Search results for: daily price limit

Authors: Giacomo Ciani

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This paper reviews the impact of quantum noise on modern gravitational wave interferometers and explains how squeezed vacuum states are used to push the noise below the standard quantum limit. With the first detection of gravitational waves from a pair of colliding black holes in September 2015 and subsequent detections including that of gravitational waves from a pair of colliding neutron stars, the ground-based interferometric gravitational wave observatories LIGO and VIRGO have opened the era of gravitational-wave and multi-messenger astronomy. Improving the sensitivity of the detectors is of paramount importance to increase the number and quality of the detections, fully exploiting this new information channel about the universe. Although still in the commissioning phase and not at nominal sensitivity, these interferometers are designed to be ultimately limited by a combination of shot noise and quantum radiation pressure noise, which define an envelope known as the standard quantum limit. Despite the name, this limit can be beaten with the use of advanced quantum measurement techniques, with the use of squeezed vacuum states being currently the most mature and promising. Different strategies for implementation of the technology in the large-scale detectors, in both their frequency-independent and frequency-dependent variations, are presented, together with an analysis of the main technological issues and expected sensitivity gain.

Keywords: gravitational waves, interferometers, squeezed vacuum, standard quantum limit

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Authors: Tawfig Falani, Abdulalaziz Saleh

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Air pollution has become a major environmental issue with definitive repercussions on human health. Global concerns have been raised about the health effects of deteriorating air quality due mainly to widespread industrialization and urbanization. To assess the quality of air in Brega, air quality indicators were calculated using the U.S. Environmental Protection Agency procedure. Air quality was monitored from 01/10/2019 to 28/02/2021 with a daily average measuring six pollutants of particulate matter <2.5µm (PM2.5), and <10µm (PM₁₀), sulfur dioxide (SO₂), nitrogen dioxide (NO₂), ozone (O₃), and carbon monoxide (CO). The result indicated that air pollution at general air quality monitoring sites for sulphur dioxide, carbon monoxide, PM₁₀ and PM2.5 and nitrogen dioxide are always within the permissible limit. Referring to a monthly average of Pollutants in the Brega Industrial area, all months were out of AQG limit for NO₂, and the same with O₃ except for two months. For PM2.5 and PM₁₀ 7, 5 out of 17 months were out of limits, respectively. Relative AQI for ozone is found in the range of moderate category of general air pollution, and the worst month was Nov. 2020, which was marked as Very Unhealthy category, then the next two months (Dec. 2020 and Jan. 2021 ) were Unhealthy categories. It's the first time that we have used the AQI in SOC, and not usually used in Libya to identify the quality of air pollution. So, I think it will be useful if AQI is used as guidance for specified air pollution. That dictate putting monitoring stations beside any industrial activity that has emissions of the six major air pollutants.

Keywords: air quality, air pollutants, air quality index (AQI), particulate matter

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Authors: Orawan Vichiansan, J. Kraipoj, K.Phandech, P. Sirasaporn

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Generally, frozen shoulder will improve over time, although it may take a long time up to year. The symptoms of frozen shoulder present by pain around shoulder and consequently limit range of motions. The effect of frozen shoulder leads to limit activities daily living life and high medical care cost. Physiotherapy is well known treatment for frozen shoulder but there was no data about the treatment of physiotherapy in frozen shoulder and length of follow up. Thus the aim of this study was to investigate physiotherapy program for frozen shoulder on range of motion and length of follow up. A retrospective study design was conducted. 469 medical records of patients with frozen shoulder were reviewed. These frozen shoulders were treated at physiotherapy unit, department of Rehabilitation last 3 years (January, 2014- December, 2016). The data consist of range of motions and length of follow up was recorded. The medical record of 183 males and 286 females with average aged 57.82±12.32 years were reviewed in this study. There was a statistically significant increase in shoulder flexion [mean difference 30.24 with 95%CI were [24.37-36.12], shoulder abduction [mean difference 34.93 with 95%CI were 27.8-42.0], shoulder internal rotation [mean difference 17.25 with 95%CI were 12.55-21.95] and shoulder external rotation [mean difference 17.71 with 95%CI were [13.07-22.36] respectively. In addition, the length of follow up averaged 84 days. In summary, the retrospective study show physiotherapy program likely to be benefit for patients with frozen shoulder in term of range of motion and short length of follow up.

