Search results for: implied adjusted volatility

Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke

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The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

Keywords: generalized autoregressive score model, South Africa, stock returns, time-varying

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Authors: Nelson Lay, Felipe Vallejo

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The objective of this study is to determine the psychometric properties of a questionnaire to measure Fluid Experience in the practical sport shooting. Also, associate this variable with the performance levels of a group of athletes who are competitors in the discipline. The study included the participation of 18 shooters belonging to sports shooting clubs. Initially semi-structured interviews were conducted to observe the manifestation of the dimensions of the Fluid Experience. Based on these interviews, a self-report sheet was elaborated (feedback sheet). Then, through a correlational design, the association between the elaborated Fluid Experience Psychometric Questionnaire, the score assigned to the responses of the feedback sheet and the scores of the round of shots made by the participants was evaluated. The data were collected, on two different occasions, which implied a variation in the score of the Fluid Experience Questionnaire for each subject in both executions. The results showed a positive association between variations in sports performance and those of the Fluid Experience level.

Keywords: flow psychology, sports psychology, states of conscience, sports performance

Procedia PDF Downloads 221

Authors: Achitphol Chookaew, Paramee Thongsukhsai, Patamarerk Engsontia, Narongwit Nakwan, Pritsana Raugrut

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Lung cancer is one of the most common malignancies and primary cause of death due to cancer worldwide. Non-small cell lung cancer (NSCLC) is the main subtype in which majority of patients present with advanced-stage disease. Herein, we analyzed differentially expressed genes to find potential biomarkers for lung cancer diagnosis as well as prognostic markers. We used transcriptome data from our 2 NSCLC patients and public data (GSE81089) composing of 8 NSCLC and 10 normal lung tissues. Differentially expressed genes (DEGs) between NSCLC and normal tissue and between early-stage and late-stage NSCLC were analyzed by the DESeq2. Pairwise correlation was used to find the DEGs with false discovery rate (FDR) adjusted p-value £ 0.05 and |log2 fold change| ³ 4 for NSCLC versus normal and FDR adjusted p-value £ 0.05 with |log2 fold change| ³ 2 for early versus late-stage NSCLC. Bioinformatic tools were used for functional and pathway analysis. Moreover, the top ten genes in each comparison group were verified the expression and survival analysis via GEPIA. We found 150 up-regulated and 45 down-regulated genes in NSCLC compared to normal tissues. Many immnunoglobulin-related genes e.g., IGHV4-4, IGHV5-10-1, IGHV4-31, IGHV4-61, and IGHV1-69D were significantly up-regulated. 22 genes were up-regulated, and five genes were down-regulated in late-stage compared to early-stage NSCLC. The top five DEGs genes were KRT6B, SPRR1A, KRT13, KRT6A and KRT5. Keratin 6B (KRT6B) was the most significantly increased gene in the late-stage NSCLC. From GEPIA analysis, we concluded that IGHV4-31 and IGKV1-9 might be used as diagnostic biomarkers, while KRT6B and KRT6A might be used as prognostic biomarkers. However, further clinical validation is needed.

Keywords: differentially expressed genes, early and late-stages, gene ontology, non-small cell lung cancer transcriptomics

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Authors: Devinder Singh, Rajneesh Kumar, Arvind Kumar

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The present investigation deals with the deformation of micropolar generalized thermoelastic solid subjected to thermo-mechanical loading due to a thermal laser pulse. Laplace transform and Fourier transform techniques are used to solve the problem. Thermo-mechanical laser interactions are taken as distributed sources to describe the application of the approach. The closed form expressions of normal stress, tangential stress, coupled stress and temperature are obtained in the domain. Numerical inversion technique of Laplace transform and Fourier transform has been implied to obtain the resulting quantities in the physical domain after developing a computer program. The normal stress, tangential stress, coupled stress and temperature are depicted graphically to show the effect of relaxation times. Some particular cases of interest are deduced from the present investigation.

Keywords: pulse laser, integral transform, thermoelastic, boundary value problem

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Authors: Zeinu Ahmed Rabba, Derek D Stretch

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Remote sensing contributes valuable information to streamflow estimates. Usually, stream flow is directly measured through ground-based hydrological monitoring station. However, in many developing countries like Ethiopia, ground-based hydrological monitoring networks are either sparse or nonexistent, which limits the manage water resources and hampers early flood-warning systems. In such cases, satellite remote sensing is an alternative means to acquire such information. This paper discusses the application of remotely sensed rainfall data for streamflow modeling in Gilgel Ghibe basin in Ethiopia. Ten years (2001-2010) of two satellite-based precipitation products (SBPP), TRMM and WaterBase, were used. These products were combined with the PyTOPKAPI hydrological model to generate daily stream flows. The results were compared with streamflow observations at Gilgel Ghibe Nr, Assendabo gauging station using four statistical tools (Bias, R², NS and RMSE). The statistical analysis indicates that the bias-adjusted SBPPs agree well with gauged rainfall compared to bias-unadjusted ones. The SBPPs with no bias-adjustment tend to overestimate (high Bias and high RMSE) the extreme precipitation events and the corresponding simulated streamflow outputs, particularly during wet months (June-September) and underestimate the streamflow prediction over few dry months (January and February). This shows that bias-adjustment can be important for improving the performance of the SBPPs in streamflow forecasting. We further conclude that the general streamflow patterns were well captured at daily time scales when using SBPPs after bias adjustment. However, the overall results demonstrate that the simulated streamflow using the gauged rainfall is superior to those obtained from remotely sensed rainfall products including bias-adjusted ones.

