Search results for: generalized autoregressive Conditional Heteroscedastic (GARCH)

Authors: Champika S. Kariyawasam

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The distribution of gorse (Ulex europaeus) plants in South Australia has been modelled using 126 presence-only location data as a function of seven climate parameters. The predicted range of U. europaeus is mainly along the Mount Lofty Ranges in the Adelaide Hills and on Kangaroo Island. Annual precipitation and yearly average aridity index appeared to be the highest contributing variables to the final model formulation. The Jackknife procedure was employed to identify the contribution of different variables to gorse model outputs and response curves were used to predict changes with changing environmental variables. Based on this analysis, it was revealed that the combined effect of one or more variables could make a completely different impact to the original variables on their own to the model prediction. This work also demonstrates the need for a careful approach when selecting environmental variables for projecting correlative models to climatically distinct area. Maxent acts as a robust model when projecting the fitted species distribution model to another area with changing climatic conditions, whereas the generalized linear model, bioclim, and domain models to be less robust in this regard. These findings are important not only for predicting and managing invasive alien gorse in South Australia and Sri Lanka but also in other countries of the invasive range.

Keywords: invasive species, Maxent, species distribution modelling, Ulex europaeus

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Authors: C. Minguez, J. Bueso-Rodenas, C. Ibanez, A. Calvo

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Mannan oligosaccharides (MOS) is one of the prebiotic most used in livestock nutrition. In this research, the effect of MOS dietary supplementation on growth performance and mortality in meat guinea pigs were studied. Three different experimental groups were compared: Control group (no additives); MOS 1 (1.5 g kg−1); MOS 2 (2 g kg−1). Guinea pigs were housed in 15 collective cages (n = 50 animals in each trial; 10 animals per cage). The young guinea pigs were weaning at day 28 and individually identified by a little ear tag. The fattening period was 49 days. Guinea pigs in both groups were fed ad libitum, with a standard commercial pellet diet (10 MJ of digestible energy/kg, 17% crude protein, 11% crude fiber, and 4.5% crude fat) and alfalfa (Medicago sativa) as forage. Growth traits, including body weight (BW), average daily gain (ADG), feed intake (FI), and feed conversion ratio (FCR), were measured weekly. On day 74, the animals were slaughtered. Contrasts between groups were obtained by calculated generalized least squares values. Mortality were evaluated by Fisher's exact test. Between MOS groups no significant differences were observed for growth traits and mortality. However, significant differences against the control group were observed for traits studied (pvalue < 0.05). In conclusion, the use of MOS could be a good prebiotic supplement to raise guinea pigs because it MOS has shown positive effects in growth traits and immune response in animals.

Keywords: guinea pig, growth, mannan oligosaccharides, mortality

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Authors: Lukas Reznak, Maria Reznakova

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Recession of an economy has a profound negative effect on all involved stakeholders. It follows that timely prediction of recessions has been of utmost interest both in the theoretical research and in practical macroeconomic modelling. Current mainstream of recession prediction is based on standard OLS models of continuous GDP using macroeconomic data. This approach is not suitable for two reasons: the standard continuous models are proving to be obsolete and the macroeconomic data are unreliable, often revised many years retroactively. The aim of the paper is to explore a different branch of recession forecasting research theory and verify the findings on real data of the Czech Republic and Germany. In the paper, the authors present a family of discrete choice probit models with parameters estimated by the method of maximum likelihood. In the basic form, the probits model a univariate series of recessions and expansions in the economic cycle for a given country. The majority of the paper deals with more complex model structures, namely dynamic and bivariate extensions. The dynamic structure models the autoregressive nature of recessions, taking into consideration previous economic activity to predict the development in subsequent periods. Bivariate extensions utilize information from a foreign economy by incorporating correlation of error terms and thus modelling the dependencies of the two countries. Bivariate models predict a bivariate time series of economic states in both economies and thus enhance the predictive performance. A vital enabler of timely and successful recession forecasting are reliable and readily available data. Leading indicators, namely the yield curve and the stock market indices, represent an ideal data base, as the pieces of information is available in advance and do not undergo any retroactive revisions. As importantly, the combination of yield curve and stock market indices reflect a range of macroeconomic and financial market investors’ trends which influence the economic cycle. These theoretical approaches are applied on real data of Czech Republic and Germany. Two models for each country were identified – each for in-sample and out-of-sample predictive purposes. All four followed a bivariate structure, while three contained a dynamic component.

Keywords: bivariate probit, leading indicators, recession forecasting, Czech Republic, Germany

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Authors: Mohammed Ali Hjaji, Magdi Mohareb

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This paper develops the exact solutions for coupled flexural-lateral-torsional static response of thin-walled asymmetric open members subjected to general loading. Using the principle of stationary total potential energy, the governing differential equations of equilibrium are formulated as well as the associated boundary conditions. The formulation is based on a generalized Timoshenko-Vlasov beam theory and accounts for the effects of shear deformation due to bending and warping, and captures the effects of flexural–torsional coupling due to cross-section asymmetry. Closed-form solutions are developed for cantilever and simply supported beams under various forces. In order to demonstrate the validity and the accuracy of this solution, numerical examples are presented and compared with well-established ABAQUS finite element solutions and other numerical results available in the literature. In addition, the results are compared against non-shear deformable beam theories in order to demonstrate the shear deformation effects.