Keywords: frozen shoulder, physiotherapy, range of motions, length of follow up

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Authors: Aminu Yakubu Umar

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X-ray is the major contributor to the effective dose of both the patient and the personnel. Because of the radiological risks involved, it is usually recommended that dose to patient from X-ray be kept as low as reasonably achievable (ALARA) with adequate image quality. The implementation of quality assurance in diagnostic radiology can help greatly in achieving that, as it is a technique designed to reduce X-ray doses to patients undergoing radiological examination. In this study, quality control was carried out in six hospitals, which involved KVp test, evaluation of total filtration, test for constancy of radiation output, and check for mA linearity. Equipment used include KVp meter, Rad-check meter, aluminum sheets (0.1–1.0 mm) etc. The results of this study indicate that, the age of the X-ray machines in the hospitals ranges from 3-13 years, GHI and GH2 being the oldest and FMC being the newest. In the evaluation of total filtration, the HVL of the X-ray machines in the hospitals varied, ranging from 2.3-5.2 mm. The HVL was found to be highest in AHC (5.2 mm), while it was lowest in GH3 (2.3 mm). All HVL measurements were done at 80 KVp. The variation in voltage accuracy in the hospitals ranges from 0.3%-127.5%. It was only in GH1 that the % variation was below the allowed limit. The test for constancy of radiation output showed that, the coefficient of variation ranges from 0.005–0.550. In GH3, FMC and AHC, the coefficient of linearity were less than the allowed limit, while in GH1, GH2 and GH4 the coefficient of linearity had exceeded the allowed limit. As regard to mA linearity, FMC and AHC had their coefficients of linearity as 0.12 and 0.10 respectively, which were within the accepted limit, while GH1, GH3 and GH4 had their coefficients as 0.16, 0.69 and 0.98 respectively, which exceeded the allowed limit.

Keywords: radiation, X-ray output, quality control, half-value layer, mA linearity, KVp variation

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Authors: Samira Mohabbatdar, Abbas Ahmadi, Mohsen S. Sajadieh

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This paper deals with a two-level supply chain consisted of one manufacturer and one retailer for single-type product. The demand function of the customers depends on price. We consider an integrated production inventory system where the manufacturer processes raw materials in order to deliver finished product with imperfect quality to the retailer. Then retailer inspects the products and after that delivers perfect products to customers. The proposed model is based on the joint total profit of both the manufacturer and the retailer, and it determines the optimal ordering lot-size, number of shipment and selling price of the retailer. A numerical example is provided to analyse and illustrate the behaviour and application of the model. Finally, sensitivity analysis of the key parameters are presented to test feasibility of the model.

Keywords: supply chain, pricing policy, defective quality, joint economic lot sizing

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Authors: Shahadut Hossain, Jacek Wesolowski, Zahirul Hoque

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In many epidemiological and environmental studies covariate measurements are subject to the detection limit. In most applications, covariate measurements are usually truncated from below which is known as left-truncation. Because the measuring device, which we use to measure the covariate, fails to detect values falling below the certain threshold. In regression analyses, it causes inflated bias and inaccurate mean squared error (MSE) to the estimators. This paper suggests a response-based regression calibration method to correct the deleterious impact introduced by the covariate detection limit in the estimators of the parameters of simple logistic regression model. Compared to the maximum likelihood method, the proposed method is computationally simpler, and hence easier to implement. It is robust to the violation of distributional assumption about the covariate of interest. In producing correct inference, the performance of the proposed method compared to the other competing methods has been investigated through extensive simulations. A real-life application of the method is also shown using data from a population-based case-control study of non-Hodgkin lymphoma.

Keywords: environmental exposure, detection limit, left truncation, bias, ad-hoc substitution

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Authors: Marcelo Costa Cardoso, Luciano Pessanha Moreira

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In this work, the plastic behaviour of cold-rolled zinc coated dual-phase steel sheets DP600 and DP800 grades is firstly investigated with the help of uniaxial, hydraulic bulge and Forming Limit Curve (FLC) tests. The uniaxial tensile tests were performed in three angular orientations with respect to the rolling direction to evaluate the strain-hardening and plastic anisotropy. True stress-strain curves at large strains were determined from hydraulic bulge testing and fitted to a work-hardening equation. The limit strains are defined at both localized necking and fracture conditions according to Nakajima’s hemispherical punch procedure. Also, an elasto-plastic localization model is proposed in order to predict strain and stress based forming limit curves. The investigated dual-phase sheets showed a good formability in the biaxial stretching and drawing FLC regions. For both DP600 and DP800 sheets, the corresponding numerical predictions overestimated and underestimated the experimental limit strains in the biaxial stretching and drawing FLC regions, respectively. This can be attributed to the restricted failure necking condition adopted in the numerical model, which is not suitable to describe the tensile and shear fracture mechanisms in advanced high strength steels under equibiaxial and biaxial stretching conditions.

