-celiac gluten sensitivity (NCGS) and wheat allergy. NCGS is being recognized as an acquired gluten-sensitive enteropathy that is prevalent across age, ethnic and geographic groups. The cause of this entity is not fully understood, and recent studies suggest that it is more common in participants with irritable bowel syndrome (IBS), with iron deficiency anemia, symptoms of fatigue, and has considerable overlap in symptoms with IBS and Crohn’s disease. However, these studies were lacking in availability of complete serologies, imaging tests and/or pan-endoscopy. We performed a prospective study of 745 adult patients who presented to an outpatient clinic for evaluation of chronic upper gastro-intestinal symptoms and subsequently underwent an upper endoscopic (EGD) examination as standard of care. Evaluation comprised of comprehensive celiac antibody panel, inflammatory bowel disease (IBD) serologic markers, duodenal biopsies and Small Bowel Video Capsule Endoscopy (VCE), when available. At least 6 biopsy specimens were obtained from the duodenum and proximal jejunum during EGD, and CD3+ Intraepithelial lymphocytes (IELs) and villous architecture were evaluated by a single experienced pathologist, and VCE was performed by a single experienced gastroenterologist. Of the 745 patients undergoing EGD, 12% (93/745) patients showed elevated CD3+ IELs in the duodenal biopsies. 52% (387/745) completed a comprehensive CD panel and 7.2% (28/387) were positive for at least 1 CD antibody (Tissue transglutaminase (tTG), being the most common antibody in 65% (18/28)). Of these patients, 18% (5/28) showed increased duodenal CD3+ IELs, but 0% showed villous blunting or distortion to meet criteria for CD. Surprisingly, 43% (12/28) were positive for at 1 IBD serology (ASCA, ANCA or expanded IBD panel (LabCorp)). Of these 28 patients, 29% (8/28) underwent a SB VCE, of which 100 % (8/8) showed significant jejuno-ileal mucosal lesions diagnostic for IBD. Findings of abnormal CD antibodies (7.2%, 28/387) and increased CD3+ IELs on duodenal biopsy (12%, 93/745) were observed frequently in patients with UGI symptoms undergoing EGD in an outpatient clinic. None met criteria for CD, and a high proportion (43%, 12/28) showed evidence of overlap with IBD. This suggests a potential causal link of acquired GRDs to underlying inflammation and gut mucosal barrier disruption. Further studies to investigate a role for abnormal antigen presentation of dietary gluten to gut associated lymphoid tissue as a cause are justified. This may explain a high prevalence of GRDs in the population and correlation with IBS, IBD and other gut inflammatory disorders.

Keywords: celiac, gluten sensitive enteropathy, lymphocitic enteritis, IBS, IBD

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572 Classification of ECG Signal Based on Mixture of Linear and Non-Linear Features

Authors: Mohammad Karimi Moridani, Mohammad Abdi Zadeh, Zahra Shahiazar Mazraeh

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In recent years, the use of intelligent systems in biomedical engineering has increased dramatically, especially in the diagnosis of various diseases. Also, due to the relatively simple recording of the electrocardiogram signal (ECG), this signal is a good tool to show the function of the heart and diseases associated with it. The aim of this paper is to design an intelligent system for automatically detecting a normal electrocardiogram signal from abnormal one. Using this diagnostic system, it is possible to identify a person's heart condition in a very short time and with high accuracy. The data used in this article are from the Physionet database, available in 2016 for use by researchers to provide the best method for detecting normal signals from abnormalities. Data is of both genders and the data recording time varies between several seconds to several minutes. All data is also labeled normal or abnormal. Due to the low positional accuracy and ECG signal time limit and the similarity of the signal in some diseases with the normal signal, the heart rate variability (HRV) signal was used. Measuring and analyzing the heart rate variability with time to evaluate the activity of the heart and differentiating different types of heart failure from one another is of interest to the experts. In the preprocessing stage, after noise cancelation by the adaptive Kalman filter and extracting the R wave by the Pan and Tampkinz algorithm, R-R intervals were extracted and the HRV signal was generated. In the process of processing this paper, a new idea was presented that, in addition to using the statistical characteristics of the signal to create a return map and extraction of nonlinear characteristics of the HRV signal due to the nonlinear nature of the signal. Finally, the artificial neural networks widely used in the field of ECG signal processing as well as distinctive features were used to classify the normal signals from abnormal ones. To evaluate the efficiency of proposed classifiers in this paper, the area under curve ROC was used. The results of the simulation in the MATLAB environment showed that the AUC of the MLP and SVM neural network was 0.893 and 0.947, respectively. As well as, the results of the proposed algorithm in this paper indicated that the more use of nonlinear characteristics in normal signal classification of the patient showed better performance. Today, research is aimed at quantitatively analyzing the linear and non-linear or descriptive and random nature of the heart rate variability signal, because it has been shown that the amount of these properties can be used to indicate the health status of the individual's heart. The study of nonlinear behavior and dynamics of the heart's neural control system in the short and long-term provides new information on how the cardiovascular system functions, and has led to the development of research in this field. Given that the ECG signal contains important information and is one of the common tools used by physicians to diagnose heart disease, but due to the limited accuracy of time and the fact that some information about this signal is hidden from the viewpoint of physicians, the design of the intelligent system proposed in this paper can help physicians with greater speed and accuracy in the diagnosis of normal and patient individuals and can be used as a complementary system in the treatment centers.

