Search results for: Financial Risk
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1564

Search results for: Financial Risk

544 Anti-Social Networking?

Authors: Jarrod Trevathan, Trina Myers

Abstract:

Social networking is one of the most successful and popular tools to emerge from the Web 2.0 era. However, the increased interconnectivity and access to peoples- personal lives and information has created a plethora of opportunities for the nefarious side of human nature to manifest. This paper categorizes and describes the major types of anti-social behavior and criminal activity that can arise through undisciplined use and/or misuse of social media. We specifically address identity theft, misrepresentation of information posted, cyber bullying, children and social networking, and social networking in the work place. Recommendations are provided for how to reduce the risk of being the victim of a crime or engaging in embarrassing behavior that could irrevocably harm one-s reputation either professionally or personally. We also discuss what responsibilities social networking companies have to protect their users and also what law enforcement and policy makers can do to help alleviate the problems.

Keywords: Identity theft, misrepresentation, cyber bullying, online scams.

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543 Comparative Productivity Analysis of Median Scale Battery Cage and Deep Litter Housing Chicken Egg Production in Rivers State, Nigeria

Authors: D. I. Ekine, C. C. Akpanibah

Abstract:

This paper analyses the productivity of median scale battery cage and deep litter chicken egg producers in Rivers State, Nigeria. 90 battery cage and 90 deep litter farmers giving a total of 180 farmers were sampled through a multistage sampling procedure. Mean productivity was higher for the battery cage than the deep litter farmers at 2.65 and 2.33 respectively. Productivity of battery cage farmers were positively influenced by age, extension contacts, experience and feed quantity while the productivity of deep litter farmers was positively influenced by age, extension contacts, household size, experience and labour. The major constraints identified by both categories are high cost of feed, high price of day-old chick, inadequate finance, lack of credit and high cost of drug/vaccination. Furthermore, the work recommends that government should assist chicken egg farmers through subsidies of input resources and put policies to make financial institutions give out loans at low interest rate to the farmers. The farmers should abide by the recommended number of birds per unit area while stocking.

Keywords: Productivity, battery cage, deep litter, median scale, egg production.

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542 Money Laundering and Financing of Terrorism

Authors: C. Mallada Fernández

Abstract:

Economic development and globalization of international markets have created a favourable atmosphere for the emergence of new forms of crime such as money laundering or financing of terrorism, which may contribute to destabilized and damage economic systems. In particular, money laundering have acquired great importance since the 11S attacks, what has caused on the one hand, the establishment and development of preventive measures and, on the other hand, a progressive hardening of penal measures. Since then, the regulations imposed to fight against money laundering have been viewed as key components also in the fight against terrorist financing. Terrorism, at the beginning, was a “national” crime connected with internal problems of the State (for instance the RAF in Germany or ETA in Spain) but in the last 20 years has started to be an international problem that is connected with the defence and security of the States. Therefore, the new strategic concept for the defense and security of NATO has a comprehensive list of security threats to the Alliance, such as terrorism, international instability, money laundering or attacks on cyberspace, among others. With this new concept, money laundering and terrorism has become a priority in the national defense.

In this work we will analyze the methods to combat these new threats to the national security. We will study the preventive legislations to combat money laundering and financing of terrorism, the UIF that exchange information between States, and the hawala-Banking.

Keywords: Control of financial flows, money laundering, terrorism, financing of terrorism.

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541 Labour Migration in Russia in the Context of Russia’s National Security Problem

Authors: A. V. Dolzhikova

Abstract:

The article deals with the problems of labour migration in the Russian Federation in the context of Russia's national security, provides the typology of migrants residing in the territory of the Russian Federation and analyzes the risk factors. The author considers the structure of migration flows and the terms of legal, economic and socio-cultural adaptation of migrants in the Russian Federation. In this connection, the status of the Russian migration legislation, the concept of the comprehensive exam in Russian as a foreign language, history of Russia and the basics of the Russian Federation legislation for foreign citizens which was introduced in Russia on January 1, 2015, are analyzed. The article discloses its role as the adaptation strategy and the factor of Russia's migration security.

Keywords: Comprehensive exam, migration policy, migration legislation, Russia's national security.