Keywords: advanced high strength steels, forming limit curve, numerical modelling, sheet metal forming

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Authors: Xinyi Zhao, Furong Tian

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Mycotoxins are secondary metabolic products of fungi. These are poisonous, carcinogens and mutagens in nature and pose a serious health threat to both humans and animals, causing severe illnesses and even deaths. The rapid, simple and cheap detection methods of mycotoxins are of immense importance and in great demand in the food and beverage industry as well as in agriculture and environmental monitoring. Lateral flow immunochromatographic strips (ICSTs) have been widely used in food safety, environment monitoring. Forty-six papers were identified and reviewed on Google Scholar and Scopus for their limit of detection and nanomaterial on Lateral flow immunochromatographic strips on different types of mycotoxins. The papers were dated 2001-2021. Twenty five papers were compared to identify the lowest limit of detection of among different mycotoxins (Aflatoxin B1: 10, Zearalenone:5, Fumonisin B1: 5, Trichothecene-A: 5). Most of these highly sensitive strips are competitive. Sandwich structure are usually used in large scale detection. In conclusion, the mycotoxin receives that most researches is aflatoxin B1 and its limit of detection is the lowest. Gold-nanopaticle based immunochromatographic test strips has the lowest limit of detection. Five papers involve smartphone detection and they all detect aflatoxin B1 with gold nanoparticles. In these papers, quantitative concentration results can be obtained when the user uploads the photograph of test lines using the smartphone application.

Keywords: aflatoxin B1, limit of detection, gold nanoparticle, lateral flow immunochromatographic strips, mycotoxins

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Authors: Sungzoon Cho, Hye Jin Lee, Sungwhan Jeon, Dongyoung Min, Sungwon Lyu

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Major public corporations worldwide use conference calls to report their quarterly earnings. These 'earnings' conference calls allow for questions from stock analysts. We investigated if it is possible to identify sentiment from the call script and use it to predict stock price movement. We analyzed call scripts from six companies, two each from Korea, China and Indonesia during six years 2011Q1 – 2017Q2. Random forest with Frequency-based sentiment scores using Loughran MacDonald Dictionary did better than control model with only financial indicators. When the stock prices went up 20 days from earnings release, our model predicted correctly 77% of time. When the model predicted 'up,' actual stock prices went up 65% of time. This preliminary result encourages us to investigate advanced sentiment scoring methodologies such as topic modeling, auto-encoder, and word2vec variants.

Keywords: earnings call script, random forest, sentiment analysis, stock price prediction

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Authors: Siphat Lim

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The result of the study revealed that the interaction between money, exchange rate, and price level was mainly derived from the policy-induced by the central bank. Furthermore, the variation of inflation was explained weakly by exchange rate and money supply. In the period of twelfth-month, the variation of inflation which caused by exchange rate and money supply were not more than 1.78 percent and 9.77 percent, respectively.

Keywords: money supply, exchange rate, price level, VAR model

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Authors: Cornelius Michael Ekenta, Aderonke Bashirat Mohammed, Sefi Ahmed

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The research examined the impact of flooding on food calorie intake and health challenges among smallholder farm households in Koton Karfe Local Government Area of Kogi State, Nigeria. Purposive and random sampling techniques were used to select 130 farm households in selected villages in the area. Primary data were generated through the administration of a well-structured questionnaire. Data were analyzed with descriptive statistics, Double Difference Estimator (DDE), Calorie Intake Estimation Function, t-test, and multiple regressions. The result shows that farm households lost an average of 132, 950kg of selected crops amounting to about N20m ($56, 542) loose in income. Food daily calorie intake indicates a loss of an average of 715.18Kcal, showing a significant difference in calorie intake before and after flooding (t = 2.0629) at 5% probability. Furthermore, the health challenges most prevalent during flooding were malaria fever, typhoid fever, cholera, and dysentery. The determinants of daily calorie intake were age, household size, level of income, flooding, health challenges, and food price. The study concluded that flooding had negative impacts on crop output and income, daily food calorie intact, and health challenges of a farm household in the study area. It was recommended that the State Government should make adequate and proper arrangements to relocate residents of the area at the warning of possible flooding by the National Metrological Centre and should, through the State Emergency Management Agency (SEMA), provide relieve items to the residents to cushion the effects of the flooding.

