Search results for: Protein molecular formula
325 A New Developed Formula to Determine the Shear Buckling Stress in Welded Aluminum Plate Girders
Authors: Badr Alsulami, Ahmed S. Elamary
Abstract:
This paper summarizes and presents main results of an in-depth numerical analysis dealing with the shear buckling resistance of aluminum plate girders. The studies conducted have permitted the development of a simple design expression to determine the critical shear buckling stress in aluminum web panels. This expression takes into account the effects of reduction of strength in aluminum alloys due to welding process. Ultimate shear resistance (USR) of plate girders can be obtained theoretically using Cardiff theory or Hӧglund’s theory. USR of aluminum alloy plate girders predicted theoretically using BS8118 appear inconsistent when compared with test data. Theoretical predictions based on Hӧglund’s theory, are more realistic. Cardiff theory proposed to predict the USR of steel plate girders only. Welded aluminum alloy plate girders studied experimentally by others; the USR resulted from tests are reviewed. Comparison between the test results with the values obtained from Hӧglund’s theory, BS8118 design method and Cardiff theory performed theoretically. Finally, a new equation based on Cardiff tension-field theory, proposed to predict theoretically the USR of aluminum plate girders.
Keywords: Shear resistance, Aluminum, Cardiff theory, Hӧglund's theory, Plate girder.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2867324 Neural Network Implementation Using FPGA: Issues and Application
Authors: A. Muthuramalingam, S. Himavathi, E. Srinivasan
Abstract:
.Hardware realization of a Neural Network (NN), to a large extent depends on the efficient implementation of a single neuron. FPGA-based reconfigurable computing architectures are suitable for hardware implementation of neural networks. FPGA realization of ANNs with a large number of neurons is still a challenging task. This paper discusses the issues involved in implementation of a multi-input neuron with linear/nonlinear excitation functions using FPGA. Implementation method with resource/speed tradeoff is proposed to handle signed decimal numbers. The VHDL coding developed is tested using Xilinx XC V50hq240 Chip. To improve the speed of operation a lookup table method is used. The problems involved in using a lookup table (LUT) for a nonlinear function is discussed. The percentage saving in resource and the improvement in speed with an LUT for a neuron is reported. An attempt is also made to derive a generalized formula for a multi-input neuron that facilitates to estimate approximately the total resource requirement and speed achievable for a given multilayer neural network. This facilitates the designer to choose the FPGA capacity for a given application. Using the proposed method of implementation a neural network based application, namely, a Space vector modulator for a vector-controlled drive is presented
Keywords: FPGA implementation, multi-input neuron, neural network, nn based space vector modulator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4424323 Extension of Fish Shelf Life by Ozone Treatment
Authors: Behrouz Mosayebi Dehkordi, Neda Zokaie
Abstract:
The shelf life of fish was extended using disinfection properties of ozone. For this purpose, Trout specimens were exposed to ozone in the aqueous media for two hours and their microbial growth and biochemical properties were measured over time. Microbial growth of ozone treated fish was significantly slower than control sample, resulting in lower counts of bacteria. According to the biochemical tests; ozone treatment had no negative effects on fat, protein and humidity of fish. Peroxide and TVN (Total Volatile Nitrogen) measurements showed that treatment by ozone increased the trout shelf life from 4 days to 6 days. According to the sensory analysis, no changes were observed in color or flavor of the ozone treated trout.Keywords: Fish, Ozone, Shelf life, Trout.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2234322 A Geometrical Perspective on the Insulin Evolution
Authors: Yuhei Kunihiro, Sorin V. Sabau, Kazuhiro Shibuya
Abstract:
We study the molecular evolution of insulin from metric geometry point of view. In mathematics, and in particular in geometry, distances and metrics between objects are of fundamental importance. Using a weaker notion than the classical distance, namely the weighted quasi-metrics, one can study the geometry of biological sequences (DNA, mRNA, or proteins) space. We analyze from geometrical point of view a family of 60 insulin homologous sequences ranging on a large variety of living organisms from human to the nematode C. elegans. We show that the distances between sequences provide important information about the evolution and function of insulin.