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540 Aggressive Driving in Young Motorists

Authors: Suneel M. Agerwala, Ashley Votta, Briana Hogan, John Yannocone, Steven Samuels, SheilaChiffriller

Abstract:

Road rage is an increasingly prevalent expression of aggression in our society. Its dangers are apparent and understanding its causes may shed light on preventative measures. This study involved a fifteen-minute survey administered to 147 undergraduate students at a North Eastern suburban university. The survey consisted of a demographics section, questions regarding financial investment in respondents- vehicles, experience driving, habits of driving, experiences witnessing role models driving, and an evaluation of road rage behavior using the Driving Vengeance Questionnaire. The study found no significant differences in driving aggression between respondents who were financially invested in their vehicle compared to those who were not, or between respondents who drove in heavy traffic hours compared to those who did not, suggesting internal factors correlate with aggressive driving habits. The study also found significant differences in driving aggression between males versus females, those with more points on their license versus fewer points, and those who witnessed parents driving aggressively very often versus rarely or never. Additional studies can investigate how witnessing parents driving aggressively is related to future driving behaviors.

Keywords: Aggression, college, driving, road rage.

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539 Choice of Efficient Information System with Service-Oriented Architecture using Multiple Criteria Threshold Algorithms (With Practical Example)

Authors: Irina Pyrlina

Abstract:

Author presents the results of a study conducted to identify criteria of efficient information system (IS) with serviceoriented architecture (SOA) realization and proposes a ranking method to evaluate SOA information systems using a set of architecture quality criteria before the systems are implemented. The method is used to compare 7 SOA projects and ranking result for SOA efficiency of the projects is provided. The choice of SOA realization project depends on following criteria categories: IS internal work and organization, SOA policies, guidelines and change management, processes and business services readiness, risk management and mitigation. The last criteria category was analyzed on the basis of projects statistics.

Keywords: multiple criteria threshold algorithm, serviceoriented architecture, SOA operational risks, efficiency criteria for IS architecture, projects ranking.

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538 Family-size Biogas Plant Using Manure and Urine Mixture at Ambient Temperature in Semi-arid Regions of Northwestern China

Authors: Wenguang Ding, Yang Wu, Xia Wang, Yayu Gao

Abstract:

Biogas, a clean renewable energy, is attracting a growing concern of researchers and professionals in many fields. Based on the natural and climatic conditions in semi-arid regions of northwestern China, the present study introduces a specifically-designed family-size biogas plant (with a digester of 10m3) with manure and urine of animals and humanity as raw materials. The biogas plant is applicable to areas with altitudes of more than 2000 meters in northwestern China. In addition to the installation cost, a little operational expenditure, structure, characteristics, benefits of this small-scale biogas plant, this article introduces a wide range of specific popularization methods such as training, financial support, guided tour to the biogas plant, community-based group study and delivery of operational manuals. The feasibility of the biogas plant is explored on the basis of the availability of the raw materials. Simple operations contained in the current work increase the possibility of the wide use of this small-scale biogas plant in similar regions of the world.

Keywords: biogas, family-size biogas plant, northwestern China, popularization

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537 An Investigation of Shipping Comb Failures due to usage in Manufacturing Processes using RCFA and FMEA

Authors: Atjanakul W, Chutima S., Kamnerdthong T.

Abstract:

Shipping comb is mounted on Head Stack Assembly (HSA) to prevent collision of the heads, maintain the gap between suspensions and protect HSA tips from unintentional contact damaged in the manufacturing process. Failure analysis of shipping comb in hard disk drive production processes is proposed .Field observations were performed to determine the fatal areas on shipping comb and their failure fraction. Root cause failure analysis (RCFA) is applied to specify the failure causes subjected to various loading conditions. For reliability improvement, failure mode and effects analysis (FMEA) procedure to evaluate the risk priority is performed. Consequently, the more suitable information design criterions were obtained.

Keywords: Shipping comb, Hard disk drive, Root cause failureanalysis, Failure mode and effects analysis

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536 Evaluation of Performance Requirements for Seismic Design of Piping System

Authors: Bu Seog Ju, Woo Young Jung

Abstract:

The cost of damage to the non-structural systems in critical facilities like nuclear power plants and hospitals can exceed 80% of the total cost of damage during an earthquake. The failure of nonstructural components, especially, piping systems led to leakage of water and subsequent shut-down of hospitals immediately after the event. Consequently, the evaluation of performance of these types of structural configurations has become necessary to mitigate the risk and to achieve reliable designs. This paper focuses on a methodology to evaluate the static and dynamic characteristics of complex actual piping system based on NFPA-13 and SMACNA guidelines. The result of this study revealed that current piping system subjected to design lateral force and design spectrum based on UBC-97 was failed in both cases and mode shapes between piping system and building structure were very different

Keywords: Nonstructural component, piping, hospital, seismic, bracing.