Keywords: Ethiopia, PyTOPKAPI model, remote sensing, streamflow, Tropical Rainfall Measuring Mission (TRMM), waterBase

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Authors: Ourvashi Bissoon

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Sub-Saharan Africa in addition to being resource rich is increasingly being seen as having a huge growth potential and as a result, is increasingly attracting MNEs on its soil. To empirically assess the effectiveness of GDP in tracking sustainable resource use and the role played by MNEs in Sub-Saharan Africa, a panel data analysis has been undertaken for 32 countries over thirty-five years. The time horizon spans the period 1980-2014 to reflect the evolution from before the publication of the pioneering Brundtland report on sustainable development to date. Multinationals’ presence is proxied by the level of FDI stocks. The empirical investigation first focuses on the impact of trade openness and MNE presence on the traditional measure of economic growth namely the GDP growth rate, and then on the genuine savings (GS) rate, a measure of weak sustainability developed by the World Bank, which assumes the substitutability between different forms of capital and finally, the impact on the adjusted Net National Income (aNNI), a measure of green growth which caters for the depletion of natural resources is examined. For countries with significant exhaustible natural resources and important foreign investor presence, the adjusted net national income (aNNI) can be a better indicator of economic performance than GDP growth (World Bank, 2010). The issue of potential endogeneity and reverse causality is also addressed in addition to robustness tests. The findings indicate that FDI and openness contribute significantly and positively to the GDP growth of the countries in the sample; however there is a threshold level of institutional quality below which FDI has a negative impact on growth. When the GDP growth rate is substituted for the GS rate, a natural resource curse becomes evident. The rents being generated from the exploitation of natural resources are not being re-invested into other forms of capital namely human and physical capital. FDI and trade patterns may be setting the economies in the sample on a unsustainable path of resource depletion. The resource curse is confirmed when utilising the aNNI as well, thus implying that GDP growth measure may not be a reliable to capture sustainable development.

Keywords: FDI, sustainable development, genuine savings, sub-Saharan Africa

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Authors: Nada Souissi, Mourad Mroua

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The main purpose of this study is to examine the interaction between financial asset volatility, economic factors and investor's behavioral indicators related to both the company's and the markets stocks for the period from January 2000 to January2020. Using multiple linear regression and Bayesian Networks modeling, results show a positive and negative relationship between investor's psychology index, economic factors and predicted stock market return. We reveal that the application of the Bayesian Discrete Network contributes to identify the different cause and effect relationships between all economic, financial variables and psychology index.

Keywords: Financial asset return predictability, Economic factors, Investor's psychology index, Bayesian approach, Probabilistic networks, Parametric learning

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Authors: Akhentoolove Corbin, Leta De Jonge, Charmaine De Jonge

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Introduction: Various writers have promoted the adoption of the 4th R in the education curricula (relationships, respect, reasoning, religion, computing, science, art, conflict management, music) and the 5th R (responsibility). They argue that the traditional 3 Rs are not adequate for the modern environment and the requirements for students to become functional citizens in society. In particular, the developing countries of the anglophone Caribbean (most of which are tiny islands) are susceptible to the dangers and complexities of climate change and global economic volatility. These proposed additions to the 3Rs do have some justification, but this research considers Resilience as even more important and relevant in a world that is faced with the negative prospects of climate change, poverty, discrimination, and economic volatility. It is argued that the foundation for resilient citizens, workers, and workplaces, must be built in the elementary and secondary/middle schools and then through the tertiary level, to achieve an outcome of more resilient students. Government, business, and society require widespread resilience to be capable of ‘bouncing back’ and be more adaptable, transformational, and sustainable. Methodology: The paper utilises a mixed-methods approach incorporating a questionnaire and interviews to determine participants’ opinions on the importance and relevance of resilience in the schools’ curricula and to government, business, and society. The target groups are as follows: educators at all levels, education administrators, members of the business sector, public sector, and 3rd sector. The research specifically targets the anglophone Caribbean developing countries (Barbados, Guyana, Jamaica, Trinidad, St. Lucia, and St Vincent, and the Grenadines). The research utilises SPSS for data analysis. Major Findings: The preliminary findings suggest that the majority of participants support the adoption of resilience as a 4th R in the curricula of the elementary, secondary/middle schools, and tertiary level in the anglophone Caribbean. The final results will allow the researchers to reveal more specific details on any variations among the islands in the sample andto engage in an in-depth discussion of the relevance and importance of resilience as the 4th R. Conclusion: Results seem to suggest that the education system should adopt the 4th R of resilience so that educators working in collaboration with the family and community/village can develop young citizens who are more resilient and capable of manifesting the behaviours and attitudes associated with ‘bouncing back,’ adaptability, transformation, and sustainability. These findings may be useful for education decision-makers and governments in these Caribbean islands, who have the authority and responsibility for the development of education policy, laws, and regulations.