Keywords: neart rate variability, signal processing, linear and non-linear features, classification methods, ROC Curve

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571 Income and Factor Analysis of Small Scale Broiler Production in Imo State, Nigeria

Authors: Ubon Asuquo Essien, Okwudili Bismark Ibeagwa, Daberechi Peace Ubabuko

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The Broiler Poultry subsector is dominated by small scale production with low aggregate output. The high cost of inputs currently experienced in Nigeria tends to aggravate the situation; hence many broiler farmers struggle to break-even. This study was designed to examine income and input factors in small scale deep liter broiler production in Imo state, Nigeria. Specifically, the study examined; socio-economic characteristics of small scale deep liter broiler producing Poultry farmers; estimate cost and returns of broiler production in the area; analyze input factors in broiler production in the area and examined marketability, age and profitability of the enterprise. A multi-stage sampling technique was adopted in selecting 60 small scale broiler farmers who use deep liter system from 6 communities through the use of structured questionnaire. The socioeconomic characteristics of the broiler farmers and the profitability/ marketability age of the birds were described using descriptive statistical tools such as frequencies, means and percentages. Gross margin analysis was used to analyze the cost and returns to broiler production, while Cobb Douglas production function was employed to analyze input factors in broiler production. The result of the study revealed that the cost of feed (P<0.1), deep liter material (P<0.05) and medication (P<0.05) had a significant positive relationship with the gross return of broiler farmers in the study area, while cost of labour, fuel and day old chicks were not significant. Furthermore, Gross profit margin of the farmers who market their broiler at the 8th week of rearing was 80.7%; and 78.7% and 60.8% for farmers who market at the 10th week and 12th week of rearing, respectively. The business is, therefore, profitable but at varying degree. Government and Development partners should make deliberate efforts to curb the current rise in the prices of poultry feeds, drugs and timber materials used as bedding so as to widen the profit margin and encourage more farmers to go into the business. The farmers equally need more technical assistance from extension agents with regards to timely and profitable marketing.

Keywords: broilers, factor analysis, income, small scale

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570 Abnormal Pap Smear Detection by Application of Revised Bethesda System in Commercial Sex Workers and a Control Group: A Comparative Study

Authors: Priyanka Manghani, Manthan Patel, Rahul Peddawad

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Cervical Cancer is a major public health hurdle in the area of women’s health. The most common cause of Cervical Cancer is the Human Papilloma Virus (HPV). Human papilloma virus has various genotypes, with HPV 16 and HPV 18 being the major etiological factor causing carcinoma of the Cervix. Early screening and detection by Papanicolaou Smears (PAP) is an effective method for identifying premalignant and malignant lesions. In case of existing pre- malignant lesions /cervical dysplasia’s found with HPV 16 or 18, appropriate follow up can be done to prevent it from developing into a neoplasm. Aims and Objectives: Primary Aim; To study various abnormal cervical cytology reports as detected by Pap Smear Tests, using the Bethesda System in women at a Tertiary Care Hospital. Secondary Aim; To discuss the importance of Pap smear in Cervical Cancer Screening Program. Materials and Methods: Our study is a prospective study, based on 101 women who attended the Out-patient department of Obstetrics and Gynecology at a tertiary care hospital in age group 20-40 years with chief complaints of white/foul vaginal discharge, post-coital Bleeding, low back pain, irregular menstruation, etc. 60 women, who were tested, of the total no of women, were commercial sex workers, thus being a high-risk group for HPV infection. All women underwent conventional cytology. For all the abnormal smears, further cervical biopsies were done, and the final diagnosis was done on the basis of histopathology (gold standard). Results: In all these patients, 16 patients presented with normal smears out of which 2 belonged to the category of commercial sex workers (3.33%) and 14 being from the normal/control group (34.15%). 44 women presented with inflammatory smears out of which 30 were commercial sex workers (50%) and 14 from the control Group (34.15%). A total of 11 women presented with infectious etiology with 6 being commercial sex workers (10%) and 5 (12.2%) being in the control group. A total of 8 patients presented with low-grade squamous intra epithelial lesion (LSIL) with 7 (11.7%) being commercial sex workers and 1(2.44%) patient belonging to the control group. A Total of 7 patients presented with high-grade squamous intraepithelial lesion (HSIL) with 6 (10%) being commercial sex workers and 1 (2.44%) belonging to the control group. 9 patients in total presented with atypical squamous cells of undetermined significance (ASCUS) with 6(10%) being commercial sex workers and 3 (7.32%) belonging to the control group. Squamous cell carcinoma(SCC) presence was found only in 1(1.7%) commercial sex worker. Conclusion – We conclude that HSIL, LSIL, SCC and sexually related infections are comparatively more common in vulnerable groups such as sex workers due to a variety of factors such as multiple sexual partners and poor genital hygiene. Early screening and follow up interventions are highly needed for them along with Health education for risk factors and to emphasize on the importance of Pap smear screening.