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535 The Long-Term Effects of Using the Energy Box on Energy Poor Households in the Private Rental Sector in the Netherlands

Authors: B. E. Weber, N. Vrielink, M. G. Rietbergen

Abstract:

This paper explores the long-term effects of the Energy Box trajectory on households in the private rental sector, specifically households experiencing energy poverty. The concept of energy poverty has been getting increasing attention among policymakers over the past few years. In the Netherlands, as far as we know, there are no national policies on alleviating energy poverty, which negatively impacts energy-poor households. The Energy Box can help households experiencing energy poverty by stimulating them to improve the energy efficiency of their home by changing their energy-saving behavior. Important long-term effects are that respondents indicate that they live in a more environmentally friendly way and that they save money on their energy bills. Households feel engaged with the concept of energy-saving and can see the benefits of changing their energy-saving behavior. Respondents perceived the Energy Box as a means to live more environmentally friendly, instead of it solely being a means to save money on energy bills. The findings show that most respondents signed up for the Energy Box are interested in energy-saving as a lifestyle choice instead of a financial choice, which would likely be the case for households experiencing energy poverty.

Keywords: Energy-saving behavior, energy poverty, poverty, private rental sector.

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534 Slope Effect in Emission Evaluation to Assess Real Pollutant Factors

Authors: G. Meccariello, L. Della Ragione

Abstract:

The exposure to outdoor air pollution causes lung cancer and increases the risk of bladder cancer. Because air pollution in urban areas is mainly caused by transportation, it is necessary to evaluate pollutant exhaust emissions from vehicles during their realworld use. Nevertheless their evaluation and reduction is a key problem, especially in the cities, that account for more than 50% of world population. A particular attention was given to the slope variability along the streets during each journey performed by the instrumented vehicle. In this paper we dealt with the problem of describing a quantitatively approach for the reconstruction of GPS coordinates and altitude, in the context of correlation study between driving cycles / emission / geographical location, during an experimental campaign realized with some instrumented cars. Finally the slope analysis can be correlated to the emission and consumption values in a specific road position, and it could be evaluated its influence on their behaviour.

Keywords: Air pollution, Driving cycles, GPS signal, Slope, Emission factor, fuel consumption.

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533 PSO-based Possibilistic Portfolio Model with Transaction Costs

Authors: Wei Chen, Cui-you Yao, Yue Qiu

Abstract:

This paper deals with a portfolio selection problem based on the possibility theory under the assumption that the returns of assets are LR-type fuzzy numbers. A possibilistic portfolio model with transaction costs is proposed, in which the possibilistic mean value of the return is termed measure of investment return, and the possibilistic variance of the return is termed measure of investment risk. Due to considering transaction costs, the existing traditional optimization algorithms usually fail to find the optimal solution efficiently and heuristic algorithms can be the best method. Therefore, a particle swarm optimization is designed to solve the corresponding optimization problem. At last, a numerical example is given to illustrate our proposed effective means and approaches.

Keywords: Possibility theory, portfolio selection, transaction costs, particle swarm optimization.

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532 Contribution of Electrochemical Treatment in Treating Textile Dye Wastewater

Authors: Usha N. Murthy, Rekha H. B., Mahaveer Devoor

Abstract:

The introduction of more stringent pollution regulations, in relation to financial and social pressures for sustainable development, has pressed toward limiting the volumes of industrial and domestic effluents discharged into the environment - as well as to increase the efforts within research and development of new or more efficient wastewater treatment technologies. Considering both discharge volume and effluent composition, wastewater generated by the textile industry is rated as the most polluting among all industrial sectors. The pollution load is mainly due to spent dye baths, which are composed of unreacted dyes, dispersing agents, surfactants, salts and organics. In the present investigation, the textile dye wastewater was characterized by high color, chemical oxygen demand (COD), total dissolved solids (TDS) and pH. Electrochemical oxidation process for four plate electrodes was carried out at five different current intensities, out of which 0.14A has achieved maximum percentage removal of COD with 75% and 83% of color. The COD removal rate in kg COD/h/m2 decreases with increase in the current intensity. The energy consumption increases with increase in the current intensity. Hence, textile dye wastewater can be effectively pretreated by electrochemical oxidation method where the process limits objectionable color while leaving the COD associated with organics left for natural degradation thus causing a sustainable reduction in pollution load.