Keywords: asymmetric cross-section, flexural-lateral-torsional response, Vlasov-Timoshenko beam theory, closed form solution

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Authors: Michalis Linardakis, Vasilis Grammatikopoulos, Athanasios Gregoriadis, Kalliopi Trouli

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Discrete choice models belong to the family of Conjoint analysis that are applied on the preferences of the respondents towards a set of scenarios that describe alternative choices. The scenarios have been pre-designed to cover all the attributes of the alternatives that may affect the choices. In this study, we examine how preschool educators integrate physical activities into their everyday teaching practices through the use of discrete choice models. One of the advantages of discrete choice models compared to other more traditional data collection methods (e.g. questionnaires and interviews that use ratings) is that the respondent is called to select among competitive and realistic alternatives, rather than objectively rate each attribute that the alternatives may have. We present the effort to construct and choose representative attributes that would cover all possible choices of the respondents, and the scenarios that have arisen. For the purposes of the study, we used a sample of 50 preschool educators in Greece that responded to 4 scenarios (from the total of 16 scenarios that the orthogonal design resulted), with each scenario having three alternative teaching practices. Seven attributes of the alternatives were used in the scenarios. For the analysis of the data, we used multinomial logit model with random effects, multinomial probit model and generalized mixed logit model. The conclusions drawn from the estimated parameters of the models are discussed.

Keywords: conjoint analysis, discrete choice models, educational data, multivariate statistical analysis

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Authors: Jeonghun Lee

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Thyroid-stimulating hormone (TSH) is regulated by the negative feedback of T3 and T4 but is affected by cortisol and cytokines during allostasis. Hence, TSH levels can be influenced by stress through cortisol. In the present study, changes in TSH levels under stress and the potential of TSH as a stress marker were examined in patients lacking T3 or T4 feedback after thyroid surgery. The three stress questionnaires (Korean version of the Daily Stress Inventory, Social Readjustment Rating Scale, and Stress Overload Scale-Short [SOSS]), open-ended question (OQ), and thyroid function tests were performed twice in 106 patients enrolled from January 2019 to October 2020. Statistical analysis was performed using the generalized linear mixed effect model (GLMM) in R software version 4.1.0. In a multiple LMM involving 106 patients, T3, T4, SOSS (category), open-ended questions, the extent of thyroidectomy, and preoperative TSH were significantly correlated with lnTSH. T3 and T4 increased by 1 and lnTSH decreased by 0.03, 3.52, respectively. In case of a stressful event on OQ, lnTSH increased by 1.55. In the high-risk group, lnTSH increased by 0.79, compared with the low group (p<0.05). TSH had a significant relationship with stress, together with T3, T4, and the extent of thyroidectomy. As such, it has the potential to be used as a stress marker, though it showed a low correlation with other stress questionnaires. To address this limitation, questionnaires on various social environments and research on copy strategies are necessary for future studies.

Keywords: stress, surgery, thyroid stimulating hormone, thyroidectomy

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Authors: Tshilidzi C. Manyanya, Nthaduleni S. Nethengwe, Edmore Kori

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The UNFCCC, FAO, GCF, IPCC and other global structures advocate for agro-ecology do address food security and sovereignty. However, most of the expected outcomes concerning agro-ecological were not empirically tested for universal application. Agro-ecology is theorised to increase crop health over ago-ecological farms and decrease over conventional farms. Increased crop health means increased carbon sequestration and thus less CO2 in the atmosphere. This is in line with the view that global warming is anthropogenically enhanced through GHG emissions. Agro-ecology mainly affects crop health, soil carbon content and yield on the cultivated land. Economic sustainability is directly related to yield capacity, which is theorized to increase by 3-10% in a space of 3 - 10 years as a result of agro-ecological implementation. This study aimed to empirically assess the practicality and validity of these assumptions. The study utilized mainly GIS and RS techniques to assess the effectiveness of agro-ecology in crop health improvement from satellite images. The assessment involved a longitudinal study (2013 – 2015) assessing the changes that occur after a farm retrofits from conventional agriculture to agro-ecology. The assumptions guided the objectives of the study. For each objective, an agro-ecological farm was compared with a conventional farm in the same climatic conditional occupying the same general location. Crop health was assessed using satellite images analysed through ArcGIS and Erdas. This entailed the production of NDVI and Re-classified outputs of the farm area. The NDVI ranges of the entire period of study were thus compared in a stacked histogram for each farm to assess for trends. Yield capacity was calculated based on the production records acquired from the farmers and plotted in a stacked bar graph as percentages of a total for each farm. The results of the study showed decreasing crop health trends over 80% of the conventional farms and an increase over 80% of the organic farms. Yield capacity showed similar patterns to those of crop health. The study thus showed that agro-ecology is an effective strategy for crop-health improvement and yield increase.

Keywords: agro-ecosystem, conventional farm, dialectical, sustainability

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Authors: Abdmohammad Mousavi, Mohsen Shams, Mehdi Akbartabar Toori, Ali Mousavizadeh, Mohammad Ali Morowatisharifabad

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Introduction: The effectiveness of Transtheoretical Model constructs on dietary behavior change has been subject to questions by some studies. The objective of this study was to determine the relationship between self–efficacy and decisional balance as mediator variables and transfer obese and overweight women among the stages of behavior change of calorie balanced dietary intake. Method: In this cross-sectional study, 448 obese and overweight 20-44 years old women were selected from three health centers in Yasuj, a city in south west of Iran. Anthropometric data were measured using standard techniques. Demographic, stages of change, self-efficacy and decisional balance data were collected by questionnaires and analyzed using One–Way ANOVA and Generalized Linear Models tests. Results: Demographic and anthropometric variables were not different significantly in different stages of change related to calorie intake except the pre-high school level of education (P=.047, OR=502, 95% CI= .255 ~ .990). Mean scores of Self-efficacy ( F(4.425)= 27.09, P= .000), decisional balance (F(4.394), P= .004), and pros (F(4.430)=5.33, P=000) were different significantly in five stages of change. However, the cons did not show a significant change in this regard (F(4.400)=1.83, P=.123). Discussion: Women movement through the stages of changes for calorie intake behavior can be predicted by self efficacy, decisional balance and pros.

