Search results for: second order work

Authors: Cheon Sik Min, Hyeong Wook Song, Sook Yeon Shim, Hoon Chang

Abstract:

The purpose of this study was to analyze the correlation between permitted building areas and housing distribution ratios and their fluctuation, and test a distribution model during 3 successive governments in 5 cities including Bucheon in reference to the time series administrative data, and thereby, interpret the results of the analysis in association with the policies pursued by the successive governments to examine the structural fluctuation of permitted building areas and housing distribution ratios. In order to analyze the fluctuation of permitted building areas and housing distribution ratios during 3 successive governments and examine the cycles of the time series data, the spectral analysis was performed, and in order to analyze the correlation between permitted building areas and housing distribution ratios, the tabulation was performed to describe the correlations statistically, and in order to explain about differences of fluctuation distribution of permitted building areas and housing distribution ratios among 3 governments, the goodness of fit test was conducted.

Keywords: The Permitted Building Areas, Housing Distribution Ratios, the Structural Fluctuation.

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Authors: Sh. Kianfar, A. Moheb, H. Ghaforian

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The equilibrium, thermodynamics and kinetics of the biosorption of Cd (II) and Pb(II) by a Spore Forming Bacillus (MGL 75) were investigated at different experimental conditions. The Langmuir and Freundlich, and Dubinin-Radushkevich (D-R) equilibrium adsorption models were applied to describe the biosorption of the metal ions by MGL 75 biomass. The Langmuir model fitted the equilibrium data better than the other models. Maximum adsorption capacities q max for lead (II) and cadmium (II) were found equal to 158.73mg/g and 91.74 mg/g by Langmuir model. The values of the mean free energy determined with the D-R equation showed that adsorption process is a physiosorption process. The thermodynamic parameters Gibbs free energy (ΔG°), enthalpy (ΔH°), and entropy (ΔS°) changes were also calculated, and the values indicated that the biosorption process was exothermic and spontaneous. Experiment data were also used to study biosorption kinetics using pseudo-first-order and pseudo-second-order kinetic models. Kinetic parameters, rate constants, equilibrium sorption capacities and related correlation coefficients were calculated and discussed. The results showed that the biosorption processes of both metal ions followed well pseudo-second-order kinetics.

Keywords: biosorption, kinetics, Metal ion removal, thermodynamics

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Authors: D. I. De Souza, D. Kipper, G. P. Azevedo

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The main objective of this work is to compare the quality of service of the bus companies operating in the city of Rio Branco, located in the state of Acre with the quality of service of the bus companies operating in the city of Campos, situated in the state of Rio de Janeiro, both cities in Brazil. This comparison, based on the opinion of the bus users, will determine their degree of satisfaction with the service available in both cities. The outcome of this evaluation shows the users unhappy with the quality of the service provided by the bus companies operating in both cities and the need to identify alternative solutions that may minimize the consequences caused by the main problems detected in this work. With these alternatives available, the bus companies will be able to better understand the needs of their customers in terms of manpower, service cost, time schedule, etc.

Keywords: PubicTransportation, Quality of Service, Riders' Opinion, Bus Companies

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Authors: A. Diaf, H. Aburideh, Z.Tigrine, D. Tassalit, F.Alaoui

Abstract:

The tray/multi-tray distillation process is a topic that has been investigated to great detail over the last decade by many teams such as Jubran et al. [1], Adhikari et al. [2], Mowla et al. [3], Shatat et al. [4] and Fath [5] to name a few. A significant amount of work and effort was spent focusing on modeling and/simulation of specific distillation hardware designs. In this work, we have focused our efforts on investigating and gathering experimental data on several engineering and design variables to quantify their influence on the yield of the multi-tray distillation process. Our goals are to generate experimental performance data to bridge some existing gaps in the design, engineering, optimization and theoretical modeling aspects of the multi-tray distillation process.