Keywords: education, resilient students, adaptable, transformational, resilient citizens, workplaces, government

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Authors: Obioma Uche

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Due to the recent volatility in oil & gas prices as well as increased development of non-conventional resources, it has become even more essential to critically evaluate the profitability of petroleum prospects prior to making any investment decisions. Traditionally, simple Monte Carlo (MC) algorithms have been used to randomly sample probability distributions of economic and geological factors (e.g. price, OPEX, CAPEX, reserves, productive life, etc.) in order to obtain probability distributions for profitability metrics such as Net Present Value (NPV). In recent years, second-order MC algorithms have been shown to offer an advantage over simple MC techniques due to the added consideration of uncertainties associated with the probability distributions of the relevant variables. Here, a strategy for the application of the second-order MC technique to a case study is demonstrated to analyze its effectiveness as a tool for portfolio management.

Keywords: Monte Carlo algorithms, portfolio management, profitability, risk analysis

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Authors: Dong Won Kim, Hye Ji Kim, Hyun Young Jung

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Improved energy storage is inevitably needed to improve energy efficiency and to be environmentally friendly to chemical processes. Ionic liquids (ILs) can play a crucial role in addressing these needs due to inherent adjustable properties including low volatility, low flammability, inherent conductivity, wide liquid range, broad electrochemical window, high thermal stability, and recyclability. Here, binary mixtures of ILs were prepared with fumed silica nanoparticles and characterized to obtain ILs with conductivity and electrochemical properties optimized for use in energy storage devices. The solutes were prepared by varying the size and the weight percent concentration of the nanoparticles and made up 10 % of the binary mixture by weight. We report on the physical and electrochemical properties of the individual ILs and their binary mixtures.

Keywords: ionic liquid, silica nanoparticle, energy storage, electrochemical properties

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Authors: S. Summart, C. Saetiaw, T. Thosdeekoraphat, C. Thongsopa

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This article presents new current-mode oscillator circuits using CDTAs which is designed from block diagram. The proposed circuits consist of two CDTAs and two grounded capacitors. The condition of oscillation and the frequency of oscillation can be adjusted by electronic method. The circuits have high output impedance and use only grounded capacitors without any external resistor which is very appropriate to future development into an integrated circuit. The results of PSPICE simulation program are corresponding to the theoretical analysis.

Keywords: current-mode, quadrature oscillator, block diagram, CDTA

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Authors: Yemane Hailu Fissuh, Zhongzhan Zhang

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In biomedical researches and randomized clinical trials, the most commonly interested outcomes are time-to-event so-called survival data. The importance of robust models in this context is to compare the effect of randomly controlled experimental groups that have a sense of causality. Causal estimation is the scientific concept of comparing the pragmatic effect of treatments conditional to the given covariates rather than assessing the simple association of response and predictors. Hence, the causal effect based semiparametric transformation model was proposed to estimate the effect of treatment with the presence of possibly time-varying covariates. Due to its high flexibility and robustness, the semiparametric transformation model which shall be applied in this paper has been given much more attention for estimation of a causal effect in modeling left-truncated and right censored survival data. Despite its wide applications and popularity in estimating unknown parameters, the maximum likelihood estimation technique is quite complex and burdensome in estimating unknown parameters and unspecified transformation function in the presence of possibly time-varying covariates. Thus, to ease the complexity we proposed the modified estimating equations. After intuitive estimation procedures, the consistency and asymptotic properties of the estimators were derived and the characteristics of the estimators in the finite sample performance of the proposed model were illustrated via simulation studies and Stanford heart transplant real data example. To sum up the study, the bias of covariates was adjusted via estimating the density function for truncation variable which was also incorporated in the model as a covariate in order to relax the independence assumption of failure time and truncation time. Moreover, the expectation-maximization (EM) algorithm was described for the estimation of iterative unknown parameters and unspecified transformation function. In addition, the causal effect was derived by the ratio of the cumulative hazard function of active and passive experiments after adjusting for bias raised in the model due to the truncation variable.