Keywords: cervical cancer, papanicolaou (pap) smear, bethesda system, neoplasm

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569 The Impact of Corporate Governance Mechanisms on Earnings Management Practices: Evidence from Jordan

Authors: Lara Al-Haddad, Mark Whittington

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This paper aims to examine the impact of two influential internal corporate governance mechanisms, namely board characteristics and ownership structure on the use of real activities-based and accrual-based earnings management by Jordanian public firms. Using panel data from Jordanian public firms after the introduction of the Jordanian Corporate Governance Code (JCGC) in 2009, the study finds both institutional ownership and managerial ownership constrain the use of real and accrual earnings manipulations. On the other side, both independent directors and largest shareholders are found to exaggerate the incidence of using real and accrual earnings management. The study also examines the trade-off between real and accrual earnings management and found that Jordanian firms use a combination of real and accrual-based earnings management to obtain the greatest effect on earnings reporting strategies. For the purpose of this study, three types of real earnings management are considered: sales manipulation, overproduction, and the abnormal reduction of discretionary expenditures. The abnormal discretionary accrual is considered for accruals management. While for the internal corporate governance mechanisms; board characteristics are examined by using board independence, board size, and CEO-duality; and ownership structure is examined by using managerial ownership, institutional ownership, foreign ownership and largest shareholder ownership. To the best knowledge of the researchers, this study is the first to examine the relationship between board characteristics and real earnings management in Jordan. Further, it is the first to examine the relationship between corporate governance mechanisms and discretionary accruals after the introduction of the Jordanian Corporate Governance Code in 2009. Thus, the findings of this study have important policy implications for policymakers, regulators, standard setters, audit professional, and investors in their attempts to constrain the practice of earnings management, whether real or accrual, and to improve the financial reporting quality in Jordan.

Keywords: board characteristics, Jordan, ownership structure, real earnings management

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568 Development of Digital Twin Concept to Detect Abnormal Changes in Structural Behaviour

Authors: Shady Adib, Vladimir Vinogradov, Peter Gosling

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Digital Twin (DT) technology is a new technology that appeared in the early 21st century. The DT is defined as the digital representation of living and non-living physical assets. By connecting the physical and virtual assets, data are transmitted smoothly, allowing the virtual asset to fully represent the physical asset. Although there are lots of studies conducted on the DT concept, there is still limited information about the ability of the DT models for monitoring and detecting unexpected changes in structural behaviour in real time. This is due to the large computational efforts required for the analysis and an excessively large amount of data transferred from sensors. This paper aims to develop the DT concept to be able to detect the abnormal changes in structural behaviour in real time using advanced modelling techniques, deep learning algorithms, and data acquisition systems, taking into consideration model uncertainties. finite element (FE) models were first developed offline to be used with a reduced basis (RB) model order reduction technique for the construction of low-dimensional space to speed the analysis during the online stage. The RB model was validated against experimental test results for the establishment of a DT model of a two-dimensional truss. The established DT model and deep learning algorithms were used to identify the location of damage once it has appeared during the online stage. Finally, the RB model was used again to identify the damage severity. It was found that using the RB model, constructed offline, speeds the FE analysis during the online stage. The constructed RB model showed higher accuracy for predicting the damage severity, while deep learning algorithms were found to be useful for estimating the location of damage with small severity.

Keywords: data acquisition system, deep learning, digital twin, model uncertainties, reduced basis, reduced order model

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567 Comparison of Multivariate Adaptive Regression Splines and Random Forest Regression in Predicting Forced Expiratory Volume in One Second

Authors: P. V. Pramila , V. Mahesh

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Pulmonary Function Tests are important non-invasive diagnostic tests to assess respiratory impairments and provides quantifiable measures of lung function. Spirometry is the most frequently used measure of lung function and plays an essential role in the diagnosis and management of pulmonary diseases. However, the test requires considerable patient effort and cooperation, markedly related to the age of patients esulting in incomplete data sets. This paper presents, a nonlinear model built using Multivariate adaptive regression splines and Random forest regression model to predict the missing spirometric features. Random forest based feature selection is used to enhance both the generalization capability and the model interpretability. In the present study, flow-volume data are recorded for N= 198 subjects. The ranked order of feature importance index calculated by the random forests model shows that the spirometric features FVC, FEF 25, PEF,FEF 25-75, FEF50, and the demographic parameter height are the important descriptors. A comparison of performance assessment of both models prove that, the prediction ability of MARS with the `top two ranked features namely the FVC and FEF 25 is higher, yielding a model fit of R2= 0.96 and R2= 0.99 for normal and abnormal subjects. The Root Mean Square Error analysis of the RF model and the MARS model also shows that the latter is capable of predicting the missing values of FEV1 with a notably lower error value of 0.0191 (normal subjects) and 0.0106 (abnormal subjects). It is concluded that combining feature selection with a prediction model provides a minimum subset of predominant features to train the model, yielding better prediction performance. This analysis can assist clinicians with a intelligence support system in the medical diagnosis and improvement of clinical care.