Keywords: Metric geometry, evolution, insulin.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1531321 A New Predictor of Coding Regions in Genomic Sequences using a Combination of Different Approaches
Authors: Aníbal Rodríguez Fuentes, Juan V. Lorenzo Ginori, Ricardo Grau Ábalo
Abstract:
Identifying protein coding regions in DNA sequences is a basic step in the location of genes. Several approaches based on signal processing tools have been applied to solve this problem, trying to achieve more accurate predictions. This paper presents a new predictor that improves the efficacy of three techniques that use the Fourier Transform to predict coding regions, and that could be computed using an algorithm that reduces the computation load. Some ideas about the combination of the predictor with other methods are discussed. ROC curves are used to demonstrate the efficacy of the proposed predictor, based on the computation of 25 DNA sequences from three different organisms.
Keywords: Bioinformatics, Coding region prediction, Computational load reduction, Digital Signal Processing, Fourier Transform.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1668320 Bioactivity Evaluation of Cucurbitin Derived Enzymatic Hydrolysates
Authors: Ž. Vaštag, Lj. Popović, S. Popović
Abstract:
After cold pressing of pumpkin oil, the defatted oil cake (PUOC) was utilised as raw material for processing of bio-functional hydrolysates. In this study, the in vitro bioactivity of an alcalase (AH) and a pepsin hydrolysate (PH) prepared from the major pumpkin 12S globulin (cucurbitin) are compared. The hydrolysates were produced at optimum reaction conditions (temperature, pH) for the enzymes, during 60min. The bioactivity testing included antioxidant and angiotensin I converting enzyme inhibitory activity assays. The hydrolysates showed high potential as natural antioxidants and possibly antihypertensive agents in functional food or nutraceuticals. Additionally, preliminary studies have shown that both hydrolysates could exhibit modest α-amylase inhibitory activity, which indicates on their hypoglycemic potential.
Keywords: Cucurbitin, alcalase, pepsin, protein hydrolysates, in vitro bioactivity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2571319 Mechanical Characterization of Extrudable Foamed Concrete: An Experimental Study
Authors: D. Falliano, D. De Domenico, G. Ricciardi, E. Gugliandolo
Abstract:
This paper is focused on the mechanical characterization of foamed concrete specimens with protein-based foaming agent. Unlike classic foamed concrete, a peculiar property of the analyzed foamed concrete is the extrudability, which is achieved via a specific additive in the concrete mix that significantly improves the cohesion and viscosity of the fresh cementitious paste. A broad experimental campaign was conducted to evaluate the compressive strength and the indirect tensile strength of the specimens. The study has comprised three different cement types, two water/cement ratios, three curing conditions and three target dry densities. The variability of the strength values upon the above mentioned factors is discussed.Keywords: Cement type, curing conditions, density, extrudable concrete, foamed concrete, mechanical characterization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1286318 Multiple Sequence Alignment Using Three- Dimensional Fragments
Authors: Layal Al Ait, Eduardo Corel, Kifah Tout, Burkhard Morgenstern
Abstract:
Background: Dialign is a DNA/Protein alignment tool for performing pairwise and multiple pairwise alignments through the comparison of gap-free segments (fragments) between sequence pairs. An alignment of two sequences is a chain of fragments, i.e local gap-free pairwise alignments, with the highest total score. METHOD: A new approach is defined in this article which relies on the concept of using three-dimensional fragments – i.e. local threeway alignments -- in the alignment process instead of twodimensional ones. These three-dimensional fragments are gap-free alignments constituting of equal-length segments belonging to three distinct sequences. RESULTS: The obtained results showed good improvments over the performance of DIALIGN.Keywords: DIALIGN, Multiple sequence alignment, Threedimensional fragments.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1558317 Investigation of Gas Phase Composition During Carbon Nanotube Production
Authors: S. Yaglikci, B. Salgara, F. Soysal, B. Cicek
Abstract:
Chemical vapor deposition method was used to produce carbon nanotubes on an iron based catalyst from acetylene. Gas-phase samples collected from the different positions of the tubular reactor were analyzed by GC/MS. A variety of species ranging from hydrogen to naphthalene were observed and changes in their concentrations were plotted against the reactor position. Briefly benzene, toluene, styrene, indene and naphthalene were the main higher molecular weight species and vinylacetylene and diacetylene were the important intermediates. Nanotube characterization was performed by scanning electron microscopy and transmission electron microscopy.Keywords: Carbon nanotubes, chemical vapor deposition, GC/MS, species profile
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1882316 Analysis and Prototyping of Biological Systems: the Abstract Biological Process Model
Authors: Antonio Di Leva, Roberto Berchi, Gianpiero Pescarmona, Michele Sonnessa
Abstract:
The aim of a biological model is to understand the integrated structure and behavior of complex biological systems as a function of the underlying molecular networks to achieve simulation and forecast of their operation. Although several approaches have been introduced to take into account structural and environment related features, relatively little attention has been given to represent the behavior of biological systems. The Abstract Biological Process (ABP) model illustrated in this paper is an object-oriented model based on UML (the standard object-oriented language). Its main objective is to bring into focus the functional aspects of the biological system under analysis.Keywords: Biological processes, system dynamics, systemmodeling, UML.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1640315 Numerical Simulation of High Pressure Hydrogen Emerges to Air
Authors: Mohamed H. Elhsnawi, Mesbah M. Salem, Saleh B. Mohamed
Abstract:
Numerical simulation performed to investigate the behavior of the high pressure hydrogen jetting of air. High pressure hydrogen (30–40 MPa) was injected to air at atmospheric pressure through 2mm orifice. Numerical simulations were performed with Kiva3V code with 2D axisymmetric geometry. Numerical simulations showed that auto ignition of high pressure hydrogen to air are possible due to molecular diffusion. Auto ignition was predicted at hydrogen-air contact surface due to mass and energy exchange between high temperature hydrogen and air heated by shock wave.
Keywords: Spontaneous Ignition, Diffusion Ignition, Hydrogen ignition, Hydrogen Jet.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1907314 Non-Coplanar Nuclei in Heavy-Ion Reactions
Authors: Sahila Chopra, Hemdeep, Arshdeep Kaur, Raj K. Gupta
Abstract:
In recent times, we noticed an interesting and important role of non-coplanar degree-of-freedom (Φ = 00) in heavy ion reactions. Using the dynamical cluster-decay model (DCM) with Φ degree-of-freedom included, we have studied three compound systems 246Bk∗, 164Yb∗ and 105Ag∗. Here, within the DCM with pocket formula for nuclear proximity potential, we look for the effects of including compact, non-coplanar configurations (Φc = 00) on the non-compound nucleus (nCN) contribution in total fusion cross section σfus. For 246Bk∗, formed in 11B+235U and 14N+232Th reaction channels, the DCM with coplanar nuclei (Φc = 00) shows an nCN contribution for 11B+235U channel, but none for 14N+232Th channel, which on including Φ gives both reaction channels as pure compound nucleus decays. In the case of 164Yb∗, formed in 64Ni+100Mo, the small nCN effects for Φ=00 are reduced to almost zero for Φ = 00. Interestingly, however, 105Ag∗ for Φ = 00 shows a small nCN contribution, which gets strongly enhanced for Φ = 00, such that the characteristic property of PCN presents a change of behaviour, like that of a strongly fissioning superheavy element to a weakly fissioning nucleus; note that 105Ag∗ is a weakly fissioning nucleus and Psurv behaves like one for a weakly fissioning nucleus for both Φ = 00 and Φ = 00. Apparently, Φ is presenting itself like a good degree-of-freedom in the DCM.Keywords: Dynamical cluster-decay model, fusion cross sections, non-compound nucleus effects, non-coplanarity.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1186313 The Boundary Theory between Laminar and Turbulent Flows
Authors: Tomasz M. Jankowski
Abstract:
The basis of this paper is the assumption, that graviton is a measurable entity of molecular gravitational acceleration and this is not a hypothetical entity. The adoption of this assumption as an axiom is tantamount to fully opening the previously locked door to the boundary theory between laminar and turbulent flows. It leads to the theorem, that the division of flows of Newtonian (viscous) fluids into laminar and turbulent is true only, if the fluid is influenced by a powerful, external force field. The mathematical interpretation of this theorem, presented in this paper shows, that the boundary between laminar and turbulent flow can be determined theoretically. This is a novelty, because thus far the said boundary was determined empirically only and the reasons for its existence were unknown.Keywords: Freed gravitons, free gravitons.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1464312 Effects of Skim Milk Powder Supplementation to Soy Yogurts on Biotransformation of Isoflavone Glycosides to Biologically Active Forms during Storage