Keywords: transtheoretical model, stages of change, self efficacy, decisional balance, calorie intake, women

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Authors: Aicha Bouhlala, Sabah Chettibi

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A systematic investigation on structural, electronic, and magnetic properties of Ce₀.₇₅A₀.₂₅O₂ (A = W, Mo) is performed using first-principles calculations within the framework Full-Potential Linear Augmented Plane Wave (FP-LAPW) method based on the Density Functional Theory (DFT). The exchange-correlation potential has been treated using the generalized gradient approximation (WC-GGA) developed by Wu-Cohen. The host compound CeO2 was doped with transition metal atoms W and Mo in the doping concentration of 25% to replace the Ce atom. In structural properties, the equilibrium lattice constant is observed for the W-doped CeO₂ compound which exists within the value of 5.314 A° and the value of 5.317 A° for Mo-doped CeO2. The present results show that Ce₀.₇₅A₀.₂₅O₂ (A=W, Mo) systems exhibit semiconducting behavior in both spin channels. Although undoped CeO₂ is a non-magnetic semiconductor. The band structure of these doped compounds was plotted and they exhibit direct band gap at the Fermi level (EF) in the majority and minority spin channels. In the magnetic properties, the doped atoms W and Mo play a vital role in increasing the magnetic moments of the supercell and the values of the total magnetic moment are found to be 1.998 μB for Ce₀.₇₅W₀.₂₅O₂ and to be 2.002 μB for Ce₀.₇₅Mo₀.₂₅O₂ compounds. Calculated results indicate that the magneto-electronic properties of the Ce₁₋ₓAₓO₂(A= W, Mo) oxides supply a new way to the experimentalist for the potential applications in spintronics devices.

Keywords: FP-LAPW, DFT, CeO₂, properties

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Authors: Malkhan Thakur, P. Deepak Kumar, P. K. S. Dikshit

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In recent years, the hydraulic behavior of side weirs has been the subject of many investigations. Most of the studies have been in connection with specific problems and have involved models. This is perhaps understandable, since a generalized treatment is made difficult by the large number of possible variables to be used to define the problem. A variety of empirical head discharge relationships have been suggested for side weirs. These empirical approaches failed to adequately consider the actual situation, and produced equations applicable only in circumstances virtually identical to those of the experiment. The present investigation is targeted to study to a greater depth the effect of different trapezium angles of a trapezoidal side weir and study of water surface profile in spatially varied flow with decreasing discharge maintaining the main channel flow subcritical. On the basis of experiment, the relationship between upstream Froude number and coefficient of discharge has been established. All the characteristics of spatially varied flow with decreasing discharge have been studied and subsequently formulated. The scope of the present investigation has been basically limited to a one-dimensional model of flow for the purpose of analysis. A formulation has been derived using the theoretical concept of constant specific energy. Coefficient of discharge has been calculated and experimental results were presented.

Keywords: weirs, subcritical flow, rectangular channel, trapezoidal side weir

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Authors: Badriah Alayidi, Emad Alyahya

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Background: Most people with Multiple Sclerosis (MS) report worsening balance as the condition progresses. Poor balance control is also well known to be a significant risk factor for both falling and fear of falling. The increased risk of falls with disease progression thus makes balance control an essential target of gait rehabilitation amongst people with MS. Intervention programs have developed various methods to improve balance control, and accumulating evidence suggests that exercise programs may help people with MS improve their balance. Among these methods, virtual reality (VR) is growing in popularity as a balance-training technique owing to its potential benefits, including better compliance and greater user happiness. However, it is not clear if a VR environment will induce different balance control mechanisms in MS as compared to healthy individuals or traditional environments. Therefore, this study aims to examine how individuals with MS control their balance in a VR setting. Methodology: The proposed study takes an empirical approach to estimate and determine the role of balance response in persons with MS using a VR environment. It will use primary data collected through patient observations, physiological and biomechanical evaluation of balance, and data analysis. Results: The preliminary systematic review and meta-analysis indicated that there was variability in terms of the outcome assessing balance response in people with MS. The preliminary results of these assessments have the potential to provide essential indicators of the progression of MS and contribute to the individualization of treatment and evaluation of the interventions’ effectiveness. The literature describes patients who have had the opportunity to experiment in VR settings and then used what they have learned in the real world, suggesting that this VR setting could be more appealing than conditional settings. The findings of the proposed study will be beneficial in estimating and determining the effect of VR on balance control in persons with MS. In previous studies, VR was shown to be an interesting approach to neurological rehabilitation, but more data are needed to support this approach in MS. Conclusions: The proposed study enables an assessment of balance and evaluations of a variety of physiological implications related to neural activity as well as biomechanical implications related to movement analysis.