Keywords: Electrochemical treatment, COD, color.

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531 The Martingale Options Price Valuation for European Puts Using Stochastic Differential Equation Models

Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed

Abstract:

In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.

Keywords: Equivalent Martingale Measure, European Put Option, Girsanov Theorem, Martingales, Monte Carlo method, option price valuation, option price valuation formula.

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530 The Governance of Islamic Banks in Morocco: Meaning, Strategic Vision and Purposes Attributed to the Governance System

Authors: Lalla Nezha Lakmiti, Abdelkahar Zahid

Abstract:

Due to the setbacks on the international scene and the wave of cacophonic financial scandals affecting large international groups, the new Islamic finance industry is not immune despite its initial resistance. The purpose of this paper is to understand and analyze the meaning of the Corporate Governance (CG) concept in Moroccan Islamic banking systems with specific reference to their institutions. The research objective is to identify also the path taken and adopted by these banks recently set up in Morocco. The foundation is rooted in shari'a, in particular, no stakeholder (the shareholding approach) must be harmed, and the ethical value is reflected into these parties’ behavior. We chose a qualitative method, semi-structured interviews where six managers provided answers about their banking systems. Since these respondents held a senior position (directors) within their organizations, it is felt that they are well placed and have the necessary knowledge to provide us with information to answer the questions asked. The results identified the orientation of participating banks and assessing how governance works, while determining which party is fovoured: shareholders, stakeholders or both. This study discusses the favorable condition to the harmonization of the regulations and therefore a better integration between Islamic finance and conventional ones in the economic context of Morocco.

Keywords: Corporate governance, participating banks, stakeholders, shareholders, and interests.

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529 Perinatal Outcome in Cases with Bleeding during First and Early Second Trimester

Authors: S. Chhabra, C. Tickoo, P. Kalra

Abstract:

Background: Bleeding during first half of pregnancy mostly originates from placenta, some abort, others are at risk of complications. Objective: Study was done to know perinatal outcome with bleeding up to 20 weeks in singleton pregnancy. Material Methods: Subjects were 1020, equal controls managed over 2 years, 435 had viable pregnancy at admission, 135 excluded, 300 followed for perinatal outcome, 99 (19.52% up to 10 weeks), 201 (39.18% of 11-20 weeks). Results: Hypertensive disorders occurred in 24% cases of bleeding within 10 weeks, 22% 11-20 weeks 14.79% controls, placenta previa 4% in 10 weeks, 0.9% 11-20 weeks, 0.97% controls, prelabor rupture of membranes in 16%, 7.45% controls. 20% up to 10 weeks, 35% 11-20 weeks, 18% controls had fetal growth restriction, 34.34% up to 10 weeks 30.35% of 11-20 weeks 17.17% controls had preterm births, perinatal mortality rate in study was 118.62, in controls 68.16 (Uneventful pregnancy in 13.52% study, 46.11% controls). Conclusion: Once bleeding occurs, one third continue pregnancy, maternal neonatal outcome gets affected with variations in cases of bleeding within first 10 weeks & 11-20 weeks.

Keywords: First, Second trimester, bleeding, Disorders, Perinatal Outcome.

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528 Impact of a Proposed Pier on Tidal Currents:Koa Kood Island, Thailand

Authors: Cherdvong Saengsupavanich

Abstract:

The impact of a proposed pier on tidal current alteration was evaluated. The proposed pier location was in Salad Bay on Koa Kood Island, Trat province, Thailand, and was designed to accommodate passenger ships with a draft of less than 2 m. The study began with collecting necessary data, including bathymetric, water elevation and tidal current characteristics. The impact was assessed using a software package (MIKE21). Although the results showed that the pier would affect the existing current pattern, the change was determined to be insignificant, as the design of the piles for the pier provided sufficient spacing to let the current flow as freely as possible. Consequences of the altered current, such as seabed erosion, water stagnation, sediment deposition and navigational risk were assessed. Environmental mitigation measures might be necessary if the impacts were considered unacceptable.