Authors: T. T. Pham, N. P. Shah
Abstract:
Three batches of yogurts were made with soy protein isolate (SPI) supplemented with 2% (S2), 4% (S4) or 6% (S6) of skim milk powder (SMP). The fourth batch (control; S0) was prepared from SPI without SMP supplementation. Lactobacillus delbrueckii ssp. bulgaricus ATCC 11842 (Lb 11842) and Streptococcus thermophilus ST 1342 (ST 1342) were used as the starter culture. Biotransformation of the inactive forms, isoflavone glycosides (IG) to biologically active forms, isoflavone aglycones (IA), was determined during 28 d storage. The viability of both microorganisms was significantly higher (P < 0.05) in S2, S4, and S6 than that in S0. The ratio of lactic acid/acetic acid in S0 was in the range of 15.53 – 22.31 compared to 7.24 – 12.81 in S2, S4 and S6. The biotransformation of IG to IA in S2, S4 and S6 was also enhanced by 9.9 -13.3% compared to S0.Keywords: Isoflavone aglycones, isoflavone glycosides, skim milk powder and soy yogurt.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1949311 Biologically Active Caffeic Acid-Derived Biopolymer
Authors: V. Barbakadze, L. Gogilashvili, L. Amiranashvili, M. Merlani, K. Mulkijanyan
Abstract:
The high-molecular water-soluble preparations from several species of two genera (Symphytum and Anchusa) of Boraginaceae family Symphytum asperum, S. caucasicum, S.officinale and Anchusa italica were isolated. According to IR, 13C and 1H NMR, APT, 1D NOE, 2D heteronuclear 1H/13C HSQC and 2D DOSY experiments, the main chemical constituent of these preparations was found to be caffeic acid-derived polyether, namely poly[3-(3,4-dihydroxyphenyl)glyceric acid] (PDPGA) or poly[oxy-1- carboxy-2-(3,4-dihydroxyphenyl)ethylene]. Most carboxylic groups of this caffeic acid-derived polymer of A. italica are methylated.
Keywords: Anchusa, poly[3-(3, 4-dihydroxyphenyl)glyceric acid], poly[oxy-1-carboxy-2-(3, 4-dihydroxyphenyl)ethylene], Symphytum.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1423310 Variational EM Inference Algorithm for Gaussian Process Classification Model with Multiclass and Its Application to Human Action Classification
Authors: Wanhyun Cho, Soonja Kang, Sangkyoon Kim, Soonyoung Park
Abstract:
In this paper, we propose the variational EM inference algorithm for the multi-class Gaussian process classification model that can be used in the field of human behavior recognition. This algorithm can drive simultaneously both a posterior distribution of a latent function and estimators of hyper-parameters in a Gaussian process classification model with multiclass. Our algorithm is based on the Laplace approximation (LA) technique and variational EM framework. This is performed in two steps: called expectation and maximization steps. First, in the expectation step, using the Bayesian formula and LA technique, we derive approximately the posterior distribution of the latent function indicating the possibility that each observation belongs to a certain class in the Gaussian process classification model. Second, in the maximization step, using a derived posterior distribution of latent function, we compute the maximum likelihood estimator for hyper-parameters of a covariance matrix necessary to define prior distribution for latent function. These two steps iteratively repeat until a convergence condition satisfies. Moreover, we apply the proposed algorithm with human action classification problem using a public database, namely, the KTH human action data set. Experimental results reveal that the proposed algorithm shows good performance on this data set.
Keywords: Bayesian rule, Gaussian process classification model with multiclass, Gaussian process prior, human action classification, laplace approximation, variational EM algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1758309 The Investigations of Water-ethanol Mixture by Monte Carlo Method
Authors: Atamas N. A., Atamas A. A.
Abstract:
Energetic and structural results for ethanol-water mixtures as a function of the mole fraction were calculated using Monte Carlo methodology. Energy partitioning results obtained for equimolar water-ethanol mixture and ether organic liquids are compared. It has been shown that at xet=0.22 the RDFs for waterethanol and ethanol-ethanol interactions indicated strong hydrophobic interactions between ethanol molecules and the local structure of solution is less structured at this concentration as at ether ones. Results obtained for ethanol-water mixture as a function of concentration are in good agreement with the experimental data.