Keywords: causal estimation, EM algorithm, semiparametric transformation models, time-to-event outcomes, time-varying covariate

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Authors: Jing Jiang, Wenhuan XU, Lei Zhang, Shiyi Zhang, Tongli Wang

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Climate data quality significantly affects the reliability of ecological modeling. In the Asia Pacific (AP) region, low-quality climate data hinders ecological modeling. ClimateAP, a software developed in 2017, generates high-quality climate data for the AP region, benefiting researchers in forestry and agriculture. However, its adoption remains limited. This study aims to confirm the validity of biologically relevant variable data generated by ClimateAP during the normal climate period through comparison with the currently available gridded data. Climate data from 2,366 weather stations were used to evaluate the prediction accuracy of ClimateAP in comparison with the commonly used gridded data from WorldClim1.4. Univariate regressions were applied to 48 monthly biologically relevant variables, and the relationship between the observational data and the predictions made by ClimateAP and WorldClim was evaluated using Adjusted R-Squared and Root Mean Squared Error (RMSE). Locations were categorized into mountainous and flat landforms, considering elevation, slope, ruggedness, and Topographic Position Index. Univariate regressions were then applied to all biologically relevant variables for each landform category. Random Forest (RF) models were implemented for the climatic niche modeling of Cunninghamia lanceolata. A comparative analysis of the prediction accuracies of RF models constructed with distinct climate data sources was conducted to evaluate their relative effectiveness. Biologically relevant variables were obtained from three unpublished Chinese meteorological datasets. ClimateAPv3.0 and WorldClim predictions were obtained from weather station coordinates and WorldClim1.4 rasters, respectively, for the normal climate period of 1961-1990. Occurrence data for Cunninghamia lanceolata came from integrated biodiversity databases with 3,745 unique points. ClimateAP explains a minimum of 94.74%, 97.77%, 96.89%, and 94.40% of monthly maximum, minimum, average temperature, and precipitation variances, respectively. It outperforms WorldClim in 37 biologically relevant variables with lower RMSE values. ClimateAP achieves higher R-squared values for the 12 monthly minimum temperature variables and consistently higher Adjusted R-squared values across all landforms for precipitation. ClimateAP's temperature data yields lower Adjusted R-squared values than gridded data in high-elevation, rugged, and mountainous areas but achieves higher values in mid-slope drainages, plains, open slopes, and upper slopes. Using ClimateAP improves the prediction accuracy of tree occurrence from 77.90% to 82.77%. The biologically relevant climate data produced by ClimateAP is validated based on evaluations using observations from weather stations. The use of ClimateAP leads to an improvement in data quality, especially in non-mountainous regions. The results also suggest that using biologically relevant variables generated by ClimateAP can slightly enhance climatic niche modeling for tree species, offering a better understanding of tree species adaptation and resilience compared to using gridded data.

Keywords: climate data validation, data quality, Asia pacific climate, climatic niche modeling, random forest models, tree species

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Authors: Zdzislaw Kaminski, Zbigniew Czyz

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The paper discusses the results of the research into a wind turbine with a vertical axis of rotation which was performed with the open return wind tunnel, Gunt HM 170, at the laboratory of the Department of Thermodynamics, Fluid Mechanics and Propulsion Aviation Systems of Lublin University of Technology. Wind tunnel experiments are a necessary step to construct any new type of wind turbine, to validate design assumptions and numerical results. This research focused on the rotor with the blades capable of modifying their working surfaces, i.e. absorbing wind kinetic energy. The operation of this rotor is based on adjusting angular aperture α of the top and bottom parts of the blades mounted on an axis. If this angle α increases, the working surface which absorbs wind kinetic energy also increases. The study was performed on scaled and geometrically similar models with the criteria of similarity relevant for the type of research preserved. The rotors with varied angular apertures of their blades were printed for the research with a powder 3D printer, ZPrinter® 450. This paper presents the research results for the selected flow speed of 6.5 m/s for the three angular apertures of the rotor blades, i.e. 30°, 60°, 90° at varied speeds. The test stand enables the turbine rotor to be braked to achieve the required speed and airflow speed and torque to be recorded. Accordingly, the torque and power as a function of airflow were plotted. The rotor with its adjustable blades enables turbine power to be adjusted within a wide range of wind speeds. A variable angular aperture of blade working surfaces α in a wind turbine enables us to control the speed of the turbine and consequently its output power. Reducing the angular aperture of working surfaces results in reduced speed, and if a special current generator applied, electrical output power is reduced, too. Speed adjusted by changing angle α enables the maximum load acting on rotor blades to be controlled. The solution under study is a kind of safety against a damage of a turbine due to possible high wind speed.

Keywords: drive torque, renewable energy, power, wind turbine, wind tunnel

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Authors: A. N. Gornostaeva, P. I. Bobyleva, E. R. Andreeva, L. B. Buravkova

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Multipotent mesenchymal stromal cells (MSCs) possess immunomodulatory properties. The effect of MSCs on the crucial cellular immunity compartment – T-cells is of a special interest. It is known that MSC tissue niche and expected milieu of their interaction with T- cells are characterized by low oxygen concentration, whereas the in vitro experiments usually are carried out at a much higher ambient oxygen (20%). We firstly evaluated immunomodulatory effects of MSCs on T-cells at tissue-related oxygen (5%) after interaction implied cell-to-cell contacts and paracrine factors only. It turned out that MSCs under reduced oxygen can effectively suppress the activation and proliferation of PHA-stimulated T-cells and can provoke decrease in the production of proinflammatory and increase in anti-inflammatory cytokines. In hypoxia some effects were amplified (inhibition of proliferation, anti-inflammatory cytokine profile shift). This impact was more evident after direct cell-to-cell interaction; lack of intercellular contacts could revoke the potentiating effect of hypoxia.