Keywords: calorie, cholera, flooding, health challenges, impact

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Authors: Tai-Yue Wang, Yi-Ho Chen

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In this study, we investigate a two-echelon supply chain with two suppliers and three retailers among which one retailer dominates other retailers. A price competition demand function is used to model this dominant retailer, which is leading market. The promotion strategies and negotiation schemes are integrated to form decision-making models under different scenarios. These models are then formulated into different mathematical programming models. The decision variables such as promotional costs, retailer prices, wholesale price, and order quantity are included in these models. At last, the distributions of promotion costs under different cost allocation strategies are discussed. Finally, an empirical example used to validate our models. The results from this empirical example show that the profit model will create the largest profit for the supply chain but with different profit-sharing results. At the same time, the more risk a member can take, the more profits are distributed to that member in the utility model.

Keywords: supply chain, price promotion, mathematical models, dominant retailer

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Authors: Filip Dodigovic, Kreso Ivandic, Damir Stuhec, S. Strelec

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The general difference analysis between the former and new design concepts in geotechnical engineering is carried out. The application of new regulations results in the need for real adaptation of the computation principles of limit states, i.e. by providing a uniform way of analyzing engineering tasks. Generally, it is not possible to unambiguously match the limit state verification procedure with those in the construction engineering. The reasons are the inability to fully consistency of the common probabilistic basis of the analysis, and the fundamental effect of material properties on the value of actions and the influence of actions on resistance. Consequently, it is not possible to apply separate factorization with partial coefficients, as in construction engineering. For the slope stability analysis design procedures problems in the light of the use of limit states in relation to the concept of allowable stresses is detailed in. The quantifications of the safety margins in the slope stability analysis for both approaches is done. When analyzing the stability of the slope, by the strict application of the adopted forms from the new regulations for significant external temporary and/or seismic actions, the equivalent margin of safety is increased. The consequence is the emergence of more conservative solutions.

Keywords: allowable pressure, Eurocode 7, limit states, slope stability

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Authors: Pierluigi Gallo, Francesco Randazzo, Ignazio Gallo

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In recent years, many new and interesting models of successful online business have been developed. Many of these are based on the competition between users, such as online auctions, where the product price is not fixed and tends to rise. Other models, including group-buying, are based on cooperation between users, characterized by a dynamic price of the product that tends to go down. There is not yet a business model in which both sellers and buyers are grouped in order to negotiate on a specific product or service. The present study investigates a new extension of the group-buying model, called fair, which allows aggregation of demand and supply for price optimization, in a cooperative manner. Additionally, our system also aggregates products and destinations for shipping optimization. We introduced the following new relevant input parameters in order to implement a double-side aggregation: (a) price-quantity curves provided by the seller; (b) waiting time, that is, the longer buyers wait, the greater discount they get; (c) payment time, which determines if the buyer pays before, during or after receiving the product; (d) the distance between the place where products are available and the place of shipment, provided in advance by the buyer or dynamically suggested by the system. To analyze the proposed model we implemented a system prototype and a simulator that allows studying effects of changing some input parameters. We analyzed the dynamic price model in fairs having one single seller and a combination of selected sellers. The results are very encouraging and motivate further investigation on this topic.

Keywords: auction, aggregation, fair, group buying, social buying

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Authors: Himayatullah Khan

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This study estimates supply response function of sugarcane in Pakistan from 1980-81 to 2012-13. The study uses co-integration approach and error correction mechanism. Sugarcane production, area and price series were tested for unit root using Augmented Dickey Fuller (ADF). The study found that these series were stationary at their first differenced level. Using the Augmented Engle-Granger test and Cointegrating Regression Durbin-Watson (CRDW) test, the study found that “production and price” and “area and price” were co-integrated suggesting that the two sets of time series had long-run or equilibrium relationship. The results of the error correction models for the two sets of series showed that there was disequilibrium in the short run there may be disequilibrium. The Engle-Granger residual may be thought of as the equilibrium error which can be used to tie the short-run behavior of the dependent variable to its long-run value. The Granger-Causality test results showed that log of price granger caused both the long of production and log of area whereas, the log of production and log of area Granger caused each other.