Keywords: Distillation, Desalination, Multi-Stage still, Solar Energy

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Authors: Flora Elvistia Firdaus

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Polyurethane foams (PUF) has been prepared from vegetable; soybean based polyols. They were characterized into flexible and semi rigid polyurethane foam. This work is directed to production of flexible polyurethane foams by a process involving the reaction of mixture of 2,4- and 2,6-Toluene di Isocyanate isomers, with portion of to blends of soy polyols with petroleum polyol in the presence of other ingredients such as blowing agents, silicone surfactants and accelerating agents. Additon of chain extender improves the property then further decreases the properties on further addition of the same. The objective of this work was to study the effect of chain extender and role of phosphoric acid catalyst to the final properties and correlate the morphology image with mechanical properties of these foams.

Keywords: polyurethane, soy polyol, chain extender

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Authors: Nada Azhar

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As a developing country, The Kingdom of Saudi Arabia (KSA) needs to make the best possible use of its workforce for social and economic reasons. The workforce is diverse, calling for appropriate diversity management (DM). The thesis focuses on the banking sector in KSA. To date, there have been no studies on DM in the banking sector in this country. Many organizations have introduced specific policies and programmes to improve the recruitment, inclusion, promotion, and retention of diverse employees, in addition to the legal requirements existing in many countries. However, Western-centric models of DM may not be applicable, at least not in their entirety, in other regions.

The aim of the study is to devise a framework for understanding gender, age and disability DM in the banking sector in KSA in order to enhance DM in this sector. A sample of 24 managers, 2 from each of the 12 banks, was interviewed to obtain their views on DM in the banking sector in KSA. Thematic analysis was used to analyze the data. These themes were used to develop the questionnaire, which was administered to 10 managers in each of the 12 banks. After analysis of these data, and completion of the study, the research will make a theoretical contribution to the knowledge on DM and a practical contribution to the management of diversity in Saudi banks. This paper concerns a work in progress.

Keywords: Age, disability, diversity, gender, Kingdom of Saudi Arabia.

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Authors: Wassila Kiamouche, Malek Benslama

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In order to derive important parameters concerning mobile subscriber MS with ongoing calls in Low Earth Orbit Mobile Satellite Systems LEO MSSs, a positioning system had to be integrated into MSS in order to localize mobile subscribers MSs and track them during the connection. Such integration is regarded as a complex implementation. We propose in this paper a novel method based on advantages of mobility model of Low Earth Orbit Mobile Satellite System LEO MSS called Evaluation Parameters Method EPM which allows for such systems the evaluation of different information concerning a MS with a call in progress even if its location is unknown.

Keywords: Cellular layout, LEO mobile satellite system, mobilitymodel, positioning system.

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Authors: Zeljko Panian

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Through the course of this paper we define Business Case Management and its characteristics, and highlight its link to knowledge workers. Business Case Management combines knowledge and process effectively, supporting the ad hoc and unpredictable nature of cases, and coordinate a range of other technologies to appropriately support knowledge-intensive processes. We emphasize the growing importance of knowledge workers and the current poor support for knowledge work automation. We also discuss the challenges in supporting this kind of knowledge work and propose a novel approach to overcome these challenges.

Keywords: Knowledge management, knowledge workers, business process management, business case management, automation.

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Authors: Akram M. Zeki, Azizah A. Manaf

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Least Significant Bit (LSB) technique is the earliest developed technique in watermarking and it is also the most simple, direct and common technique. It essentially involves embedding the watermark by replacing the least significant bit of the image data with a bit of the watermark data. The disadvantage of LSB is that it is not robust against attacks. In this study intermediate significant bit (ISB) has been used in order to improve the robustness of the watermarking system. The aim of this model is to replace the watermarked image pixels by new pixels that can protect the watermark data against attacks and at the same time keeping the new pixels very close to the original pixels in order to protect the quality of watermarked image. The technique is based on testing the value of the watermark pixel according to the range of each bit-plane.

Keywords: Watermarking, LSB, ISB, Robustness.