Keywords: multiple sclerosis, virtual reality, postural control, balance

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Authors: Rashmi Dubey

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The study aims at investigating the onset of thermal convection in an inclined porous layer saturated with a non-Newtonian fluid. The layer is infinitely extended and has a finite width confined between two boundaries with constant pressure conditions, where the lower one is maintained at a higher temperature. Over the years, this area of research has attracted many scientists and researchers, for it has a plethora of applications in the fields of sciences and engineering, such as in civil engineering, geothermal sites, petroleum industries, etc.Considering the possibilities in a practical scenario, an inclined porous layer is considered, which can be used to develop a generalized model applicable to any inclination. Using the isobaric boundaries, the hydrodynamic boundary conditions are derived for the power-law model and are used to obtain the basic state flow. The convection in the basic state flow is driven by the thermal buoyancy in the flow system and is carried away further due to hydrodynamic boundaries. A linear stability analysis followed by a normal-mode analysis is done to investigate the onset of convection in the buoyancy-driven flow. The analysis shows that the convective instability is always initiated by the non-traveling modes for the Newtonian fluid, but prevails in the form of oscillatory modes, for up to a certain inclination of the porous layer. However, different behavior is observed for the dilatant and pseudoplastic fluids.

Keywords: thermal convection, linear stability, porous media flow, Inclined porous layer

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Authors: Geng Cui, Naoto Imura, Katsuhiro Nishinari, Takahiro Ezaki

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The bullwhip effect, which refers to the amplification of demand variance as one moves up the supply chain, has been observed in various industries and extensively studied through analytic approaches. Existing methods to mitigate the bullwhip effect, such as decentralized demand information, vendor-managed inventory, and the Collaborative Planning, Forecasting, and Replenishment System, rely on the willingness and ability of supply chain participants to share their information. However, in practice, information sharing is often difficult to realize due to privacy concerns. The purpose of this study is to explore new ways to mitigate the bullwhip effect without the need for information sharing. This paper proposes a 'bullwhip absorption strategy' (BAS) to alleviate the bullwhip effect by absorbing it downstream in the supply chain. To achieve this, a two-stage supply chain system was employed, consisting of a single retailer and a single manufacturer. In each time period, the retailer receives an order generated according to an autoregressive process. Upon receiving the order, the retailer depletes the ordered amount, forecasts future demand based on past records, and places an order with the manufacturer using the order-up-to replenishment policy. The manufacturer follows a similar process. In essence, the mechanism of the model is similar to that of the beer game. The BAS is implemented at the retailer's level to counteract the bullwhip effect. This strategy requires the retailer to reduce the uncertainty in its orders, thereby absorbing the bullwhip effect downstream in the supply chain. The advantage of the BAS is that upstream participants can benefit from a reduced bullwhip effect. Although the retailer may incur additional costs, if the gain in the upstream segment can compensate for the retailer's loss, the entire supply chain will be better off. Two indicators, order variance and inventory variance, were used to quantify the bullwhip effect in relation to the strength of absorption. It was found that implementing the BAS at the retailer's level results in a reduction in both the retailer's and the manufacturer's order variances. However, when examining the impact on inventory variances, a trade-off relationship was observed. The manufacturer's inventory variance monotonically decreases with an increase in absorption strength, while the retailer's inventory variance does not always decrease as the absorption strength grows. This is especially true when the autoregression coefficient has a high value, causing the retailer's inventory variance to become a monotonically increasing function of the absorption strength. Finally, numerical simulations were conducted for verification, and the results were consistent with our theoretical analysis.

Keywords: bullwhip effect, supply chain management, inventory management, demand forecasting, order-to-up policy

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Authors: Zasha Romero, Roberto Trevino, Lin Wang, Elizabeth Alanis, Jesus Cuellar

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Background: There is a strong relationship between low cardiorespiratory fitness (CRF) and high adiposity levels. The purpose of this study was to assess the effects of the Bienestar/Neema Coordinated School Health Program (BN CSHP) on the CRF of preschool children. Methods: This is a randomized cluster trial conducted in preschools of two school districts located along the Texas-Mexico border. Of 48 eligible schools, 28 were randomly selected (intervention, n=14; control, n=14). Family demographics and household health characteristics were collected from parents. CRF, as measured by the Progressive Anaerobic Capacity Endurance Run (PACER) fitness test, was collected from the children. A generalized linear mixed model (GLMM) was used to analyze the data. Results: Family demographics, household health characteristics, and children’s weight, obesity prevalence, and sedentary activity were similar among both treatment groups. After adjusting for covariates, the number of laps run by children in the control group increased by 23% (CI: -5% to 60%) per each data collection period compared with 53% (CI: 7% to 119%) in the intervention group. Conclusions: Children in the BN CSHP, compared to those in the control group, had a significantly higher increase in their CRF. This finding is important because of the health benefits of CRF in children.

Keywords: coordinated school health program, cardiorespiratory fitness, obesity, border health, preschool, physical education, movement

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Authors: Nusrat Ali, Muhammad Saleem Khan

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Education is the process of bringing individuals aware of their own reality in a manner that leads them to the effective adjustment with the environment. Females’ participation is vital to reducing hunger and poverty and promoting the family welfare. Education is the right of men and women both. Female education is more needed rural areas as compared to urban areas. Without educating the women of the country we cannot think of developing our nation. It is a fact that women are the first teachers of their children. Hence, if mothers are well educated, they can play an important role in shaping and molding of their sons and daughters. The main purpose of study was to identify the barriers of female education and the attitude among the parents. The present study researchers selected a quantitative study to explore the highlighting problem in the particular areas. Through the stratified random sampling selected a sample size from each stratum and generalized whole population. Chi-square test was used to test the validity of the data. The conclusion shows attitudes of parents somehow influence their daughters’ education, particularly those who are living in countryside. Another a big challenge of female education is co-education system in our society is higher which directly subjected to parents unfavorable attitude towards their daughters’ education. In this modern era various organizations are working for female education in rural areas where females are considered as house working ladies, now it’s time to work more to change parent’s attitude towards their daughter’s education.