Keywords: MSCs, T-cells, activation, low oxygen, cell-to-cell interaction, immunosuppression

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Authors: M. G. Mattos, J. E. Pécora Jr, T. A. Briso

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Today's challenging business environment, with unpredictable demand and volatility, requires a supply chain strategy that handles uncertainty and risks in the right way. Even though inventory models have been previously explored, this paper seeks to apply these concepts on a practical situation. This study involves the inventory replenishment problem, applying techniques that are mainly based on mathematical assumptions and modeling. The primary goal is to improve the retailer’s supply chain processes taking store differences when setting the various target stock levels. Through inventory review policy, picking piece implementation and minimum exposure definition, we were able not only to promote the inventory reduction as well as improve sales results. The inventory management theory from literature review was then tested on a single case study regarding a particular department in one of the largest Latam retail chains.

Keywords: inventory, distribution, retail, risk, safety stock, sales, uncertainty

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Authors: Bhawat Chiamjinnawat

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The agri-food market transformation has implied market growth for the fruit industry in Thailand. This article focuses on analysis of farmer competence and farm resources which affect market strategies used by fruit farmers in Chanthaburi province of Thailand. The survey data were collected through the use of face-to-face interviews with structured questionnaires. This study identified 14 drivers related to farmer competence and farm resources of which some had significant effect on the decision to use either high-value markets or traditional markets. The results suggest that farmers who used high-value markets were better educated and they had longer experience and larger sized business. Identifying the important factors that match with the market transformation provides policy with opportunities to support the fruit farmers to increase their market power. Policies that promote business expansion of agricultural cooperatives and knowledge sharing among farmers are recommended to reduce limitations due to limited knowledge, low experience, and small business sizes.

Keywords: farmer competence, farm resources, fruit industry, high-value markets, Thailand

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Authors: Davod Ahmadigheidari, Isabel Alvarez, Kate Sinclair, Marnie Davidson, Patrick Cortbaoui, Hugo Melgar-Quiñonez

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The burden of collecting water tends to disproportionately fall on women and girls in low-income countries. Specifically, women spend between one to eight hours per day fetching water for domestic use in Sub-Saharan Africa. While there has been research done on the global time burden for collecting water, it has been mainly focused on water quality parameters; leaving the relationship between water fetching and health outcomes understudied. There is little available evidence regarding the relationship between water fetching and maternal child care practices. The main objective of this study was to help fill the aforementioned gap in the literature. Data from two surveys in Ethiopia and Malawi conducted by CARE Canada in 2016-2017 were used. Descriptive statistics indicate that women were predominantly responsible for collecting water in both Ethiopia (87%) and Malawi (99%) respectively, with the majority spending more than 30 minutes per day on water collection. With regards to child care practices, in both countries, breastfeeding was relatively high (77% and 82%, respectively); and treatment for malnutrition was low (15% and 8%, respectively). However, the same consistency was not found for weighing; in Ethiopia only 16% took their children for weighting in contrast to 94% in Malawi. These three practices were summed to create one variable for regressions analyses. Unadjusted logistic regression findings showed that only in Ethiopia was time fetching water significantly associated with child care practices. Once adjusted for covariates, this relationship was no longer found to be significant. Adjusted logistic regressions also showed that the factors that did influence child care practices differed slightly between the two countries. In Ethiopia, a lack of access to community water supply (OR= 0.668; P=0.010), poor attitudes towards gender equality (OR= 0.608; P=0.001), no access to land and (OR=0.603; P=0.000), significantly decreased a women’s odd of using positive childcare practices. Notably, being young women between 15-24 years (OR=2.308; P=0.017), and 25-29 (OR=2.065; P=0.028) increased probability of using positive childcare practices. Whereas in Malawi, higher maternal age, low decision-making power, significantly decreased a women’s odd of using positive childcare practices. In conclusion, this study found that even though amount of time spent by women fetching water makes a difference for childcare practices, it is not significantly related to women’s child care practices when controlling the covariates. Importantly, women’s age contributes to child care practices in Ethiopia and Malawi.