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Authors: Henrik L. Funke, Lars Ulke-Winter, Sandra Gelbrich, Lothar Kroll

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This work reports about an approach for an automatic adaptation of concrete formulations based on genetic algorithms (GA) to optimize a wide range of different fit-functions. In order to achieve the goal, a method was developed which provides a numerical description of a fibre reinforced concrete (FRC) mixture regarding the production technology and the property spectrum of the concrete. In a first step, the FRC mixture with seven fixed components was characterized by varying amounts of the components. For that purpose, ten concrete mixtures were prepared and tested. The testing procedure comprised flow spread, compressive and bending tensile strength. The analysis and approximation of the determined data was carried out by GAs. The aim was to obtain a closed mathematical expression which best describes the given seven-point cloud of FRC by applying a Gene Expression Programming with Free Coefficients (GEP-FC) strategy. The seven-parametric FRC-mixtures model which is generated according to this method correlated well with the measured data. The developed procedure can be used for concrete mixtures finding closed mathematical expressions, which are based on the measured data.

Keywords: Concrete design, fibre reinforced concrete, genetic algorithms, GEP-FC.

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Authors: Iman A. Saad, Loay E. George

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Iris pattern is an important biological feature of human body; it becomes very hot topic in both research and practical applications. In this paper, an algorithm is proposed for iris recognition and a simple, efficient and fast method is introduced to extract a set of discriminatory features using first order gradient operator applied on grayscale images. The gradient based features are robust, up to certain extents, against the variations may occur in contrast or brightness of iris image samples; the variations are mostly occur due lightening differences and camera changes. At first, the iris region is located, after that it is remapped to a rectangular area of size 360x60 pixels. Also, a new method is proposed for detecting eyelash and eyelid points; it depends on making image statistical analysis, to mark the eyelash and eyelid as a noise points. In order to cover the features localization (variation), the rectangular iris image is partitioned into N overlapped sub-images (blocks); then from each block a set of different average directional gradient densities values is calculated to be used as texture features vector. The applied gradient operators are taken along the horizontal, vertical and diagonal directions. The low order norms of gradient components were used to establish the feature vector. Euclidean distance based classifier was used as a matching metric for determining the degree of similarity between the features vector extracted from the tested iris image and template features vectors stored in the database. Experimental tests were performed using 2639 iris images from CASIA V4-Interival database, the attained recognition accuracy has reached up to 99.92%.

Keywords: Iris recognition, contrast stretching, gradient features, texture features, Euclidean metric.

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Authors: Randhir Singh Baghel, Joydip Dhar, Renu Jain

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In this paper, for the understanding of the phytoplankton dynamics in marine ecosystem, a susceptible and an infected class of phytoplankton population is considered in spatiotemporal domain. Here, the susceptible phytoplankton is growing logistically and the growth of infected phytoplankton is due to the instantaneous Holling type-II infection response function. The dynamics are studied in terms of the local and global stabilities for the system and further explore the possibility of Hopf -bifurcation, taking the half saturation period as (i.e., ) the bifurcation parameter in temporal domain. It is also observe that the reaction diffusion system exhibits spatiotemporal chaos and pattern formation in phytoplankton dynamics, which is particularly important role play for the spatially extended phytoplankton system. Also the effect of the diffusion coefficient on the spatial system for both one and two dimensional case is obtained. Furthermore, we explore the higher-order stability analysis of the spatial phytoplankton system for both linear and no-linear system. Finally, few numerical simulations are carried out for pattern formation.

Keywords: Phytoplankton dynamics, Reaction-diffusion system, Local stability, Hopf-bifurcation, Global stability, Chaos, Pattern Formation, Higher-order stability analysis.

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Authors: Krzysztof J. Czarnocki, E. Czarnocka, K. Szaniawska