Keywords: parental attitude, professional education, daughter, unfavorable attitude

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Authors: Shahin A. Abdel-Naby, Asad T. Hassan

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Electron-ion recombination data are needed for plasma modeling. The recombination processes include radiative recombination (RR), dielectronic recombination (DR), and trielectronic recombination (TR). When a free electron is captured by an ion with simultaneous excitation of its core, a doubly-exited intermediate state may be formed. The doubly excited state relaxes either by electron emission (autoionization) or by radiative decay (photon emission). DR process takes place when the relaxation occurs to a bound state by photon emission. Reliable laboratory astrophysics data (theory and experiment) for DR rate coefficients are needed to determine the charge state distribution in photoionized sources such as X-ray binaries and active galactic nuclei. DR rate coefficients for NIII and OIV ions are calculated using state-of-the-art multi-configuration Breit-Pauli atomic structure AUTOSTRUCTURE collisional package within the generalized collisional-radiative framework. Level-resolved calculations for RR and DR rate coefficients from the ground and metastable initial states are produced in an intermediate coupling scheme associated with Δn = 0 (2→2) and Δn = 1 (2 →3) core-excitations. DR cross sections for these ions are convoluted with the experimental electron-cooler temperatures to produce DR rate coefficients. Good agreements are found between these rate coefficients and the experimental measurements performed at the CRYRING heavy-ion storage ring for both ions.

Keywords: atomic data, atomic process, electron-ion collision, plasmas

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Authors: Proficiency Munsaka, Peter Baricholo, Erich Rohwer

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Pulse evolutions along the 5 cm long, 6.0 ×4.2 μm² cross-section silicon germanium (SiGe) photonic waveguides were simulated and compared with experiments. Simulations were carried out by solving a generalized nonlinear Schrodinger equation (GNLSE) for an optical pulse evolution along the length of the SiGe photonic waveguides by the split-step Fourier method (SSFM). The solution obtained from the SSFM gave the pulse envelope in both time and spectral domain calculated at each distance step along the propagation direction. The SiGe photonic waveguides were pumped in an anomalous group velocity dispersion (GVD) regime using a 4.7 μm, 210 fs femtosecond laser to produce a significant supercontinuum (SC). The simulated propagation of ultrafast pulse along the SiGe photonic waveguides produced an SC covering the atmospheric window (2.5-8.5 μm) containing the molecular fingerprints for important gases. Thus, the mid-infrared supercontinuum generation in SiGe photonic waveguides system can be commercialized for gas spectroscopy for detecting gases that include CO₂, CH₄, H₂O, SO₂, SO₃, NO₂, H₂S, CO, and NO at trace level using absorption spectroscopy technique. The simulated profile evolutions are spectrally and temporally similar to those obtained by other researchers. Obtained evolution profiles are characterized by pulse compression, Soliton fission, dispersive wave generation, stimulated Raman Scattering, and Four Wave mixing.

Keywords: silicon germanium photonic waveguide, supercontinuum generation, spectroscopy, mid infrared

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Authors: Ilaria Lucrezia Amerise

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The statistical modelling of precipitation data for a given portion of territory is fundamental for the monitoring of climatic conditions and for Hydrogeological Management Plans (HMP). This modelling is rendered particularly complex by the changes taking place in the frequency and intensity of precipitation, presumably to be attributed to the global climate change. This paper applies the Wakeby distribution (with 5 parameters) as a theoretical reference model. The number and the quality of the parameters indicate that this distribution may be the appropriate choice for the interpolations of the hydrological variables and, moreover, the Wakeby is particularly suitable for describing phenomena producing heavy tails. The proposed estimation methods for determining the value of the Wakeby parameters are the same as those used for density functions with heavy tails. The commonly used procedure is the classic method of moments weighed with probabilities (probability weighted moments, PWM) although this has often shown difficulty of convergence, or rather, convergence to a configuration of inappropriate parameters. In this paper, we analyze the problem of the likelihood estimation of a random variable expressed through its quantile function. The method of maximum likelihood, in this case, is more demanding than in the situations of more usual estimation. The reasons for this lie, in the sampling and asymptotic properties of the estimators of maximum likelihood which improve the estimates obtained with indications of their variability and, therefore, their accuracy and reliability. These features are highly appreciated in contexts where poor decisions, attributable to an inefficient or incomplete information base, can cause serious damages.

Keywords: generalized extreme values, likelihood estimation, precipitation data, Wakeby distribution

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Authors: Norashikin Ismail, Nadia Anridho

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Sustainable investing is a responsible investment that focuses on Environmental, Social, and Governance (ESG) elements. ESG integration is essential in the investment process as it provides a positive contribution to the corporate performance for stakeholders, specifically investors. Sustainable investing is in line with the objectives of Shariah (Maqasid of Shariah), such as social inclusion as well as environmental preservation. This study attempts to evaluate the impact of ESG elements to the corporate financial performance among Shariah compliant stocks listed in two countries, namely Malaysia and Indonesia. The motivation of this study is to provide a further understanding in corporate sustainability for two different Islamic capital markets. The existence of the FTSE4Good Asean Index has played a vital role for ESG practices and eventually encouraged specific index for ESG and Shariah Compliant stocks. Our sample consists of 60 companies over the period 2010-2020 from two Southeast countries. We employ System Generalized Method of Moments (GMM) to reduce bias and more specific parameter estimation. Shariah Compliant companies tend to have higher ESG scores and are positively correlated to corporate financial performance. ESG integration with Shariah based investing would provide higher returns and lower risks for Muslim investors. Essentially, integrating ESG and Shariah, compliant companies lead to better financial performance.