Keywords: Ethanol, molecular liquids, Monte Carlo, water, thermodynamics.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2243308 A State Aggregation Approach to Singularly Perturbed Markov Reward Processes
Authors: Dali Zhang, Baoqun Yin, Hongsheng Xi
Abstract:
In this paper, we propose a single sample path based algorithm with state aggregation to optimize the average rewards of singularly perturbed Markov reward processes (SPMRPs) with a large scale state spaces. It is assumed that such a reward process depend on a set of parameters. Differing from the other kinds of Markov chain, SPMRPs have their own hierarchical structure. Based on this special structure, our algorithm can alleviate the load in the optimization for performance. Moreover, our method can be applied on line because of its evolution with the sample path simulated. Compared with the original algorithm applied on these problems of general MRPs, a new gradient formula for average reward performance metric in SPMRPs is brought in, which will be proved in Appendix, and then based on these gradients, the schedule of the iteration algorithm is presented, which is based on a single sample path, and eventually a special case in which parameters only dominate the disturbance matrices will be analyzed, and a precise comparison with be displayed between our algorithm with the old ones which is aim to solve these problems in general Markov reward processes. When applied in SPMRPs, our method will approach a fast pace in these cases. Furthermore, to illustrate the practical value of SPMRPs, a simple example in multiple programming in computer systems will be listed and simulated. Corresponding to some practical model, physical meanings of SPMRPs in networks of queues will be clarified.Keywords: Singularly perturbed Markov processes, Gradient of average reward, Differential reward, State aggregation, Perturbed close network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1636307 Preservation of Molecular Ozone in a Clathrate Hydrate : Three-Phase (Gas + Liquid + Hydrate) Equilibrium Measurements for O3 + O2 + CO2 + H2O Systems
Authors: Kazutoshi Shishido, Sanehiro Muromachi, Ryo Ohmura
Abstract:
This paper reports the three-phase (gas + liquid + hydrate) equilibrium pressure versus temperature data for a (O3 + O2 + CO2 + H2O) system for developing the hydrate-based technology to preserve ozone, a chemically unstable substance, for various industrial, medical and consumer uses. These data cover the temperature range from 272 K to 277 K, corresponding to pressures from 1.6 MPa to 3.1 MPa, for each of the three different (O3 + O2)-to-CO2 or O2-to-CO2 molar ratios in the gas phase, which are approximately 4 : 6, 5 : 5, respectively. The mole fraction of ozone in the gas phase was ~0.03 , which are the densest ozone fraction to artificially form O3 containing hydrate ever reported in the literature. Based on these data, the formation of hydrate containing high-concentration ozone, as high as 1 mass %, will be expected.Keywords: Clathrate hydrate, Ozone, Molecule storage, Sterilization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1508306 Proteomic Analysis of Tumor Tissue after Treatment with Ascorbic Acid
Authors: Seyeon Park, Mi Jang
Abstract:
Tumor cells have an invasive and metastatic phenotype that is the main cause of death for cancer patients. Tumor establishment and penetration consists of a series of complex processes involving multiple changes in gene expression. In this study, intraperitoneal administration of a high concentration of ascorbic acid inhibited tumor establishment and decreased tumor mass in BALB/C mice implanted with S-180 sarcoma cancer cells. To identify proteins involved in the ascorbic acid-mediated inhibition of tumor progression, changes in the tumor proteome associated with ascorbic acid treatment of BALB/C mice implanted with S-180 were investigated using two-dimensional gel electrophoresis and mass spectrometry. Twenty protein spots were identified whose expression was different between control and ascorbic acid treatment groups.Keywords: Ascorbic acid, Proteomic analysis, S-180 implantedBALB/C mouse
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1680305 Numerical Modeling of Determination of in situ Rock Mass Deformation Modulus Using the Plate Load Test
Authors: A. Khodabakhshi, A. Mortazavi
Abstract:
Accurate determination of rock mass deformation modulus, as an important design parameter, is one of the most controversial issues in most engineering projects. A 3D numerical model of standard plate load test (PLT) using the FLAC3D code was carried to investigate the mechanism governing the test process. Five objectives were the focus of this study. The first goal was to employ 3D modeling in the interpretation of PLT conducted at the Bazoft dam site, Iran. The second objective was to investigate the effect of displacements measuring depth from the loading plates on the calculated moduli. The magnitude of rock mass deformation modulus calculated from PLT depends on anchor depth, and in practice, this may be a cause of error in the selection of realistic deformation modulus for the rock mass. The third goal of the study was to investigate the effect of testing plate diameter on the calculated modulus. Moreover, a comparison of the calculated modulus from ISRM formula, numerical modeling and calculated modulus from the actual PLT carried out at right abutment of the Bazoft dam site was another objective of the study. Finally, the effect of plastic strains on the calculated moduli in each of the loading-unloading cycles for three loading plates was investigated. The geometry, material properties, and boundary conditions on the constructed 3D model were selected based on the in-situ conditions of PLT at Bazoft dam site. A good agreement was achieved between numerical model results and the field tests results.