Keywords: time fetching water, community water supply, women’s child care practices, Ethiopia, Malawi

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Authors: Abdullah Nurus Salam Khan, Farhana Karim, Mohiuddin Ahsanul Kabir Chowdhury, S. Masum Billah, Nabila Zaka, Alexander Manu, Shams El Arifeen

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Globally, pre-eclampsia (PE) and ante-partum haemorrhage (APH) are two major causes of maternal mortality. Prompt identification and management of these conditions depend on competency of the birth attendants. Since these conditions are infrequent to be observed, clinical vignette based assessment could identify the extent of health worker’s competence in managing emergency obstetric care (EmOC). During June-August 2016, competence of 39 medical officers (MO) and 95 nurses working in obstetric ward of 15 government health facilities (3 district hospital, 12 sub-district hospital) was measured using clinical vignettes on PE and APH. The vignettes resulted in three outcome measures: total vignette scores, scores for diagnosis component, and scores for management component. T-test was conducted to compare mean vignette scores and linear regression was conducted to measure the strength and association of vignette scores with different cadres of health workers, facility’s readiness for EmOC and average annual utilization of normal deliveries after adjusting for type of health facility, health workers’ work experience, training status on managing maternal complication. For each of the seven component of EmOC items (administration of injectable antibiotics, oxytocic and anticonvulsant; manual removal of retained placenta, retained products of conception; blood transfusion and caesarean delivery), if any was practised in the facility within last 6 months, a point was added and cumulative EmOC readiness score (range: 0-7) was generated for each facility. The yearly utilization of delivery cases were identified by taking the average of all normal deliveries conducted during three years (2013-2015) preceding the survey. About 31% of MO and all nurses were female. Mean ( ± sd) age of the nurses were higher than the MO (40.0 ± 6.9 vs. 32.2 ± 6.1 years) and also longer mean( ± sd) working experience (8.9 ± 7.9 vs. 1.9 ± 3.9 years). About 80% health workers received any training on managing maternal complication, however, only 7% received any refresher’s training within last 12 months. The overall vignette score was 8.8 (range: 0-19), which was significantly higher among MO than nurses (10.7 vs. 8.1, p < 0.001) and the score was not associated with health facility types, training status and years of experience of the providers. Vignette score for management component (range: 0-9) increased with higher annual average number of deliveries in their respective working facility (adjusted β-coefficient 0.16, CI 0.03-0.28, p=0.01) and increased with each unit increase in EmOC readiness score (adjusted β-coefficient 0.44, CI 0.04-0.8, p=0.03). The diagnosis component of vignette score was not associated with any of the factors except it was higher among the MO than the nurses (adjusted β-coefficient 1.2, CI 0.13-2.18, p=0.03). Lack of competence in diagnosing and managing obstetric complication by the nurses than the MO is of concern especially when majority of normal deliveries are conducted by the nurses. Better EmOC preparedness of the facility and higher utilization of normal deliveries resulted in higher vignette score for the management component; implying the impact of experiential learning through higher case management. Focus should be given on improving the facility readiness for EmOC and providing the health workers periodic refresher’s training to make them more competent in managing obstetric cases.

Keywords: Bangladesh, emergency obstetric care, clinical vignette, competence of health workers

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Authors: Tianyang Xu

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Small underwater targets generally have a non-centrosymmetric geometry, and the acoustic scattering field of the target has spatial inhomogeneity under active sonar detection conditions. In view of the above problems, this paper takes the hemispherical cylindrical shell as the research object, and considers the angle continuity implied in the echo characteristics, and proposes a cluster-driven research method for the non-uniform characteristics of target echo angle. First, the target echo features are extracted, and feature vectors are constructed. Secondly, the t-SNE algorithm is used to improve the internal connection of the feature vector in the low-dimensional feature space and to construct the visual feature space. Finally, the implicit angular relationship between echo features is extracted under unsupervised condition by cluster analysis. The reconstruction results of the local geometric structure of the target corresponding to different categories show that the method can effectively divide the angle interval of the local structure of the target according to the natural acoustic scattering characteristics of the target.

Keywords: underwater target;, non-uniform characteristics;, cluster-driven method;, acoustic scattering characteristics

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Authors: T. Arshad

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A correlation study was done to explore the relationship of intrusiveness, appraisal and thought control strategies in patients with Obsessive Compulsive Disorder. Theoretical frame work for the present study was Salkovskis (1985) cognitive model of obsessive compulsive disorder. Sample of 100 patients (men=48, women=52) of age 14-62 years (M=32.13, SD=10.37) was recruited from hospitals of Lahore, Pakistan. Revised Obsessional Intrusion Inventory, Stress Appraisal Measure, Thought Control Questionnaire and Symptoms Checklist-R were self-administered. Findings revealed that intrusiveness is correlated with appraisals (controllable by self, controllable by others, uncontrollable, stressfulness) and thought control strategy (punishment). Furthermore, appraisals (uncontrollable, stressfulness, controllable by others) were emerged as strong predictors for different through control strategies (distraction, punishment and social control). Moreover, men have higher frequency of intrusion, whereas women were frequently using social control as thought control strategy. Results implied that intrusiveness, appraisals (controllable by others, uncontrollable, stressfulness) and thought control strategy (punishment) are related which maintains the disorder.