Keywords: shariah compliant, southeast asia, corporate performance, sustainable investing

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Authors: Julio Silva, Lia Hasenclever, Gilson G. Silva Jr.

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The aim of this paper is to check possible convergence in health measures (aged-standard rate of morbidity and mortality) for communicable diseases between developed and developing countries, conditional to productive structures features. Understanding the interrelations between health patterns and economic development is particularly important in the context of low- and middle-income countries, where economic development comes along with deep social inequality. Developing countries with less diversified productive structures (measured through complexity index) but high heterogeneous inter-sectorial labor productivity (using as a proxy inter-sectorial coefficient of variation of labor productivity) has on average low health levels in communicable diseases compared to developed countries with high diversified productive structures and low labor market heterogeneity. Structural heterogeneity and productive diversification may have influence on health levels even considering per capita income. We set up a panel data for 139 countries from 1995 to 2015, joining several data about the countries, as economic development, health, and health system coverage, environmental and socioeconomic aspects. This information was obtained from World Bank, International Labour Organization, Atlas of Economic Complexity, United Nation (Development Report) and Institute for Health Metrics and Evaluation Database. Econometric panel models evidence shows that the level of communicable diseases has a positive relationship with structural heterogeneity, even considering other factors as per capita income. On the other hand, the recent process of convergence in terms of communicable diseases have been motivated for other reasons not directly related to productive structure, as health system coverage and environmental aspects. These evidences suggest a joint dynamics between the unequal distribution of communicable diseases and countries' productive structure aspects. These set of evidence are quite important to public policy as meet the health aims in Millennium Development Goals. It also highlights the importance of the process of structural change as fundamental to shift the levels of health in terms of communicable diseases and can contribute to the debate between the relation of economic development and health patterns changes.

Keywords: economic development, inequality, population health, structural change

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Authors: Yousef I. Salamin

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Theoretical investigations, analytical as well as numerical, have shown that electrons can be accelerated to GeV energies by the process of cyclotron auto-resonance acceleration (CARA). In CARA, the particle would be injected along the lines of a uniform magnetic field aligned parallel to the direction of propagation of a plane-wave radiation field. Unfortunately, an accelerator based on CARA would be prohibitively too long and too expensive to build and maintain. However, the process stands a better chance of success near the polar cap of a compact object (such as a neutron star, a black hole or a magnetar) or in an environment created in the wake of a binary neutron-star or blackhole merger. Dynamics of the nuclides ₁H¹, ₂He⁴, ₂₆Fe⁵⁶, and ₂₈Ni⁶², in such astrophysical conditions, have been investigated by single-particle calculations and many-particle simulations. The investigations show that these nuclides can reach ZeV energies (1 ZeV = 10²¹ eV) due to interaction with super-intense radiation of wavelengths = 1 and 10 m and = 50 pm and magnetic fields of strengths at the mega- and giga-tesla levels. Examples employing radiation intensities in the range 10³²-10⁴² W/m² have been used. Employing a two-parameter model for representing the radiation field, CARA is analytically generalized to include any state of polarization, and the basic working equations are derived rigorously and in closed analytic form.

Keywords: compact objects, cosmic-ray acceleration, cyclotron auto-resonance, polarization effects, zevatron

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Authors: Hummad Ch. Umar

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Most of the developing economies, including Pakistan, are confronted with high level of external debt which is adversely affecting their economic performance. The hypothesis of debt overhang is often used to assess the negative relationship between foreign debt and the economic growth of the indebted country. As first objective of the present study, this hypothesis is tested by using Pooled OLS (POLS), Generalized Method of Moment (GMM), Random Effect (RE), and Fixed effect (FE) techniques. As second objective, the study uses the concept of debt Laffer Curve to determine the eligibility condition of the indebted countries for the relief programs. According to this approach, countries lying on the right side of the Laffer Curve are stated to be trapped in the strong debt overhang making them unable to come out of the vicious circle of low growth and high foreign debt. The empirical analysis confirms that only two countries out of twenty two completely fulfill the conditions of being eligible for the debt relief. All other countries continue to face debt burden of different magnitudes. The study further confirms that the debt relief alone is not sufficient for overcoming the debt problem. Instead, sound economic policies and conducive investment decisions are required to lay the foundations of long-term growth and development. Debt relief should be the option for only those countries that meet a minimum measurable criterion of good governance, economic freedom, and consistency of policies.