Keywords: FEV, multivariate adaptive regression splines pulmonary function test, random forest

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566 Correlation of Serum Ferritin and Left Ventricular Function in Beta Thalassemia Major Patients with Increased Transfusion Dependence

Authors: Amna Imtiaz

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Aims: To correlate serum ferritin with left ventricular function in beta thalassemia major patients with increased transfusion dependence and to find out whether echocardiography can be used to assess pre clinical cardiac disease in these patients. Methods: The cross sectional study was conducted at Department of Pathology, Shaheed Zulfiqar Ali Bhutto Medical University, Pakistan Institute of Medical Sciences, Islamabad. 60 patients of beta thalassemia major with increased transfusion dependence were enrolled in this study. Serum ferritin levels of all patients were measured by using indirect enzyme linked immunosorbent assay (ELISA). Echocardiography was performed on all patients by a consultant cardiologist by linking conventional echocardiography with tissue Doppler imaging. Ejection fraction and E/A ratio were measured in all patients to assess left ventricular systolic and diastolic function. Results: On the basis of serum ferritin level, patients were divided into three groups. Group I consisted of patients having serum ferritin level equal to or less than 2500 ng/ml. A total of 25 patients were placed in this group. Group II included patients having serum ferritin level between 2500 to 5000 ng/ml. A total of 22 patients were placed in this group. Group III included patients having serum ferritin level more than 5000 ng/ml. This group consisted of 13 patients. All patients having serum ferritin below 2500ng/ml had normal systolic function, and only 16% of the patients in this group had diastolic dysfunction as reflected by abnormal E/A ratio. In group II, 27% of the patients had systolic dysfunction reflected by subnormal ejection fraction while 40% of the patients had diastolic dysfunction. In group III, 62% of the patients had abnormal systolic and diastolic function. Pearson correlation was used to find a correlation between serum ferritin and left ventricular function. A strong negative correlation was found which is reflected by a p value of less than 0.05 which is significant. Chi square test is used to correlate serum ferritin with E/A ratio. P value came out to be less than 0.05 which is significant.

Keywords: beta thalassemia major, left ventricular function, serum ferritin, transfusion dependence

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565 The Retinoprotective Effects and Mechanisms of Fungal Ingredient 3,4-Dihydroxybenzalacetone through Inhibition of Retinal Müller and Microglial Activation

Authors: Yu-Wen Cheng, Jau-Der Ho, Liang-Huan Wu, Fan-Li Lin, Li-Huei Chen, Hung-Ming Chang, Yueh-Hsiung Kuo, George Hsiao

Abstract:

Retina glial activation and neuroinflammation have been confirmed to cause devastating responses in retinodegenerative diseases. The expression and activation of matrix metalloproteinase (MMP)-9 and inducible nitric oxide synthase (iNOS) could be exerted as the crucial pathological factors in glaucoma- and blue light-induced retinal injuries. The present study aimed to investigate the retinoprotective effects and mechanisms of fungal ingredient 3,4-dihydroxybenzalacetone (DBL) isolated from Phellinus linteus in the retinal glial activation and retinodegenerative animal models. According to the cellular studies, DBL significantly and concentration-dependently abrogated MMP-9 activation and expression in TNFα-stimulated retinal Müller (rMC-1) cells. We found the inhibitory activities of DBL were strongly through the STAT- and ERK-dependent pathways. Furthermore, DBL dramatically attenuated MMP-9 activation in the stimulated Müller cells exposed to conditioned media from LPS-stimulated microglia BV-2 cells. On the other hand, DBL strongly suppressed LPS-induced production of NO and ROS and expression of iNOS in microglia BV-2 cells. Consistently, the phosphorylation of STAT was substantially blocked by DBL in LPS-stimulated microglia BV-2 cells. In the evaluation of retinoprotective functions, the high IOP-induced scotopic electroretinographic (ERG) deficit and blue light-induced abnormal pupillary light response (PLR) were assessed. The deficit scotopic ERG responses markedly recovered by DBL in a rat model of glaucoma-like ischemia/reperfusion (I/R)-injury. DBL also reduced the aqueous gelatinolytic activity and retinal MMP-9 expression in high IOP-injured conditions. Additionally, DBL could restore the abnormal PLR and reduce retinal MMP-9 activation. In summary, DBL could ameliorate retinal neuroinflammation and MMP-9 activation by predominantly inhibiting STAT3 activation in the retinal Müller cells and microglia, which exhibits therapeutic potential for glaucoma and other retinal degenerative diseases.

Keywords: glaucoma, blue light, DBL, retinal Müller cell, MMP-9, STAT, Microglia, iNOS, ERG, PLR

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564 On the Application of Heuristics of the Traveling Salesman Problem for the Task of Restoring the DNA Matrix

Authors: Boris Melnikov, Dmitrii Chaikovskii, Elena Melnikova

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The traveling salesman problem (TSP) is a well-known optimization problem that seeks to find the shortest possible route that visits a set of points and returns to the starting point. In this paper, we apply some heuristics of the TSP for the task of restoring the DNA matrix. This restoration problem is often considered in biocybernetics. For it, we must recover the matrix of distances between DNA sequences if not all the elements of the matrix under consideration are known at the input. We consider the possibility of using this method in the testing of distance calculation algorithms between a pair of DNAs to restore the partially filled matrix.