Keywords: co-integration, error correction mechanism, Granger-causality, sugarcane, supply response

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Authors: Amal Ezzidani, Abdelghani Ben Tahar, Mohamed Hanini

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A sequence of finite tandem queue is considered for this study. Each one has a single server, which operates under the egalitarian processor sharing discipline. External customers arrive at each queue according to a renewal input process and having a general service times distribution. Upon completing service, customers leave the current queue and enter to the next. Under mild assumptions, including critical data, we prove the existence and the uniqueness of the fluid solution. For asymptotic behavior, we provide necessary and sufficient conditions for the invariant state and the convergence to this invariant state. In the end, we establish the convergence of a correctly normalized state process to a fluid limit characterized by a system of algebraic and integral equations.

Keywords: fluid limit, fluid model, measure valued process, processor sharing, tandem queue

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Authors: Margarida Plana

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The end-users behavior has been identified in the last years as one of the main responsible for the success degree of the energy efficiency improvements. It is essential to create tools to limit their impact on the final consumption. This paper is focused on presenting the results of the analysis developed on the basis of real projects’ data in order to quantify the impact of end-users behavior. The analysis is focused on how the behavior of building’s occupants can vary the achievement of the energy savings targets and how they can be limited. The results obtained show that the management systems are one of the main tools available to control and limit the end-users interaction with the equipment operation. In fact, the results will present the management systems as ‘a must’ on any energy efficiency project.

Keywords: end-users impacts, energy efficiency, energy savings, management systems

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Authors: Cristian Pauna

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Trading the financial markets is a widespread activity today. A large number of investors, companies, public of private funds are buying and selling every day in order to make profit. Algorithmic trading is the prevalent method to make the trade decisions after the electronic trading release. The orders are sent almost instantly by computers using mathematical models. This paper will present a price prediction methodology based on a multi-dimensional neural network. Using the Fisher transform, the neural network will be instructed for a low-latency auto-adaptive process in order to predict the price evolution for the next period of time. The model is designed especially for algorithmic trading and uses the real-time price series. It was found that the characteristics of the Fisher function applied at the nodes scale level can generate reliable trading signals using the neural network methodology. After real time tests it was found that this method can be applied in any timeframe to trade the financial markets. The paper will also include the steps to implement the presented methodology into an automated trading system. Real trading results will be displayed and analyzed in order to qualify the model. As conclusion, the compared results will reveal that the neural network methodology applied together with the Fisher transform at the nodes level can generate a good price prediction and can build reliable trading signals for algorithmic trading.

Keywords: algorithmic trading, automated trading systems, financial markets, high-frequency trading, neural network

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Authors: Edson Vengesai

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Derivative products have become essential instruments in portfolio diversification, price discovery, and, most importantly, risk hedging. Derivatives are complex instruments; their valuation, volatility implications, and real impact on the underlying assets' behaviour are not well understood. Little is documented empirically, with conflicting conclusions on how these instruments affect firm risk exposures. Given the growing interest in using derivatives in risk management and portfolio engineering, this study examines the practical impact of derivative usage on the underlying stock price exposure and systematic risk. The paper uses data from South African listed firms. The study employs GARCH models to understand the effect of derivative uses on conditional stock volatility. The GMM models are used to estimate the effect of derivatives use on stocks' systematic risk as measured by Beta and on the total risk of stocks as measured by the standard deviation of returns. The results provide evidence on whether derivatives use is instrumental in reducing stock returns' systematic and total risk. The results are subjected to numerous controls for robustness, including financial leverage, firm size, growth opportunities, and macroeconomic effects.