Keywords: external debt, debt burden, debt overhang, debt laffer curve, debt relief, investment decisions

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Authors: Bouthiba Amina

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The estimation of the statistics bound to the precipitation represents a vast domain, which puts numerous challenges to meteorologists and hydrologists. Sometimes, it is necessary, to approach in value the extreme events for sites where there is little, or no datum, as well as their periods of return. The search for a model of the frequency of the heights of daily rains dresses a big importance in operational hydrology: It establishes a basis for predicting the frequency and intensity of floods by estimating the amount of precipitation in past years. The most known and the most common approach is the statistical approach, It consists in looking for a law of probability that fits best the values observed by the random variable " daily maximal rain " after a comparison of various laws of probability and methods of estimation by means of tests of adequacy. Therefore, a frequent analysis of the annual series of daily maximal rains was realized on the data of 54 pluviometric stations of the pond of high and average. This choice was concerned with five laws usually applied to the study and the analysis of frequent maximal daily rains. The chosen period is from 1970 to 2013. It was of use to the forecast of quantiles. The used laws are the law generalized by extremes to three components, those of the extreme values to two components (Gumbel and log-normal) in two parameters, the law Pearson typifies III and Log-Pearson III in three parameters. In Algeria, Gumbel's law has been used for a long time to estimate the quantiles of maximum flows. However, and we will check and choose the most reliable law.

Keywords: return period, extreme flow, statistics laws, Gumbel, estimation

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Authors: Byomakesh Debata, Jitendra Mahakud

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The recent financial crisis has been characterized by massive monetary policy interventions by the Central bank, and it has amplified the importance of liquidity for the stability of the stock market. This paper empirically elucidates the actual impact of monetary policy interventions on stock market liquidity covering all National Stock Exchange (NSE) Stocks, which have been traded continuously from 2002 to 2015. The present study employs a multivariate VAR model along with VAR-granger causality test, impulse response functions, block exogeneity test, and variance decomposition to analyze the direction as well as the magnitude of the relationship between monetary policy and market liquidity. Our analysis posits a unidirectional relationship between monetary policy (call money rate, base money growth rate) and aggregate market liquidity (traded value, turnover ratio, Amihud illiquidity ratio, turnover price impact, high-low spread). The impulse response function analysis clearly depicts the influence of monetary policy on stock liquidity for every unit innovation in monetary policy variables. Our results suggest that an expansionary monetary policy increases aggregate stock market liquidity and the reverse is documented during the tightening of monetary policy. To ascertain whether our findings are consistent across all periods, we divided the period of study as pre-crisis (2002 to 2007) and post-crisis period (2007-2015) and ran the same set of models. Interestingly, all liquidity variables are highly significant in the post-crisis period. However, the pre-crisis period has witnessed a moderate predictability of monetary policy. To check the robustness of our results we ran the same set of VAR models with different monetary policy variables and found the similar results. Unlike previous studies, we found most of the liquidity variables are significant throughout the sample period. This reveals the predictability of monetary policy on aggregate market liquidity. This study contributes to the existing body of literature by documenting a strong predictability of monetary policy on stock liquidity in an emerging economy with an order driven market making system like India. Most of the previous studies have been carried out in developing economies with quote driven or hybrid market making system and their results are ambiguous across different periods. From an eclectic sense, this study may be considered as a baseline study to further find out the macroeconomic determinants of liquidity of stocks at individual as well as aggregate level.

Keywords: market liquidity, monetary policy, order driven market, VAR, vector autoregressive model

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Authors: Nima Mahmoudi, Hamzeh Khazaei

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Serving machine learning inference workloads on the cloud is still a challenging task at the production level. The optimal configuration of the inference workload to meet SLA requirements while optimizing the infrastructure costs is highly complicated due to the complex interaction between batch configuration, resource configurations, and variable arrival process. Serverless computing has emerged in recent years to automate most infrastructure management tasks. Workload batching has revealed the potential to improve the response time and cost-effectiveness of machine learning serving workloads. However, it has not yet been supported out of the box by serverless computing platforms. Our experiments have shown that for various machine learning workloads, batching can hugely improve the system’s efficiency by reducing the processing overhead per request. In this work, we present MLProxy, an adaptive reverse proxy to support efficient machine learning serving workloads on serverless computing systems. MLProxy supports adaptive batching to ensure SLA compliance while optimizing serverless costs. We performed rigorous experiments on Knative to demonstrate the effectiveness of MLProxy. We showed that MLProxy could reduce the cost of serverless deployment by up to 92% while reducing SLA violations by up to 99% that can be generalized across state-of-the-art model serving frameworks.

Keywords: serverless computing, machine learning, inference serving, Knative, google cloud run, optimization

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Authors: Chukiat Chaiboonsri, Satawat Wannapan

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This paper used an asymmetric informative concept to apply in the macroeconomic model estimation of the tourism sector in Thailand. The variables used to statistically analyze are Thailand international and domestic tourism revenues, the expenditures of foreign and domestic tourists, service investments by private sectors, service investments by the government of Thailand, Thailand service imports and exports, and net service income transfers. All of data is a time-series index which was observed between 2002 and 2015. Empirically, the tourism multiplier and accelerator were estimated by two statistical approaches. The first was the result of the Generalized Method of Moments model (GMM) based on the assumption which the tourism market in Thailand had perfect information (Symmetrical data). The second was the result of the Maximum Entropy Bootstrapping approach (MEboot) based on the process that attempted to deal with imperfect information and reduced uncertainty in data observations (Asymmetrical data). In addition, the tourism leakages were investigated by a simple model based on the injections and leakages concept. The empirical findings represented the parameters computed from the MEboot approach which is different from the GMM method. However, both of the MEboot estimation and GMM model suggests that Thailand’s tourism sectors are in a period capable of stimulating the economy.