Keywords: Deformation modulus, numerical model, plate loading test, rock mass.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 772304 Terminal Wiener Index for Graph Structures
Authors: J. Baskar Babujee, J. Senbagamalar,
Abstract:
The topological distance between a pair of vertices i and j, which is denoted by d(vi, vj), is the number of edges of the shortest path joining i and j. The Wiener index W(G) is the sum of distances between all pairs of vertices of a graph G. W(G) = i Keywords:
Graph,
Degree,
Distance,
Pendent vertex,
Wiener index,
Tree.
303 Hybrid Equity Warrants Pricing Formulation under Stochastic Dynamics
Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim
Abstract:
A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.
Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 585302 Generalized Inverse Eigenvalue Problems for Symmetric Arrow-head Matrices
Authors: Yongxin Yuan
Abstract:
In this paper, we first give the representation of the general solution of the following inverse eigenvalue problem (IEP): Given X ∈ Rn×p and a diagonal matrix Λ ∈ Rp×p, find nontrivial real-valued symmetric arrow-head matrices A and B such that AXΛ = BX. We then consider an optimal approximation problem: Given real-valued symmetric arrow-head matrices A, ˜ B˜ ∈ Rn×n, find (A, ˆ Bˆ) ∈ SE such that Aˆ − A˜2 + Bˆ − B˜2 = min(A,B)∈SE (A−A˜2 +B −B˜2), where SE is the solution set of IEP. We show that the optimal approximation solution (A, ˆ Bˆ) is unique and derive an explicit formula for it.
Keywords: Partially prescribed spectral information, symmetric arrow-head matrix, inverse problem, optimal approximation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1797301 Exact Pfaffian and N-Soliton Solutions to a (3+1)-Dimensional Generalized Integrable Nonlinear Partial Differential Equations
Authors: Magdy G. Asaad
Abstract:
The objective of this paper is to use the Pfaffian technique to construct different classes of exact Pfaffian solutions and N-soliton solutions to some of the generalized integrable nonlinear partial differential equations in (3+1) dimensions. In this paper, I will show that the Pfaffian solutions to the nonlinear PDEs are nothing but Pfaffian identities. Solitons are among the most beneficial solutions for science and technology, from ocean waves to transmission of information through optical fibers or energy transport along protein molecules. The existence of multi-solitons, especially three-soliton solutions, is essential for information technology: it makes possible undisturbed simultaneous propagation of many pulses in both directions.Keywords: Bilinear operator, G-BKP equation, Integrable nonlinear PDEs, Jimbo-Miwa equation, Ma-Fan equation, N-soliton solutions, Pfaffian solutions.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2094300 Case Study Approach Using Scenario Analysis to Analyze Unabsorbed Head Office Overheads
Authors: K. C. Iyer, T. Gupta, Y. M. Bindal
Abstract:
Head office overhead (HOOH) is an indirect cost and is recovered through individual project billings by the contractor. Delay in a project impacts the absorption of HOOH cost allocated to that particular project and thus diminishes the expected profit of the contractor. This unabsorbed HOOH cost is later claimed by contractors as damages. The subjective nature of the available formulae to compute unabsorbed HOOH is the difficulty that contractors and owners face and thus dispute it. The paper attempts to bring together the rationale of various HOOH formulae by gathering contractor’s HOOH cost data on all of its project, using case study approach and comparing variations in values of HOOH using scenario analysis. The case study approach uses project data collected from four construction projects of a contractor in India to calculate unabsorbed HOOH costs from various available formulae. Scenario analysis provides further variations in HOOH values after considering two independent situations mainly scope changes and new projects during the delay period. Interestingly, one of the findings in this study reveals that, in spite of HOOH getting absorbed by additional works available during the period of delay, a few formulae depict an increase in the value of unabsorbed HOOH, neglecting any absorption by the increase in scope. This indicates that these formulae are inappropriate for use in case of a change to the scope of work. Results of this study can help both parties in deciding on an appropriate formula more objectively, considering the events on a project causing the delay and contractor's position in respect of obtaining new projects.