Keywords: derivatives use, hedging, volatility, stock price exposure

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Authors: Zhaojun Wang, Zongdi Sun, Yongjie Chen, Manman Chen, Linghui Wang

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This paper uses the analytic hierarchy process to study the execution effect of the minimum purchase price of grain in different regions and various grain crops. Firstly, for different regions, five indicators including grain yield, grain sown area, gross agricultural production, grain consumption price index, and disposable income of rural residents were selected to construct an evaluation index system. We collect data of six provinces including Hebei Province, Heilongjiang Province and Shandong Province from 2006 to 2017. Then, the judgment matrix is constructed, and the hierarchical single ordering and consistency test are carried out to determine the scoring standard for the minimum purchase price of grain. The ranking of the execution effect from high to low is: Heilongjiang Province, Shandong Province, Hebei Province, Guizhou Province, Shaanxi Province, and Guangdong Province. Secondly, taking Shandong Province as an example, we collect the relevant data of sown area and yield of cereals, beans, potatoes and other crops from 2006 to 2017. The weight of area and yield index is determined by expert scoring method. And the average sown area and yield of cereals, beans and potatoes in 2006-2017 were calculated, respectively. On this basis, according to the sum of products of weights and mean values, the execution effects of different grain crops are determined. It turns out that among the cereals, the minimum purchase price had the best execution effect on paddy, followed by wheat and finally maize. Moreover, among major categories of crops, cereals perform best, followed by beans and finally potatoes. Lastly, countermeasures are proposed for different regions, various categories of crops, and different crops of the same category.

Keywords: analytic hierarchy process, grain yield, grain sown area, minimum grain purchase price

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Authors: Ketseas Dimitris

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In this work, we investigate the effect of noise on a classical two-degree-of-freedom pitch-plunge aeroelastic system. The inlet velocity of the flow is modelled as a stochastically varying parameter by the Ornstein-Uhlenbeck (OU) stochastic process. The system is a 2D airfoil, and the elastic problem is simulated using linear springs. We study the manifestation of Limit Cycle Oscillations (LCO) that correspond to the varying fluid velocity under the dynamic stall regime. We aim to delve into the unexplored facets of the classical pitch-plunge aeroelastic system, seeking a comprehensive understanding of how parametric noise influences the occurrence of LCO and expands the boundaries of its known behavior.

Keywords: aerodynamics, aeroelasticity, computational fluid mechanics, stall flutter, stochastical processes, limit cycle oscillation

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Authors: Hassan Adedoyin Rasaq

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The marketing efforts of the present day business is not just geared towards meeting the consumer’s needs at a price, but ensuring good customer satisfaction, and strategizing on how to retain such customers. Customer satisfaction and retention is achievable through the co-ordination of the marketing mixes; Product, Price, Promotion and Place; Relationship Marketing; After-Sales Service; Rebates/Discounts/Price reduction policy and Total Quality Management (TQM). A first-hand customer, If well satisfied, will become a company’s repeat customer, proceeds to become a client and goes further to become an advocate of the company by applauding the company’s products/services and encouraging others to buy from it. It is the objective of this paper, therefore, to guide business organizations on how to enhance customer satisfaction, and retain existing customers as a means of long-term survival in marketing. The responses of 72 randomly selected Marketing personnel spread across three (3) food and beverage companies in Nigeria were analyzed. One hypothesis was tested using a one-way analysis of variance (ANOVA) statistical tool, and it was discovered that Relationship marketing contributed to organizational profitability and growth.

Keywords: customer satisfaction, retention strategies, marketing, marketing mixes

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Authors: Yun-Ching Tu, Yu-Chun Chih

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People with aphasia (PWA) may have communicative difficulties in their daily lives, but research on functional communication in aphasia is still limited in Taiwan. The aim of the study was to investigate the impact of aphasia-related factors on functional communication assessment. This study adopted a convenience sampling method. Thirty aphasic participants participated in the study. During the test, the examiner would ask questions that are encountered in daily life and record the participant‘s responses. Some questions would provide pictures to simulate situations in daily life. The results showed that the non-fluent aphasia group performed significantly worse than the fluent aphasia group. In addition, patients with severe aphasia performed significantly lower scores than patients with moderate aphasia and mild aphasia. However, group differences in the chronic stage and acute stage were not significant. In sum, since communication in daily life is diverse and language is still needed in the communication process, patients with aphasia who have better language ability may have relatively better functional communication. In contrast, the more severely impaired the language ability of a patient with aphasia is, the more functional communication will be affected, resulting in poor communication performance in daily life.