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Main goal of the research project is Scaffold Use Risk Assessment Model (SURAM) formulation, developed for the assessment of risk levels as a various construction process stages with various work trades. Finally, in 2016, the project received financing by the National Center for Research and development according to PBS3/A2/19/2015–Research Grant. The presented data, calculations and analyzes discussed in this paper were created as a result of the completion on the first and second phase of the PBS3/A2/19/2015 project. Method: One of the arms of the research project is the assessment of worker visual concentration on the sight zones as well as risky visual point inadequate observation. In this part of research, the mobile eye-tracker was used to monitor the worker observation zones. SMI Eye Tracking Glasses is a tool, which allows us to analyze in real time and place where our eyesight is concentrated on and consequently build the map of worker's eyesight concentration during a shift. While the project is still running, currently 64 construction sites have been examined, and more than 600 workers took part in the experiment including monitoring of typical parameters of the work regimen, workload, microclimate, sound vibration, etc. Full equipment can also be useful in more advanced analyses. Because of that technology we have verified not only main focus of workers eyes during work on or next to scaffolding, but we have also examined which changes in the surrounding environment during their shift influenced their concentration. In the result of this study it has been proven that only up to 45.75% of the shift time, workers’ eye concentration was on one of three work-related areas. Workers seem to be distracted by noisy vehicles or people nearby. In opposite to our initial assumptions and other authors’ findings, we observed that the reflective parts of the scaffoldings were not more recognized by workers in their direct workplaces. We have noticed that the red curbs were the only well recognized part on a very few scaffoldings. Surprisingly on numbers of samples, we have not recognized any significant number of concentrations on those curbs. Conclusion: We have found the eye-tracking method useful for the construction of the SURAM model in the risk perception and worker’s behavior sub-modules. We also have found that the initial worker's stress and work visual conditions seem to be more predictive for assessment of the risky developing situation or an accident than other parameters relating to a work environment.

Keywords: Accident assessment model, eye tracking, occupational safety, scaffolding.

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Authors: B. Kubrak J. Wissink H. Herlina

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Two-dimensional Direct Numerical Simulation (DNS) of high Schmidt number mass transfer in a convective flow environment (Rayleigh-B'enard) is carried out and results are compared to experimental data. A fourth-order accurate WENO-scheme has been used for scalar transport in order to aim for a high accuracy in areas of high concentration gradients. It was found that the typical spatial distance between downward plumes of cold high concentration water and the eddy size are in good agreement with experiments using a combined PIV-LIF technique for simultaneous and spatially synoptic measurements of 2D velocity and concentration fields.

Keywords: Air-Water Interface, DNS, Gas Transfer, LIF.

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Authors: An-Shik Yang, Chiang-Ho Cheng, Jen-Hao Wu, Yu-Hsuan Juan

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Natural ventilation has played an important role for many low energy-building designs. It has been also noticed as a essential subject to persistently bring the fresh cool air from the outside into a building. This study carried out the computational fluid dynamics (CFD)-based simulations to examine the natural ventilation development of a work area in a public building. The simulated results can be useful to better understand the indoor microclimate and the interaction of wind with buildings. Besides, this CFD simulation procedure can serve as an effective analysis tool to characterize the airing performance, and thereby optimize the building ventilation for strengthening the architects, planners and other decision makers on improving the natural ventilation design of public buildings.

Keywords: CFD simulations, Natural ventilation, Microclimate, Wind environment.

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Authors: Mouhoubi Nedjima, Sassi Boudemagh Souad

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In the framework of the modernization of the city of Constantine and in order to restore its status as a regional metropolis introducing it into the network of cities international metropolises, has major urban project was launched: project of modernization and of metropolitanization of the city of Constantine. Our research project focuses on the management of the project for the modernization of the city of Constantine (PMMC) focusing on the management of some aspects of the urban project whose participation, with the objective assessment of the managerial approach business. In this contribution, we focus on two cases revealing taken into account in our research work on the question of participation of actors and their organizations. It is "the urban project of modernization of Constantine" and the operation relating to "the urban improvement in the city of the Brothers FERRAD in the district of Zouaghi". This project and this operation with the objective of improving the living conditions of citizens have faced several challenges and obstacles that have been in major part the factors of its failures. Through this study, we examined the management process and the mode of organization of the actors of the project as well as the level of participation of the citizen to finally proposed managerial solutions toconflict situations observed.

Keywords: The urban project, urban improvement, participation, Constantine.

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Authors: Jin Hou, Xia Wang, Fang Xu, Viet Dung Nguyen, Ling Wu

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There has been a growing interest in implementing humanoid avatars in networked virtual environment. However, most existing avatar communication systems do not take avatars- social backgrounds into consideration. This paper proposes a novel humanoid avatar animation system to represent personalities and facial emotions of avatars based on culture, profession, mood, age, taste, and so forth. We extract semantic keywords from the input text through natural language processing, and then the animations of personalized avatars are retrieved and displayed according to the order of the keywords. Our primary work is focused on giving avatars runtime instruction from multiple natural languages. Experiments with Chinese, Japanese and English input based on the prototype show that interactive avatar animations can be displayed in real time and be made available online. This system provides a more natural and interesting means of human communication, and therefore is expected to be used for cross-cultural communication, multiuser online games, and other entertainment applications.