Keywords: optimization problems, DNA matrix, partially filled matrix, traveling salesman problem, heuristic algorithms

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563 Geomatic Techniques to Filter Vegetation from Point Clouds

Authors: M. Amparo Núñez-Andrés, Felipe Buill, Albert Prades

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More and more frequently, geomatics techniques such as terrestrial laser scanning or digital photogrammetry, either terrestrial or from drones, are being used to obtain digital terrain models (DTM) used for the monitoring of geological phenomena that cause natural disasters, such as landslides, rockfalls, debris-flow. One of the main multitemporal analyses developed from these models is the quantification of volume changes in the slopes and hillsides, either caused by erosion, fall, or land movement in the source area or sedimentation in the deposition zone. To carry out this task, it is necessary to filter the point clouds of all those elements that do not belong to the slopes. Among these elements, vegetation stands out as it is the one we find with the greatest presence and its constant change, both seasonal and daily, as it is affected by factors such as wind. One of the best-known indexes to detect vegetation on the image is the NVDI (Normalized Difference Vegetation Index), which is obtained from the combination of the infrared and red channels. Therefore it is necessary to have a multispectral camera. These cameras are generally of lower resolution than conventional RGB cameras, while their cost is much higher. Therefore we have to look for alternative indices based on RGB. In this communication, we present the results obtained in Georisk project (PID2019‐103974RB‐I00/MCIN/AEI/10.13039/501100011033) by using the GLI (Green Leaf Index) and ExG (Excessive Greenness), as well as the change to the Hue-Saturation-Value (HSV) color space being the H coordinate the one that gives us the most information for vegetation filtering. These filters are applied both to the images, creating binary masks to be used when applying the SfM algorithms, and to the point cloud obtained directly by the photogrammetric process without any previous filter or the one obtained by TLS (Terrestrial Laser Scanning). In this last case, we have also tried to work with a Riegl VZ400i sensor that allows the reception, as in the aerial LiDAR, of several returns of the signal. Information to be used for the classification on the point cloud. After applying all the techniques in different locations, the results show that the color-based filters allow correct filtering in those areas where the presence of shadows is not excessive and there is a contrast between the color of the slope lithology and the vegetation. As we have advanced in the case of using the HSV color space, it is the H coordinate that responds best for this filtering. Finally, the use of the various returns of the TLS signal allows filtering with some limitations.

Keywords: RGB index, TLS, photogrammetry, multispectral camera, point cloud

Procedia PDF Downloads 96
562 Dynamic Changes of Shifting Cultivation: Past, Present and Future Perspective of an Agroforestry System from Sri Lanka

Authors: Thavananthan Sivananthawerl

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Shifting cultivation (Chena, Slash & Burn) is a cultivation method of raising, primarily, food crops (mainly annual) where an area of land is cleared off for its vegetation and cultivated for a period, and the abandoned (fallow) for its fertility to be naturally restored. Although this is the oldest (more than 5000 years) farming system, it is still practiced by indigenous communities of several countries such as Sri Lanka, India, Indonesia, Malaysia, Myanmar, West & Central Africa, and Amazon rainforest area. In Sri Lanka, shifting cultivation is mainly practiced during the North-East monsoon (called as Maha season, from Sept. to Dec.) with no irrigation. The traditional system allows farmers to cultivate for a short period of cultivation and a long period fallow period. This was facilitated mainly by the availability of land with less population. In addition, in the old system, cultivation practices were mostly related to religious and spiritual practices (Astrology, dynamic farming, etc.). At present, the majority of the shifting cultivators (SC’s) are cultivating in government lands, and most of them are adopting new technology (seeds, agrochemicals, machineries). Due to the local demand, almost 70% of the SC’s growing maize is mono-crop, and the rest with mixed-crop, such as groundnut, cowpea, millet, and vegetables. To ensure continuous cultivation and reduce moisture stress, they established ‘dug wells’ and used pumps to lift water from nearby sources. Due to this, the fallow period has been reduced drastically to 1- 2 years. To have the future prosperous of system, farmers should be educated so that they can understand the harmful effects of shifting cultivation and require new policies and a framework for converting the land use pattern towards high economic returns (new crop varieties, maintaining soil fertility, reducing soil erosion) while protecting the natural forests. The practice of agroforestry should be encouraged in which both the crops and the tall trees are cared for by farmers simultaneously. To facilitate the continuous cultivation, the system needs to develop water harvesting, water-conserving technologies, and scientific water management for the limited rainy season. Even though several options are available, all the solutions vary from region to region. Therefore, it is only the government and cultivators together who can find solutions to the problems of the specific areas.

Keywords: shifting cultivation, agroforestry, fallow, economic returns, government, Sri Lanka

Procedia PDF Downloads 67
561 Importance of Human Capital Development and Management in Industries

Authors: Birce Boga Bakirli

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In this paper, we investigate ideas on human capital development and management in industries. We structured a model to be able to gather the data from the interviews conducted with worker, specialists and owners of companies. Different aspects of the situation are found in these interviews, and we used the information to model the benefit of the business owners and workers perspectives. These are modelled as a bi-level programming problem. Several instances of the generic cases are solved. The results show the importance of education within and out of the company for workers, and it returns for the company.