Keywords: adult, aphasia, assessment, functional communication

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Authors: Sarah Elmammeri

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This paper will represent the postcolonial every day in the journey of asylum seekers through the asylum process in the UK. It represents everyday borders, which are defined as everyday barriers, and obstacles facing asylum seekers and refugees in the host country. These everyday barriers can be legal, financial, social and educational under the umbrella of the racialized administrative border creating a package. The arguments build on a set of 21 semi-structured interviews in English and Arabic. The interviews were conducted in the UK, online via zoom lasting between 25 minutes and 2 hours with asylum seekers, refugees, Non-governmental organisations workers and volunteers. The interviews focus on the meaning of borders both physical and metaphorical and ways to challenge the ongoing postcolonial everyday border practices. The findings conclude that these barriers are there deliberately and intentionally to target asylum seekers and limit their legal right to claim asylum in a form of policy and regulations. People in the asylum process, NGO workers, and refugees relate to this aspect of the everyday borders. Second, these barriers come intertwined together creating a structure that interferes with the daily life of an asylum seeker and later affects people with refugee status creating racialised barriers starting with the structural and official form of it: the asylum process. These structural barriers will be linked forming a multi-level barrier enhancing the racialisation of people who are categorised and selected.

Keywords: everyday borders, asylum policies, inclusion and exclusion, refugees and asylum seekers

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Authors: Golaleh Ghaffari

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A basin sediment yield refers to the amount of sediment exported by a basin over a period of time, which will enter a reservoir located at the downstream limit of the basin. The Soil and Water Assessment Tool (SWAT, 2008) was used to hydrology and sediment transport modeling at daily and monthly time steps within the Gheshlagh dam basin in north-west of Iran. The SWAT model and Geographic Information System (GIS) techniques were applied to evaluate basin hydrology and sediment yield using historical flow and sediment data and to identify and prioritize critical sub-basins based on sediment transport. The results of this study indicated that simulated daily discharge and sediment values matched the observed values satisfactorily. The model predicted that mean annual basin precipitation for the total study period (413 mm) was partitioned in to evapotranspiration (36%), percolation/groundwater recharge (21%) and stream water (25%), yielding 18% surface runoff. Potential source areas of erosion were also identified with the model. The range of the annual contributing erosive zones varied spatially from 0.1 to 103 t/ha according to the slope and land use at the basin scale. Also the fifteen sub basins create the 60% of the total sediment yield between the all (102) sub basins. The results of the study indicated that SWAT can be a useful tool for assessing hydrology and sediment yield response of the watersheds in the region.

Keywords: erosion, Gheshlagh dam, sediment yield, SWAT

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Authors: Janne Engblom, Elias Oikarinen

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The understanding of housing price dynamics is of importance to a great number of agents: to portfolio investors, banks, real estate brokers and construction companies as well as to policy makers and households. A panel dataset is one that follows a given sample of individuals over time, and thus provides multiple observations on each individual in the sample. Panel data models include a variety of fixed and random effects models which form a wide range of linear models. A special case of panel data models is dynamic in nature. A complication regarding a dynamic panel data model that includes the lagged dependent variable is endogeneity bias of estimates. Several approaches have been developed to account for this problem. In this paper, the panel models were estimated using the Common Correlated Effects estimator (CCE) of dynamic panel data which also accounts for cross-sectional dependence which is caused by common structures of the economy. In presence of cross-sectional dependence standard OLS gives biased estimates. In this study, U.S housing price dynamics were examined empirically using the dynamic CCE estimator with first-difference of housing price as the dependent and first-differences of per capita income, interest rate, housing stock and lagged price together with deviation of housing prices from their long-run equilibrium level as independents. These deviations were also estimated from the data. The aim of the analysis was to provide estimates with comparisons of estimates between 1980-1999 and 2000-2012. Based on data of 50 U.S cities over 1980-2012 differences of short-run housing price dynamics estimates were mostly significant when two time periods were compared. Significance tests of differences were provided by the model containing interaction terms of independents and time dummy variable. Residual analysis showed very low cross-sectional correlation of the model residuals compared with the standard OLS approach. This means a good fit of CCE estimator model. Estimates of the dynamic panel data model were in line with the theory of housing price dynamics. Results also suggest that dynamics of a housing market is evolving over time.