Keywords: personalized avatar, mutiple natural luanguage processing, social backgrounds, anmimation, human computer interaction

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Authors: Manato Ono, Hiromitsu Ogawa, Naohiro Ban, Yoshihisa Ishida

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This paper deals with a design method of a discrete modified Internal Model Control (IMC) for a plant with an integrator and dead time. If there is a load disturbance in the input or output side of the plant, the proposed control system can eliminate the steady-state error caused by it. The disturbance compensator in this method is simple and its order is low regardless of that of a plant. The simulation studies show that the proposed method has superior performance for a load disturbance rejection and robustness.

Keywords: Internal Model Control, Smith Predictor, Dead time, Integrator.

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Authors: Karen Armstrong

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Group work, projects and discussions are important components of teacher education courses whether they are face-toface, blended or exclusively online formats. This paper examines the varieties of tasks and challenges with this learning format in a face to face class teacher education class providing specific examples of both failure and success from both the student and instructor perspective. The discussion begins with a brief history of collaborative and cooperative learning, moves to an exploration of the promised benefits and then takes a look at some of the challenges which can arise specifically from the use of new technologies. The discussion concludes with guidelines and specific suggestions.

Keywords: collaborative learning, cooperative computersupported collaborative learning (CSCL), e-learning, group dynamics

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Authors: Hakan Gürkan, Ahmet Denker

Abstract:

The Ministry of Defense (MoD) spends hundreds of millions of dollars on software to support its infrastructure, operate its weapons and provide command, control, communications, computing, intelligence, surveillance, and reconnaissance (C4ISR) functions. These and other all new advanced systems have a common critical component is information technology. Defense and Aerospace environment is continuously striving to keep up with increasingly sophisticated Information Technology (IT) in order to remain effective in today-s dynamic and unpredictable threat environment. This makes it one of the largest and fastest growing expenses of Defense. Hundreds of millions of dollars spent a year on IT projects. But, too many of those millions are wasted on costly mistakes. Systems that do not work properly, new components that are not compatible with old once, trendily new applications that do not really satisfy defense needs or lost though poorly managed contracts. This paper investigates and compiles the effective strategies that aim to end exasperation with low returns and high cost of Information Technology Acquisition for defense; it tries to show how to maximize value while reducing time and expenditure.

Keywords: Iterative Process, Acquisition Management, Project management, Software Economics, Requirement analysis.

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Authors: Mohamed Amine Ben Abdallah, Imed Khemili, Nizar Aifaoui

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This work denotes an insight into dynamic synthesis of multibody systems. A set of mechanism parameters design variable are synthetized based on a desired mechanism response, such as, velocity, acceleration and bodies deformations. Moreover, knowing the work space, for a robot, and mechanism response allow defining optimal parameters mechanism handling with the desired target response. To this end, evolutionary genetic algorithm has been deployed. A demonstrative example for imperfect mechanism has been treated, mainly, a slider crank mechanism with a flexible connecting rod. The transversal deflection of the connecting rod has been chosen as response to identify the mechanism design parameters.

Keywords: Dynamic response, flexible bodies, optimization, evolutionary genetic algorithm.

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Authors: Nikolai V. Barulin, Vitaly Yu. Plavskii

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This work contains information about the influence low-level optical irradiation on sperm motility of sturgeon fish. On the basis of given and earlier received data the following conclusion has been made. Among the photophysical processes of a resonant and not resonant nature (oriented action of light; action of gradient forces; dipole-dipole interaction; termooptical processes), which are capable to cause the photobiological effects depended on such laserspecific characteristics as polarization and coherency, determining influence belongs to oriented action of light and dipole-dipole interactions among the processes studied in the present work.