Keywords: bi-level programming, corporate strategy, cost tradeoffs, human capital, mixed integer programming, Stackelberg game, supplier relations, strategic planning

Procedia PDF Downloads 321
560 Prediction of Formation Pressure Using Artificial Intelligence Techniques

Authors: Abdulmalek Ahmed

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Formation pressure is the main function that affects drilling operation economically and efficiently. Knowing the pore pressure and the parameters that affect it will help to reduce the cost of drilling process. Many empirical models reported in the literature were used to calculate the formation pressure based on different parameters. Some of these models used only drilling parameters to estimate pore pressure. Other models predicted the formation pressure based on log data. All of these models required different trends such as normal or abnormal to predict the pore pressure. Few researchers applied artificial intelligence (AI) techniques to predict the formation pressure by only one method or a maximum of two methods of AI. The objective of this research is to predict the pore pressure based on both drilling parameters and log data namely; weight on bit, rotary speed, rate of penetration, mud weight, bulk density, porosity and delta sonic time. A real field data is used to predict the formation pressure using five different artificial intelligence (AI) methods such as; artificial neural networks (ANN), radial basis function (RBF), fuzzy logic (FL), support vector machine (SVM) and functional networks (FN). All AI tools were compared with different empirical models. AI methods estimated the formation pressure by a high accuracy (high correlation coefficient and low average absolute percentage error) and outperformed all previous. The advantage of the new technique is its simplicity, which represented from its estimation of pore pressure without the need of different trends as compared to other models which require a two different trend (normal or abnormal pressure). Moreover, by comparing the AI tools with each other, the results indicate that SVM has the advantage of pore pressure prediction by its fast processing speed and high performance (a high correlation coefficient of 0.997 and a low average absolute percentage error of 0.14%). In the end, a new empirical correlation for formation pressure was developed using ANN method that can estimate pore pressure with a high precision (correlation coefficient of 0.998 and average absolute percentage error of 0.17%).

Keywords: Artificial Intelligence (AI), Formation pressure, Artificial Neural Networks (ANN), Fuzzy Logic (FL), Support Vector Machine (SVM), Functional Networks (FN), Radial Basis Function (RBF)

Procedia PDF Downloads 126
559 Yield, Economics and ICBR of Different IPM Modules in Bt Cotton in Maharashtra

Authors: N. K. Bhute, B. B. Bhosle, D. G. More, B. V. Bhede

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The field experiments were conducted during kharif season of the year 2007-08 at the experimental farm of the Department of Agricultural Entomology, Vasantrao Naik Marathwada Krishi Vidyapeeth, Studies on evaluation of different IPM modules for Bt cotton in relation to yield economics and ICBR revealed that MAU and CICR IPM modules proved superior. It was, however, on par with chemical control. Considering the ICBR and safety to natural enemies, an inference can be drawn that Bt cotton with IPM module is the most ideal combination. Besides reduction in insecticide use, it is also expected to ensure favourable ecological and economic returns in contrast to the adverse effects due to conventional insecticides. The IPM approach, which takes care of varying pest situation, appears to be essential for gaining higher advantage from Bt cotton.

Keywords: yield, economics, ICBR, IPM Modules, Bt cotton

Procedia PDF Downloads 237
558 Design of a Lumbar Interspinous Process Fixation Device for Minimizing Soft Tissue Removal and Operation Time

Authors: Minhyuk Heo, Jihwan Yun, Seonghun Park

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It has been reported that intervertebral fusion surgery, which removes most of the ligaments and muscles of the spine, increases the degenerative disease in adjacent spinal segments. Therefore, it is required to develop a lumbar interspinous process fixation device that minimizes the risks and side effects from the surgery. The objective of the current study is to design an interspinous process fixation device with simple structures in order to minimize soft tissue removal and operation time during intervertebral fusion surgery. For the design concepts of a lumbar fixation device, the principle of the ratchet was first applied on the joining parts of the device in order to shorten the operation time. The coil spring structure was selected for connecting parts between the spinous processes so that a normal range of motion in spinal segments is preserved and degenerative spinal diseases are not developed in the adjacent spinal segments. The stiffness of the spring was determined not to interrupt the motion of a lumbar spine. The designed value of the spring stiffness allows the upper part of the spring to move ~10° which is higher than the range of flexion and extension for normal lumbar spine (6°-8°), when a moment of 10Nm is applied on the upper face of L1. A finite element (FE) model composed of L1 to L5 lumbar spines was generated to verify the mechanical integrity and the dynamic stability of the designed lumbar fixation device and to further optimize the lumbar fixation device. The FE model generated above produced the same pressure value on intervertebral disc and dynamic behavior as the normal intact model reported in the literature. The consistent results from this comparison validates the accuracy in the modeling of the current FE model. Currently, we are trying to generate an abnormal model with defects in one or more components of the normal FE model above. Then, the mechanical integrity and the dynamic stability of the designed lumbar fixation device will be analyzed after being installed in the abnormal model and then the lumbar fixation device will be further optimized.