Keywords: appraisal, intrusiveness, obsessive compulsive disorder, thought control strategies

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Authors: John Knight, Fuchun Li, Yan Xu

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Based on a new method of the nonparametric estimator of the drift function, we propose a consistent test for the parametric specification of the drift function in the short rate diffusion process using observations from a panel of yields. The test statistic is shown to follow an asymptotic normal distribution under the null hypothesis that the parametric drift function is correctly specified, and converges to infinity under the alternative. Taking the daily 7-day European rates as a proxy of the short rate, we use our test to examine whether the drift of the short rate diffusion process is linear or nonlinear, which is an unresolved important issue in the short rate modeling literature. The testing results indicate that none of the drift functions in this literature adequately captures the dynamics of the drift, but nonlinear specification performs better than the linear specification.

Keywords: diffusion process, nonparametric estimation, derivative security price, drift function and volatility function

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Authors: Daniel Mokatsanyane, Johnny Jansen Van Rensburg

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This paper is a concise introduction of the risk management on the water derivatives market. Water, a new commodity in the market, is one of the most important commodity on earth. As important to life and planet as crops, metals, and energy, none of them matters without water. This paper presents a brief overview of water as a tradable commodity via a new first of its kind futures contract on the Nasdaq Veles California Water Index (NQH2O) derivative instrument, TheGeneralised Autoregressive Conditional Heteroscedasticity (GARCH) statistical model will be the used to measure the water price volatility of the instrument and its performance since it’s been traded. describe the main products and illustrate their usage in risk management and also discuss key challenges with modeling and valuation of water as a traded commodity and finally discuss how water derivatives may be taken as an alternative asset investment class.

Keywords: water derivatives, commodity market, nasdaq veles california water Index (NQH2O, water price, risk management

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Authors: Charine Faith H. Lagrimas, Rommel N. Galvan, Rizalinda L. de Leon

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An ongoing study, methyl laurate to be used as a refrigerant in an HVAC system, requires the crystallization kinetics of the said substance. Step-wise and normal forms of Avrami model parameters were used to describe the isothermal crystallization kinetics of methyl laurate at different temperatures from Differential Scanning Calorimetry (DSC) measurements. At 3 °C, parameters showed that methyl laurate exhibits a secondary crystallization. The primary crystallization occurred with instantaneous nuclei and spherulitic growth; followed by a secondary instantaneous nucleation with a lower growth of dimensionality, rod-like. At 4 °C to 6 °C, the exotherms from DSC implied that the system was under the isokinetic range. The kinetics behavior is the same which is instantaneous nucleation with one-dimensional growth. The differences for the isokinetic range temperatures are the activation energies (directly proportional to T) and nucleation rates (inversely proportional to T). From the images obtained during the crystallization of methyl laurate using an optical microscope, it is confirmed that the nucleation and crystal growth modes obtained from the optical microscope are consistent with the parameters from Avrami model.

Keywords: Avrami model, isothermal crystallization, lipids kinetics, methyl laurate

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Authors: Nitu Chhikaraa, S. B. Tyagia, Kiran Jainb, Mamta Kharkwala

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The I–III–VI2 semiconductor Nanocrystals such as AgInS2 have great interest for various applications such as optical devices (solar cell and LED), cellular Imaging and bio tagging etc. we synthesized the phase and shape controlled chalcopyrite AgInS2 (AIS) colloidal nanoparticles by thermal decomposition of metal xanthate at low temperature in an organic solvent’s containing surfactant molecules. Here we are focusing on enhancements of photoluminescence of AgInS2 Nps by coating of ZnS at low temperature for application of optical devices. The size of core shell Nps was less than 50nm.by increasing the time and temperature the emission of the wavelength of the Zn coated AgInS2 Nps could be adjusted from visible region to IR the QY of the AgInS2 Nps could be increased by coating of ZnS from 20 to 80% which was reasonably good as compared to those of the previously reported. The synthesized NPs were characterized by PL, UV, XRD and TEM.

Keywords: PL, UV, XRD, TEM

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Authors: Y. Bhatt, N. Ghosh, N. Tiwari

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Acreage response function are modeled taking account of expected harvest prices, weather related variables and other non-price variables allowing for partial adjustment possibility. At the outset, based on the literature on price expectation formation, we explored suitable formulations for estimating the farmer’s expected prices. Assuming that farmers form expectations rationally, the prices of food and biofuel crops are modeled using time-series methods for possible ARCH/GARCH effects to account for volatility. The prices projected on the basis of the models are then inserted to proxy for the expected prices in the acreage response functions. Food crop acreages in different growing states are found sensitive to their prices relative to those of one or more of the biofuel crops considered. The required percentage improvement in food crop yields is worked to offset the acreage loss.