Keywords: Environmental impact assessment, pier, tidal currentchange, coastal engineering and management

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527 An Evaluation of the Effectiveness of Health and Safety Induction Practices in the Zambian Construction Industry

Authors: Josephine Mutwale-Ziko, Nonde Lushinga, Inonge Akakandelwa

Abstract:

The study discusses the effectiveness of health and safety induction practices on construction sites against the background of the Zambian construction industry experience. The research design included the literature review of relevant literature. Questionnaires and interviews were administered to regulatory bodies, health, and safety personnel. Observation was also employed on construction sites to assess the health and safety practices being used. Health and safety in the construction industry are not something to be ignored or overlooked. The construction industry needs to take heed of the serious consequences of inadequate health and safety induction practices. The implications of inadequate health and safety induction procedures included among others threats to profitability, corporate social responsibility and increased turnover of the workforce leading to poor productivity. Adequate health and safety practices can improve the health and wellbeing of employees, reduce financial implications on firms and encourage productivity on construction sites. Despite this, accidents are still prevalent on construction sites in Zambia. The overall result of this research denotes that the implementation of health and safety induction practices is inadequate, as indicated by the negligent and non-adherent attitude to health and safety induction aspects on the sites by most stakeholders on construction sites. Therefore, health and safety induction practices are ineffective as preventive measures for reduction of accidents on construction sites in Zambia.

Keywords: Accidents, employees, health and safety, inadequate induction.

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526 The Role of Business Process Management in Driving Digital Transformation: Insurance Company Case Study

Authors: Dalia Suša Vugec, Ana-Marija Stjepić, Darija Ivandić Vidović

Abstract:

Digital transformation is one of the latest trends on the global market. In order to maintain the competitive advantage and sustainability, increasing number of organizations are conducting digital transformation processes. Those organizations are changing their business processes and creating new business models with the help of digital technologies. In that sense, one should also observe the role of business process management (BPM) and its maturity in driving digital transformation. Therefore, the goal of this paper is to investigate the role of BPM in digital transformation process within one organization. Since experiences from practice show that organizations from financial sector could be observed as leaders in digital transformation, an insurance company has been selected to participate in the study. That company has been selected due to the high level of its BPM maturity and the fact that it has previously been through a digital transformation process. In order to fulfill the goals of the paper, several interviews, as well as questionnaires, have been conducted within the selected company. The results are presented in a form of a case study. Results indicate that digital transformation process within the observed company has been successful, with special focus on the development of digital strategy, BPM and change management. The role of BPM in the digital transformation of the observed company is further discussed in the paper.

Keywords: Business process management, case study, Croatia, digital transformation, insurance company.

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525 Analysis of OPG Gene Polymorphism T245G (rs3134069) in Slovak Postmenopausal Women

Authors: I. Boroňová, J. Bernasovská, J. Kľoc, Z. Tomková, E. Petrejčíková, S. Mačeková, J. Poráčová, M. M. Blaščáková

Abstract:

Osteoporosis is a common multifactorial disease with a strong genetic component characterized by reduced bone mass and increased risk of fractures. Genetic factors play an important role in the pathogenesis of osteoporosis. The aim of our study was to identify the genotype and allele distribution of T245G polymorphism in OPG gene in Slovak postmenopausal women. A total of 200 unrelated Slovak postmenopausal women with diagnosed osteoporosis and 200 normal controls were genotyped for T245G (rs3134069) polymorphism of OPG gene. Genotyping was performed using the Custom Taqman®SNP Genotyping assays. Genotypes and alleles frequencies showed no significant differences (p=0.5551; p=0.6022). The results of the present study confirm the importance of T245G polymorphism in OPG gene in the pathogenesis of osteoporosis.

Keywords: OPG gene, osteoporosis, Real-time PCR, T245G polymorphism.