Keywords: lumbar interspinous process fixation device, finite element method, lumbar spine, kinematics

Procedia PDF Downloads 207
557 Corporate Social Media: Understanding the Impact of Service Quality and Social Value on Customer Behavior

Authors: Regina Connolly, Murray Scott, William DeLone

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Social media are revolutionary technologies that are transforming the way we communicate, the way we collaborate and the way we influence. Companies are making major investments in platforms such as Facebook and Twitter because they realize that social media are an influential force on customer perceptions and behavior. However, to date there is little guidance on what constitutes an effective deployment of social media and there is no empirical evidence that social medial investments are yielding positive returns. This research develops and validates the components of an effective corporate social media platform in order to examine the impact of effective social media on customer intentions and behavior.

Keywords: service quality, social value, social media, IS success, Web 2.0, customer behaviour

Procedia PDF Downloads 527
556 Modelling Agricultural Commodity Price Volatility with Markov-Switching Regression, Single Regime GARCH and Markov-Switching GARCH Models: Empirical Evidence from South Africa

Authors: Yegnanew A. Shiferaw

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Background: commodity price volatility originating from excessive commodity price fluctuation has been a global problem especially after the recent financial crises. Volatility is a measure of risk or uncertainty in financial analysis. It plays a vital role in risk management, portfolio management, and pricing equity. Objectives: the core objective of this paper is to examine the relationship between the prices of agricultural commodities with oil price, gas price, coal price and exchange rate (USD/Rand). In addition, the paper tries to fit an appropriate model that best describes the log return price volatility and estimate Value-at-Risk and expected shortfall. Data and methods: the data used in this study are the daily returns of agricultural commodity prices from 02 January 2007 to 31st October 2016. The data sets consists of the daily returns of agricultural commodity prices namely: white maize, yellow maize, wheat, sunflower, soya, corn, and sorghum. The paper applies the three-state Markov-switching (MS) regression, the standard single-regime GARCH and the two regime Markov-switching GARCH (MS-GARCH) models. Results: to choose the best fit model, the log-likelihood function, Akaike information criterion (AIC), Bayesian information criterion (BIC) and deviance information criterion (DIC) are employed under three distributions for innovations. The results indicate that: (i) the price of agricultural commodities was found to be significantly associated with the price of coal, price of natural gas, price of oil and exchange rate, (ii) for all agricultural commodities except sunflower, k=3 had higher log-likelihood values and lower AIC and BIC values. Thus, the three-state MS regression model outperformed the two-state MS regression model (iii) MS-GARCH(1,1) with generalized error distribution (ged) innovation performs best for white maize and yellow maize; MS-GARCH(1,1) with student-t distribution (std) innovation performs better for sorghum; MS-gjrGARCH(1,1) with ged innovation performs better for wheat, sunflower and soya and MS-GARCH(1,1) with std innovation performs better for corn. In conclusion, this paper provided a practical guide for modelling agricultural commodity prices by MS regression and MS-GARCH processes. This paper can be good as a reference when facing modelling agricultural commodity price problems.

Keywords: commodity prices, MS-GARCH model, MS regression model, South Africa, volatility

Procedia PDF Downloads 173
555 Angiographic Evaluation of ETT (Treadmill) Positive Patients in a Tertiary Care Hospital of Bangladesh

Authors: Syed Dawood Md. Taimur, Saidur Rahman Khan, Farzana Islam

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Objective: To evaluate the factors which predetermine the coronary artery disease in patients having positive Exercise Tolerance Test (ETT) that is treadmill results and coronary artery findings. Methods: This descriptive study was conducted at Department of Cardiology, Ibrahim Cardiac Hospital & Research Institute,Dhaka,Bangladesh from 1st January, 2014 to 31st August, 2014. All patients who had done ETT (treadmill) for chest pain diagnosis were studied. One hundred and four patients underwent coronary angiogram after positive treadmill result. Patients were divided into two groups depending upon the angiographic findings, i.e. true positive and false positive. Positive treadmill test patients who have coronary artery involvement these are called true positive and who have no involvement they are called false positive group. Both groups were compared with each other. Results: Out of 104 patients, 81 (77.9%) patients had true positive ETT and 23 (22.1%) patients had false positive ETT. The mean age of patients in positive ETT was 53.46± 8.06 years and male mean age was 53.63±8.36 years and female was 52.87 ± 7.0 years. Sixty nine (85.19%) male patients and twelve (14.81%) female patients had true positive ETT, whereas 15 (65.21%) males and 8 (34.79%) females had false positive ETT, this was statistically significant (p<0.032)difference in the two groups(sex) in comparison of true and false positive ETT. The risk factors of these patients like diabetes mellitus, hypertension, dyslipidemia, family history and smoking were seen among these patients. Hypertensive patients having true positive which were statically significant (p<0.004) and diabetic, dyslipidaemic patients having true positive which were statically significant (p < 0.032 & 0.030).True positive patients had family history were 68 (83.95%) and smoking were 52 (64.20%), where family history patients had statistically significant(p<0.017) between two groups of patients and smokers were significant (p<0.012). 46 true positive patients achieved THR which was not statistically significant (P<0.138)and 79 true patients had abnormal resting ECG whether it was significant (p<0.036). Amongst the vessels involvement the most common was LAD 55 (67.90%), followed by LCX 42 (51.85%), RCA 36 (44.44%) and the LMCA was 9 (11.11%), .40 patients (49.38%) had SVD, 26 (30.10%) had DVD, 15(18.52%) had TVD and 23 had normal coronary arteries. Conclusion: It can be concluded that among the female patients who have positive ETT with normal resting ECG, who had achieved target heart rate are likely to have a false positive test result. Conversely male patients,resting abnormal ECG who had not achieved THR, symptom limited ETT, have a hypertension, diabetis, dyslipidaemic, family history and smoking are likely to have a true positive treadmill test result.