Keywords: sturgeon, aquaculture, fish sperm, laser, optical irradiation, sperm motility

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Authors: Nur Nadiah Abd Hamid , Ahmad Abd. Majid, Ahmad Izani Md. Ismail

Abstract:

Linear two-point boundary value problems of order two are solved using cubic trigonometric B-spline interpolation method (CTBIM). Cubic trigonometric B-spline is a piecewise function consisting of trigonometric equations. This method is tested on some problems and the results are compared with cubic B-spline interpolation method (CBIM) from the literature. CTBIM is found to approximate the solution slightly more accurately than CBIM if the problems are trigonometric.

Keywords: trigonometric B-spline, two-point boundary valueproblem, spline interpolation, cubic spline

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Authors: T. Kamalakis, I. Neokosmidis, D. Varoutas, T. Sphicopoulos

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The photonic component industry is a highly innovative industry with a large value chain. In order to ensure the growth of the industry much effort must be devoted to road mapping activities. In such activities demand and price evolution forecasting tools can prove quite useful in order to help in the roadmap refinement and update process. This paper attempts to provide useful guidelines in roadmapping of optical components and considers two models based on diffusion theory and the extended learning curve for demand and price evolution forecasting.

Keywords: Roadmapping, Photonic Components, Forecasting, Diffusion Theory.

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Authors: Hu-Hsiao Hsu, Po-Ren Chung, Ming-Chin Ho, Chieh-Feng Tsai, Che-Ming Chiang, Shin-Ku Lee

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Lighting upgrades involve relatively lower costs which allow the benefits to be spread more widely than is possible with any other energy efficiency measure. In order to popularize the adoption of CFL in Taiwan, the authority proposes to implement a new energy efficient lamp comparative label system. The current study was accordingly undertaken to investigate the factors affecting the performance and the deviation of actual and labeled performance of commercially available integrated CFLs. In this paper, standard test methods to determine the electrical and photometric performances of CFL were developed based on CIE 84-1989 and CIE 60901-1987, then 55 selected CFLs from market were tested. The results show that with higher color temperature of CFLs lower efficacy are achieved. It was noticed that the most packaging of CFL often lack the information of Color Rendering Index. Also, there was no correlation between price and performance of the CFLs was indicated in this work. The results of this paper might help consumers to make more informed CFL-purchasing decisions.

Keywords: Compact fluorescent lamp (CFL), Efficacy, Color Rendering Index (CRI), Energy saving.

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Authors: G. Ait Abdelmalek, R. Ziani

Abstract:

In this document, we have proposed a robust conceptual strategy, in order to improve the robustness against the manufacturing defects and thus the reliability of logic CMOS circuits. However, in order to enable the use of future CMOS technology nodes this strategy combines various types of design: DFR (Design for Reliability), techniques of tolerance: hardware redundancy TMR (Triple Modular Redundancy) for hard error tolerance, the DFT (Design for Testability. The Results on largest ISCAS and ITC benchmark circuits show that our approach improves considerably the reliability, by reducing the key factors, the area costs and fault tolerance probability.

Keywords: Design for reliability, design for testability, fault tolerance, manufacturing yield.

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Authors: D. Vidhyaprakash, A. Elango

Abstract:

In real-time applications, wheeled mobile robots are increasingly used and operated in extreme and diverse conditions traversing challenging surfaces such as a pitted, uneven terrain, natural flat, smooth terrain, as well as wet and dry surfaces. In order to accomplish such tasks, it is critical that the motion control functions without wheel slip and odometry error during the navigation of the two-wheeled mobile robot (WMR). Wheel slip and odometry error are disrupting factors on overall WMR performance in the form of deviation from desired trajectory, navigation, travel time and budgeted energy consumption. The wheeled mobile robot’s ability to operate at peak performance on various work surfaces without wheel slippage and odometry error is directly connected to four main parameters, which are the range of payload distribution, speed, wheel diameter, and wheel width. This paper analyses the effects of those parameters on overall performance and is concerned with determining the ideal range of parameters for optimum performance.

Keywords: Wheeled mobile robot (WMR), terrain, wheel slippage, odometry error, navigation.