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524 Assessment of Health Risks to Ground Water Resources for the Emergency Supply of Population in Relation to the Content of Nitrates and Nitrites

Authors: Frantisek Bozek, Lenka Jesonkova, Jiri Dvorak, Milos Bozek, Eduard Bakos

Abstract:

The contents of nitrates and nitrites were monitored in 15 ground water resources of a selected region earmarked for the emergency supply of population. The resources have been selected on the basis of previous assessment of natural conditions and the exploitation of territory in the infiltration area as well as the surroundings of water resources. The health risk analysis carried out in relation to nitrates and nitrites, which were found to be the most serious water contaminants, proved, that 14 resources met the health standards in relation to the assessed criterion and could be included in crisis plans. Water quality of ground resources may be assessed in the same way with regard to other contaminants.

Keywords: Drinking water, health risks, methemoglobinemia, nitrates, nitrites, water pollution.

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523 Pregnancy Myths and Early Chilcare: Research Reflections from the Rural Punjab, Pakistan

Authors: Azher H. Qamar

Abstract:

Pregnancy is considered a special period in a woman’s life. There are myths about pregnancy that describe gender predictions, dietary beliefs, pregnancy signs, and risk of magic or witchcraft. Majority of these myths is in connection with the early childcare. In traditional societies midwives and experienced women practice and teach these myths to young mothers. Mother who feel special and vulnerable, at the same time feel secure in following these socially transmitted myths. Rural Punjab, a province of Pakistan has a culture rich with beliefs and myths. Myths about pregnancy are significant in rural culture and pregnancy care is seen as mother and childcare. This paper presents my research reflections that I did as a part of my Ph.D studies about early childcare beliefs and rituals practiced in rural Punjab, Pakistan.

Keywords: Myths, Pregnancy, BabyCare, Culture

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522 Blockchain-Based Assignment Management System

Authors: Amogh Katti, J. Sai Asritha, D. Nivedh, M. Kalyan Srinivas, B. Somnath Chakravarthi

Abstract:

Today's modern education system uses Learning Management System (LMS) portals for the scoring and grading of student performances, to maintain student records, and teachers are instructed to accept assignments through online submissions of .pdf, .doc, .ppt, etc. There is a risk of data tampering in the traditional portals; we will apply the Blockchain model instead of this traditional model to avoid data tampering and also provide a decentralized mechanism for overall fairness. Blockchain technology is a better and also recommended model because of the following features: consensus mechanism, decentralized system, cryptographic encryption, smart contracts, Ethereum blockchain. The proposed system ensures data integrity and tamper-proof assignment submission and grading, which will be helpful for both students and also educators.

Keywords: Education technology, learning management system, decentralized applications, blockchain.

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521 Pricing European Options under Jump Diffusion Models with Fast L-stable Padé Scheme

Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.

Keywords: Integral differential equations, L-stable methods, pricing European options, Jump–diffusion model.

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520 Warning about the Risk of Blood Flow Stagnation after Transcatheter Aortic Valve Implantation

Authors: Aymen Laadhari, Gábor Székely

Abstract:

In this work, the hemodynamics in the sinuses of Valsalva after Transcatheter Aortic Valve Implantation is numerically examined. We focus on the physical results in the two-dimensional case. We use a finite element methodology based on a Lagrange multiplier technique that enables to couple the dynamics of blood flow and the leaflets’ movement. A massively parallel implementation of a monolithic and fully implicit solver allows more accuracy and significant computational savings. The elastic properties of the aortic valve are disregarded, and the numerical computations are performed under physiologically correct pressure loads. Computational results depict that blood flow may be subject to stagnation in the lower domain of the sinuses of Valsalva after Transcatheter Aortic Valve Implantation.

Keywords: Hemodynamics, Transcatheter Aortic Valve Implantation, blood flow stagnation, numerical simulations.

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519 Improvising Intrusion Detection for Malware Activities on Dual-Stack Network Environment

Authors: Zulkiflee M., Robiah Y., Nur Azman Abu, Shahrin S.