Keywords: exercise tolerance test, coronary artery disease, coronary angiography, true positive, false positive

Procedia PDF Downloads 237
554 Human Resource Development and Social Entrepreneurship: A Pan-African Perspective

Authors: Leon C. Prieto, Simone T. A. Phipps

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There is a need to promote social entrepreneurship in order to solve some of the complex problems facing various countries in Africa (poverty, unemployment, crime, HIV, etc.). For example, one possible consequence of the HIV/AIDS crisis in Zimbabwe and elsewhere is a deterioration in the educational opportunities for orphans and other vulnerable children. Given that high returns are associated with education, the loss of education for a large segment of the population would likely worsen the already dire economic consequences of the HIV/AIDS crisis. Using a systems approach, this paper argues that social entrepreneurship can be used as a vehicle to promote national human resource development, which will assist in the alleviation of societal ills on the national level as well as throughout Africa.

Keywords: human resource development, pan-african, social entrepreneurship, social enterprise

Procedia PDF Downloads 345
553 Sustainability with Health: A Daylighting Approach

Authors: Mohamed Boubekri

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Daylight in general and sunlight in particular are vital to life on earth, and it is not difficult to believe that their absence fosters conditions that promote disease. Through photosynthesis and other processes, sunlight provides photochemical ingredients necessary for our lives. There are fundamental biological, hormonal, and physiological functions coordinated by cycles that are crucial to life for cells, plants, animals, and humans. Many plants and animals, including humans, develop abnormal behaviors when sunlight is absent because their diurnal cycle is disturbed. Building​ codes disregard this aspect of daylighting when promulgating windows for buildings. This paper discusses the health aspects of daylighting design.

Keywords: daylighting, health, sunlight, sleep, disorders, circadian rythm, cancer

Procedia PDF Downloads 310
552 The Impacts of Natural Resources-Funded Infrastructure Investment in Africa: Evidence from Guinea-Bissau

Authors: Julio Vicente Cateia

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This study aims to analyze the economic impacts of infrastructure investment in Africa, focusing on the Guinea-Bissau economy. Through a dynamic CGE model, we find that the natural resource revenues (or aid)-funded infrastructure investments generate externalities that increase factor returns. The private investment improvements propagate externalities effects on GDP and job opportunities outcomes. Household income and consumption were positively impacted, though the poorer benefited the most. The income inequality has reduced. However, funding by the mix of debt and direct taxes produces opposite effects. We suggest a potential pro-poor growth agenda in Africa.

Keywords: infrastructure investment, poverty alleviation, CGE modeling, African economies, applied economics

Procedia PDF Downloads 108
551 Dielectric Properties of Ni-Al Nano Ferrites Synthesized by Citrate Gel Method

Authors: D. Ravinder, K. S. Nagaraju

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Ni–Al ferrite with composition of NiAlxFe2-xO4 (x=0.2, 0.4 0.6, and 0.8, ) were prepared by citrate gel method. The dielectric properties for all the samples were investigated at room temperature as a function of frequency. The dielectric constant shows dispersion in the lower frequency region and remains almost constant at higher frequencies. The frequency dependence of dielectric loss tangent (tanδ) is found to be abnormal, giving a peak at certain frequency for mixed Ni-Al ferrites. A qualitative explanation is given for the composition and frequency dependence of the dielectric loss tangent.

Keywords: ferrites, citrate method, lattice parameter, dielectric constant

Procedia PDF Downloads 269
550 Entropy Risk Factor Model of Exchange Rate Prediction

Authors: Darrol Stanley, Levan Efremidze, Jannie Rossouw

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We investigate the predictability of the USD/ZAR (South African Rand) exchange rate with sample entropy analytics for the period of 2004-2015. We calculate sample entropy based on the daily data of the exchange rate and conduct empirical implementation of several market timing rules based on these entropy signals. The dynamic investment portfolio based on entropy signals produces better risk adjusted performance than a buy and hold strategy. The returns are estimated on the portfolio values in U.S. dollars. These results are preliminary and do not yet account for reasonable transactions costs, although these are very small in currency markets.

Keywords: currency trading, entropy, market timing, risk factor model

Procedia PDF Downloads 244