Keywords: TThailand tourism, Maximum Entropy Bootstrapping approach, macroeconomic model, asymmetric information

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Authors: Mahmoud Mohamed Emam

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In Oman the number of students referred for reading disabilities is on the rise. Schools serve these students by placement in the so-called learning disabilities unit. Recently the author led a strategic project to train teachers on the use of curriculum based measurement to identify students with reading disabilities in Oman. Additional the project involved training teachers to use phonemic awareness based activities to improve reading skills of those students. Phonemic awareness refers to the ability to notice, think about, and work with the individual sounds in words. We know that a student's skill in phonemic awareness is a good predictor of later reading success or difficulty. Using multiple baseline design across four participants the current studies investigated the effectiveness of using phonemic awareness based activities to improve decoding skills of third grade students referred for reading disabilities in Oman. During treatment students received phonemic awareness based activities that were designed to fulfill the idiosyncratic characteristics of Arabic language phonology as well as orthography. Results indicated that the phonemic awareness based activities were effective in substantially increasing the number of correctly decoded word for all four participants. Maintenance of strategy effects was evident for the weeks following the termination of intervention for the four students. In addition, the effects of intervention generalized to decoding novel words for all four participants.

Keywords: learning disabilities, phonemic awareness, third graders, Oman

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Authors: Yemane Hailu Fissuh, Zhongzhan Zhang

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a systematic observation from a defined time of origin up to certain failure or censor is known as survival data. Survival analysis is a major area of interest in biostatistics and biomedical researches. At the heart of understanding, the most scientific and medical research inquiries lie for a causality analysis. Thus, the main concern of this study is to investigate the causal effect of treatment on survival time conditional to the possibly time-varying covariates. The theory of causality often differs from the simple association between the response variable and predictors. A causal estimation is a scientific concept to compare a pragmatic effect between two or more experimental arms. To evaluate an average treatment effect on survival outcome, the estimating equation was adjusted for time-varying covariates under the semi-parametric transformation models. The proposed model intuitively obtained the consistent estimators for unknown parameters and unspecified monotone transformation functions. In this article, the proposed method estimated an unbiased average causal effect of treatment on survival time of interest. The modified estimating equations of semiparametric transformation models have the advantage to include the time-varying effect in the model. Finally, the finite sample performance characteristics of the estimators proved through the simulation and Stanford heart transplant real data. To this end, the average effect of a treatment on survival time estimated after adjusting for biases raised due to the high correlation of the left-truncation and possibly time-varying covariates. The bias in covariates was restored, by estimating density function for left-truncation. Besides, to relax the independence assumption between failure time and truncation time, the model incorporated the left-truncation variable as a covariate. Moreover, the expectation-maximization (EM) algorithm iteratively obtained unknown parameters and unspecified monotone transformation functions. To summarize idea, the ratio of cumulative hazards functions between the treated and untreated experimental group has a sense of the average causal effect for the entire population.

Keywords: a modified estimation equation, causal effect, semiparametric transformation models, survival analysis, time-varying covariate

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Authors: A. Bruce Janati, Muhammad Umair Khan, Naif Alghassab, Ibrahim Alzeir, Assem Mahmoud, M. Sammour

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Rationale: Lennox-Gastaut syndrome(LGS) is an electro-clinical syndrome composed of the triad of mental retardation, multiple seizure types, and the characteristic generalized slow spike-wave complexes in the EEG. In this article, we report on two patients with LGS whose brain MRI showed dysgenesis of corpus callosum(CC). We review the literature and stress the role of CC in the genesis of secondary bilateral synchrony(SBS). Method: This was a clinical study conducted at King Khalid Hospital. Results: The EEG was consistent with LGS in patient 1 and unilateral slow spike-wave complexes in patient 2. The MRI showed hypoplasia of the splenium of CC in patient 1, and global hypoplasia of CC combined with Joubert syndrome in patient 2. Conclusion: Based on the data, we proffer the following hypotheses: 1-Hypoplasia of CC interferes with functional integrity of this structure. 2-The genu of CC plays a pivotal role in the genesis of secondary bilateral synchrony. 3-Electrodecremental seizures in LGS emanate from pacemakers generated in the brain stem, in particular the mesencephalon projecting abnormal signals to the cortex via thalamic nuclei. 4-Unilateral slow spike-wave complexes in the context of mental retardation and multiple seizure types may represent a variant of LGS, justifying neuroimaging studies.

Keywords: EEG, Lennox-Gastaut syndrome, corpus callosum , MRI

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Authors: Luis Felipe Brito-Gaona, Emma M. Iglesias

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There is a growing literature that studies the main determinants and drivers of inequality and economic growth in several countries, using panel data and different estimation methods (fixed effects, Generalized Methods of Moments (GMM) and Two Stages Least Squares (TSLS)). Recently, it was studied the evolution of these variables in the period 1980-2009 in the 18 countries of Latin-America and it was found that one of the main variables that explained their evolution was Foreign Direct Investment (FDI). We extend this study to the year 2015 in the same 18 countries in Latin-America, and we find that FDI does not have a significant role anymore, while we find a significant negative and positive effect of schooling levels on inequality and economic growth respectively. We also find that the point estimates associated with human capital are the largest ones of the variables included in the analysis, and this means that an increase in human capital (measured by schooling levels of secondary education) is the main determinant that can help to reduce inequality and to increase economic growth in Latin-America. Therefore, we advise that economic policies in Latin-America should be directed towards increasing the level of education. We use the methodologies of estimating by fixed effects, GMM and TSLS to check the robustness of our results. Our conclusion is the same regardless of the estimation method we choose. We also find that the international recession in the Latin-American countries in 2008 reduced significantly their economic growth.

Keywords: economic growth, human capital, inequality, Latin-America

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