Keywords: acreage response function, biofuel, food security, sustainable development

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Authors: Cátia Regina Branco da Fonseca, Maria Wany Louzada Strufaldi, Lídia Raquel de Carvalho, Rosana Fiorini Puccini

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Background: Birth weight reflects gestational conditions and development during the fetal period. Low birth weight (LBW) may be associated with antenatal care (ANC) adequacy and quality. The purpose of this study was to analyze ANC adequacy and its relationship with LBW in the Unified Health System in Brazil. Methods: A case-control study was conducted in Botucatu, São Paulo, Brazil, 2004 to 2008. Data were collected from secondary sources (the Live Birth Certificate), and primary sources (the official medical records of pregnant women). The study population consisted of two groups, each with 860 newborns. The case group comprised newborns weighing less than 2,500 grams, while the control group comprised live newborns weighing greater than or equal to 2,500 grams. Adequacy of ANC was evaluated according to three measurements: 1. Adequacy of the number of ANC visits adjusted to gestational age; 2. Modified Kessner Index; and 3. Adequacy of ANC laboratory studies and exams summary measure according to parameters defined by the Ministry of Health in the Program for Prenatal and Birth Care Humanization. Results: Analyses revealed that LBW was associated with the number of ANC visits adjusted to gestational age (OR = 1.78, 95% CI 1.32-2.34) and the ANC laboratory studies and exams summary measure (OR = 4.13, 95% CI 1.36-12.51). According to the modified Kessner Index, 64.4% of antenatal visits in the LBW group were adequate, with no differences between groups. Conclusions: Our data corroborate the association between inadequate number of ANC visits, laboratory studies and exams, and increased risk of LBW newborns. No association was found between the modified Kessner Index as a measure of adequacy of ANC and LBW. This finding reveals the low indices of coverage for basic actions already well regulated in the Health System in Brazil. Despite the association found in the study, we cannot conclude that LBW would be prevented only by an adequate ANC, as LBW is associated with factors of complex and multifactorial etiology. The results could be used to plan monitoring measures and evaluate programs of health care assistance during pregnancy, at delivery and to newborns, focusing on reduced LBW rates.

Keywords: low birth weight, antenatal care, prenatal care, adequacy of health care, health evaluation, public health system

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Authors: Gladie Lui

Abstract:

The global credit crisis of 2008 aroused renewed interest in the effectiveness of corporate governance mechanisms to safeguard investor interests. In this paper, we measure the effect of the crisis from 2008 to 2009 on the stock performance of 976 Hong Kong-listed companies and examine its link to corporate governance mechanisms. It is evident that the crisis and the economic downturn affected different industries. Empirical results show that firms with an independent board and a high concentration of ownership and management ownership had lower abnormal stock returns, but a lower price volatility during the global financial crisis. These results highlight that no single corporate governance mechanism is fit for all types of financial crises and time frames. To strengthen investors’ confidence in the ability of companies to deal with such swift financial catastrophes, companies should enhance the dynamism and responsiveness of their governance mechanisms in times of turbulence.

Keywords: board of directors, capital market, corporate governance, financial crisis

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Authors: Dany Ng Cheong Vee, Preethee Nunkoo Gonpot, Noor Sookia

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In this paper, we consider the application of Extreme Value Theory as a risk measurement tool. The Value at Risk, for a set of indices, from six Stock Exchanges of Frontier markets is calculated using the Peaks over Threshold method and the performance of the model index-wise is evaluated using coverage tests and loss functions. Our results show that 'fat-tailedness' alone of the data is not enough to justify the use of EVT as a VaR approach. The structure of the returns dynamics is also a determining factor. This approach works fine in markets which have had extremes occurring in the past thus making the model capable of coping with extremes coming up (Colombo, Tunisia and Zagreb Stock Exchanges). On the other hand, we find that indices with lower past than present volatility fail to adequately deal with future extremes (Mauritius and Kazakhstan). We also conclude that using EVT alone produces quite static VaR figures not reflecting the actual dynamics of the data.

Keywords: extreme value theory, financial crisis 2008, value at risk, frontier markets

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Authors: Seyed-Ahmad Shahidi, Salemeh Kazemzadeh, Mehdi Sharifi Soltani, Azade Ghorbani-HasanSaraei

Abstract:

The kinetics of colour changes of American Pokeweed extract, due to concentration by various heating methods was studied. Three different heating/evaporation processes were employed for production of American Pokeweed extract concentrate. The American Pokeweed extract was concentrated to a final 40 °Brix from an initial °Brix of 4 by microwave heating, rotary vacuum evaporator and evaporating at atmospheric pressure. The final American Pokeweed extract concentration of 40 °Brix was achieved in 188, 216 and 320 min by using microwave, rotary vacuum and atmospheric heating processes, respectively. The colour change during concentration processes was investigated. Total colour differences, Hunter L, a and b parameters were used to estimate the extent of colour loss. All Hunter colour parameters decreased with time. The zero-order, first-order and a combined kinetics model were applied to the changes in colour parameters. All models were found to describe the L, a and b-data adequately. Results indicated that variation in TCD followed both first-order and combined kinetics models. This model implied that the colour formation and pigment destruction occurred during concentration processes of American Pokeweed extract.

Keywords: American pokeweed, colour, concentration, kinetics

Procedia PDF Downloads 458