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Authors: Linda Ana Maria Ungureanu

Abstract:

This article details the manner in which European law establishes the protection and ownership rights over works created in off-world environments or in relation to space exploration. In this sense, the analysis is focused on identifying the legal treatment applicable to creative works based on the provisions regulated under the International Space Treaties, on one side, and the International Intellectual Property (IP) Treaties and subsequent EU legislation, on the other side, with a special interest on European Space Agency (ESA) Rules and Regulations. Furthermore, the article analyses the manner in which ESA regulates the ownership regime applicable for creative works, taking into account the relationship existing between the inventor/creator and ESA and the environment in which the creative work was developed. Moreover, the article sets a series of de lege ferenda proposals for the regulation of IP matters in the context of space exploration, the main purpose being to identify legal measures and steps that need to be taken in order to ensure that creative activities are fostered and understood as a significant catalyst for encouraging space exploration.

Keywords: ESA guidelines, EU legislation, intellectual property law, international IP treaties.

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Authors: Timothée Bligny, Clément Codron, Antoine Estruch, Nicolas Girodet, Clément Ginet

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Collateralized Debt Obligations are not as widely used nowadays as they were before 2007 Subprime crisis. Nonetheless there remains an enthralling challenge to optimize cash flows associated with synthetic CDOs. A Gaussian-based model is used here in which default correlation and unconditional probabilities of default are highlighted. Then numerous simulations are performed based on this model for different scenarios in order to evaluate the associated cash flows given a specific number of defaults at different periods of time. Cash flows are not solely calculated on a single bought or sold tranche but rather on a combination of bought and sold tranches. With some assumptions, the simplex algorithm gives a way to find the maximum cash flow according to correlation of defaults and maturities. The used Gaussian model is not realistic in crisis situations. Besides present system does not handle buying or selling a portion of a tranche but only the whole tranche. However the work provides the investor with relevant elements on how to know what and when to buy and sell.

Keywords: Synthetic Collateralized Debt Obligation (CDO), Credit Default Swap (CDS), Cash Flow Optimization, Probability of Default, Default Correlation, Strategies, Simulation, Simplex.

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Authors: L. R. Ferreira, R. Biscaro, C. C. Danziger, C. M. Galhardi, L. C. Biscaro, R. C. Biscaro, I. S. Vasconcelos, L. C. R. Ferreira, R. Reis, L. H. Oliveira

Abstract:

Introduction: There is a worldwide trend for the employer to be aware of investing in health promotion that goes beyond occupational hygiene approaches with the implementation of a comprehensive program with integration between occupational health and safety, and social/psychosocial responsibility in the workplace. Work accommodation is a necessity in most companies as it allows the worker to return to its function respecting its physical limitations. This study had the objective to verify if the integration of health and safety in the companies, with the inclusion of the concept of TWH promoted by an occupational health service has impacted in the management of absenteeism of workers in work accommodation. Method: A retrospective and paired cohort study was used, in which the impact of the implementation of the Program for the Health/Safety Integration and Total Worker Health Concept (PHSITWHC) was evaluated using the indices of absenteeism, health attestations, days and hours of sick leave of workers that underwent job accommodation/rehabilitation. This was a cohort study and the data were collected from January to September of 2017, prior to the initiation of the integration program, and compared with the data obtained from January to September of 2018, after the implementation of the program. For the statistical analysis, the student's t-test was used, with statistically significant differences being made at p < 0.05. Results: The results showed a 35% reduction in the number of absenteeism rate in 2018 compared to the same period in 2017. There was also a significant reduction in the total numbers of days of attestations/absences (mean of 2,8) as well as days of attestations, absence and sick leaves (mean of 5,2) in 2018 data after the implementation of PHSITWHC compared to 2017 data, means of 4,3 and 25,1, respectively, prior to the program. Conclusion: It can be concluded that the inclusion of the PHSITWHC was associated with a reduction in the rate of absenteeism of workers that underwent job accommodation. It was observed that, once health and safety were approached and integrated with the inclusion of the TWH concept, it was possible to reduce absenteeism, and improve worker’s quality of life and wellness, and work accommodation management.

Keywords: Absenteeism, health/safety integration, work accommodation management, total worker health.

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