Keywords: dynamic model, panel data, cross-sectional dependence, interaction model

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Authors: Zafar Mahmood, Surayya Naz, Nazir Shah Khattak

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The degree of freedom relates to our capability to observe or model the energy paths within the system. Higher the number of energy paths being modeled leaves to us a higher degree of freedom, but increasing the time and modeling complexity rendering it useless for today’s world’s need for minimum time to market. Since the number of residuals that can be uniquely isolated are dependent on the number of independent outputs of the system, increasing the number of sensors required. The examples of discrete position sensors that may be used to form an array include limit switches, Hall effect sensors, optical sensors, magnetic sensors, etc. Their mechanical design can usually be tailored to fit in the transitional path of an STME in a variety of mechanical configurations. The case studies into multi-sensor system were carried out and actual data from sensors is used to test this generic framework. It is being investigated, how the proper modeling of limit switches as timing sensors, could lead to unified and neutral residual space while keeping the implementation cost reasonably low.

Keywords: low-cost limit sensors, fault diagnostics, Single Throw Mechanical Equipment (STME), parameter estimation, parity-space

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Authors: Montserrat Guillen, Stephania Mosquera-Lopez, Jorge Uribe

Abstract:

An empirical study of market risk transmission between electricity prices in the Nord Pool interconnected market is done. Crucially, it is differentiated between risk propagation in the two tails of the price variation distribution. Thus, the downside risk from upside risk spillovers is distinguished. The results found document an asymmetric nature of risk and risk propagation in the two tails of the electricity price log variations. Risk spillovers following price increments in the market are transmitted to a larger extent than those after price reductions. Also, asymmetries related to both, the size of the transaction area and related to whether a given area behaves as a net-exporter or net-importer of electricity, are documented. For instance, on the one hand, the bigger the area of the transaction, the smaller the size of the volatility shocks that it receives. On the other hand, exporters of electricity, alongside countries with a significant dependence on renewable sources, tend to be net-transmitters of volatility to the rest of the system. Additionally, insights on the predictive power of positive and negative semivariances for future market volatility are provided. It is shown that depending on the forecasting horizon, downside and upside shocks to the market are featured by a distinctive persistence, and that upside volatility impacts more on net-importers of electricity, while the opposite holds for net-exporters.

Keywords: electricity prices, realized volatility, semivariances, volatility spillovers

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Authors: Weigao. Wu, Stefano. Utili

Abstract:

Based on the kinematic approach of limit analysis, a full set of upper bound solutions for the stability of homogeneous rock slopes subjected to tension cracks are obtained. The generalized Hoek-Brown failure criterion is employed to describe the non-linear strength envelope of rocks. In this paper, critical failure mechanisms are determined for cracks of known depth but unspecified location, cracks of known location but unknown depth, and cracks of unspecified location and depth. It is shown that there is a nearly up to 50% drop in terms of the stability factors for the rock slopes intersected by a tension crack compared with intact ones. Tables and charts of solutions in dimensionless forms are presented for ease of use by practitioners.

Keywords: Hoek-Brown failure criterion, limit analysis, rock slope, tension cracks

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Authors: Marin Senila, Oana Cadar, Thorsten Janisch, Patrick Lacroix-Desmazes

Abstract:

The study presents the analytical capability and validation of a method based on microwave-assisted acid digestion for quantitative determination of platinum and palladium in catalysts using inductively coupled plasma optical emission spectrometry (ICP-OES). In order to validate the method, the main figures of merit such as limit of detection and limit of quantification, precision and accuracy were considered and the measurement uncertainty was estimated based on the bottom-up approach according to the international guidelines of ISO/IEC 17025. Limit of detections, estimated from blank signal using 3 s criterion, were 3.0 mg/kg for Pt and respectively 3.6 mg/kg for Pd, while limits of quantification were 9.0 mg/kg for Pt and respectively 10.8 mg/kg for Pd. Precisions, evaluated as standard deviations of repeatability (n=5 parallel samples), were less than 10% for both precious metals. Accuracies of the method, verified by recovery estimation certified reference material NIST SRM 2557 - pulverized recycled monolith, were 99.4 % for Pt and 101% for Pd. The obtained limit of quantifications and accuracy were satisfactory for the intended purpose. The paper offers all the steps necessary to validate the determination method for Pt and Pd in catalysts using inductively coupled plasma optical emission spectrometry.

Keywords: catalyst analysis, ICP-OES, method validation, platinum, palladium

Procedia PDF Downloads 135