Keywords: Absorbed and unabsorbed overheads, head office overheads, scenario analysis, scope variation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 825299 Analysis of Physicochemical Properties on Prediction of R5, X4 and R5X4 HIV-1 Coreceptor Usage
Authors: Kai-Ti Hsu, Hui-Ling Huang, Chun-Wei Tung, Yi-Hsiung Chen, Shinn-Ying Ho
Abstract:
Bioinformatics methods for predicting the T cell coreceptor usage from the array of membrane protein of HIV-1 are investigated. In this study, we aim to propose an effective prediction method for dealing with the three-class classification problem of CXCR4 (X4), CCR5 (R5) and CCR5/CXCR4 (R5X4). We made efforts in investigating the coreceptor prediction problem as follows: 1) proposing a feature set of informative physicochemical properties which is cooperated with SVM to achieve high prediction test accuracy of 81.48%, compared with the existing method with accuracy of 70.00%; 2) establishing a large up-to-date data set by increasing the size from 159 to 1225 sequences to verify the proposed prediction method where the mean test accuracy is 88.59%, and 3) analyzing the set of 14 informative physicochemical properties to further understand the characteristics of HIV-1coreceptors.Keywords: Coreceptor, genetic algorithm, HIV-1, SVM, physicochemical properties, prediction.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2385298 Preparation and Physical Characterization of Nanocomposites of PLA / Layered Silicates
Authors: I. Restrepo, S. Solorzano
Abstract:
This work was focused in to study the compatibility, dispersion and exfoliation of modified nanoclays in biodegradable polymers and evaluate its effect on the physical, mechanical and thermal properties on the biodegradable matrix used. The formulations have been developed with polylactic acid (PLA) and organically modified montmorillonite-type commercial nanoclays (Cloisite 15, Cloisite 20, and Cloisite 30B) in the presence of a plasticizer agent, specifically Polyethylene Glycol of low molecular weight. Different compositions were evaluated, in order to identify the influence of each nanoclayin the polymeric matrix. The mixtures were characterized by thermogravimetric analysis (TGA), differential scanning calorimetry (DSC), X-ray diffraction (DRX), transmission electron microscopy (TEM) and Tensile Test. These tests have allowed understanding the behavior of each of the mixtures developed.
Keywords: Biopolymers, Nanoclays, polylacticacid (PLA), polymer blends.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2689297 Degradation Model of Optical Characteristics of Zno-Pigmented White Paint by Electron Radiation
Authors: Tian Hai, Yang Shengsheng, Jr., Wang Yi
Abstract:
Based on an analysis of the mechanism of degradation of optical characteristics of the ZnO-pigmented white paint by electron irradiation, a model of single molecular color centers is built. An equation that explains the relationship between the changes of variation of the ZnO-pigmented white paint-s spectrum absorptance and electron fluence is derived. The uncertain parameters in the equation can be calculated using the curve fitting by experimental data. The result indicates that the model can be applied to predict the degradation of optical characteristics of ZnO-pigmented white paint by electron radiation.
Keywords: ZnO-pigmented white pain, effects of electron radiation, optical characteristics degradation, prediction model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1528296 Effect of Body Size and Condition Factor on Whole Body Composition of Hybrid (Catla catla ♂x Labeo rohita ♀) from Pakistan
Authors: Muhammad Naeem, Abdus Salam, Muhammad Asghar Bashir, Abir Ishtiaq, Qurat-ul-Ane Gillani and Asma Salam
Abstract:
In the present study, 49 Hybrid (Catla catla ♂ x Labeo rohita ♀) were sampled from Al-Raheem Fish Hatchery, Village Ali Pure Shamali, Jhang Road, 18 Km from Muzaffar Garh using a cast net and Live fishes were transported to research laboratory. Mean percentage for water found 79.13 %, ash 6.58 %, fat 2.22 % and protein content 12.06 % in whole wet body weight. It was observed that body constituents were found increasing in the same proportion with an increase in body weight while significant proportional increase was observed with total length. However, condition factor remained insignificant (P>0.05) with body constituents.Keywords: Hybrid fish, Body composition, Condition factor, Predictive equations
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1808