Abstract:

Malware is software which was invented and meant for doing harms on computers. Malware is becoming a significant threat in computer network nowadays. Malware attack is not just only involving financial lost but it can also cause fatal errors which may cost lives in some cases. As new Internet Protocol version 6 (IPv6) emerged, many people believe this protocol could solve most malware propagation issues due to its broader addressing scheme. As IPv6 is still new compares to native IPv4, some transition mechanisms have been introduced to promote smoother migration. Unfortunately, these transition mechanisms allow some malwares to propagate its attack from IPv4 to IPv6 network environment. In this paper, a proof of concept shall be presented in order to show that some existing IPv4 malware detection technique need to be improvised in order to detect malware attack in dual-stack network more efficiently. A testbed of dual-stack network environment has been deployed and some genuine malware have been released to observe their behaviors. The results between these different scenarios will be analyzed and discussed further in term of their behaviors and propagation methods. The results show that malware behave differently on IPv6 from the IPv4 network protocol on the dual-stack network environment. A new detection technique is called for in order to cater this problem in the near future.

Keywords: Dual-Stack, Malware, Worm, IPv6;IDS

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518 The Many Faces of your Employees: Insights into the Emerging Markets Workforce

Authors: Urvi Shriram

Abstract:

The higher compounded growth rates coupled with favourable demographics in emerging markets portend abundant opportunities for multinational organizations. With many organizations competing for talent in these growing markets, their ability to succeed will depend on their understanding of local workforce needs and aspirations. Using data from the Towers Watson 2010 Global Workforce Study, this paper highlights differences in employee engagement, turnover risks, and attraction and retention drivers between the two markets. Apart from looking at the traditional drivers of employee engagement, the study also explores the value placed by employees on elements like a strong senior leadership, managerial capabilities and career advancement opportunities. Results reveal that emerging markets employees seem to be more engaged and value the non-traditional elements more highly than the developed markets employees.

Keywords: Attraction and retention drivers, emerging markets, employee engagement, turnover risk

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517 The Relation between Body Mass Index and Menstrual Cycle Disorders in Medical Students of University Pelita Harapan, Indonesia

Authors: Gabriella Tjondro, Julita Dortua Laurentina Nainggolan

Abstract:

Introduction: There are several things affecting menstrual cycle, namely, nutritional status, diet, financial status of one’s household and exercises. The most commonly used parameter to calculate the fat in a human body is body mass index. Therefore, it is necessary to do research to prevent complications caused by menstrual disorder in the future. Design Study: This research is an observational analytical study with the cross-sectional-case control approach. Participants (n = 124; median age = 19.5 years ± SD 3.5) were classified into 2 groups: normal, NM (n = 62; BMI = 18-23 kg/m2) and obese, OB (n = 62; BMI = > 25 kg/m2). BMI was calculated from the equation; BMI = weight, kg/height, m2. Results: There were 79.10% from obese group who experienced menstrual cycle disorders (n=53, 79.10%; p value 0.00; OR 5.25) and 20.90% from normal BMI group with menstrual cycle disorders. There were several factors in this research that also influence the menstrual cycle disorders such as stress (44.78%; p value 0.00; OR 1.85), sleep disorders (25.37%; p value 0.00; OR 1.01), physical activities (25.37%; p value 0.00; OR 1.24) and diet (10.45%; p value 0.00; OR 1.07). Conclusion: There is a significant relation between body mass index (obese) and menstrual cycle disorders. However, BMI is not the only factor that affects the menstrual cycle disorders. There are several factors that also can affect menstrual cycle disorders, in this study we use stress, sleep disorders, physical activities and diet, in which none of them are dominant.

Keywords: Menstrual disorders, menstrual cycle, obesity, body mass index, stress, sleep disorders, physical activities, diet.

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516 Bail-in Capital: The New Box

Authors: Manu Krishnan, Phil Jacoby

Abstract:

In this paper, we discuss the paradigm shift in bank capital from the “gone concern" to the “going concern" mindset. We then propose a methodology for pricing a product of this shift called Contingent Capital Notes (“CoCos"). The Merton Model can determine a price for credit risk by using the firm-s equity value as a call option on those assets. Our pricing methodology for CoCos also uses the credit spread implied by the Merton Model in a subsequent derivative form created by John Hull et al . Here, a market implied asset volatility is calculated by using observed market CDS spreads. This implied asset volatility is then used to estimate the probability of triggering a predetermined “contingency event" given the distanceto- trigger (DTT). The paper then investigates the effect of varying DTTs and recovery assumptions on the CoCo yield. We conclude with an investment rationale.

Keywords: CoCo, Contingent capital, Bank Capital, Tier1 Capital

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515 An Exhaustive Investigation of Green Building Certification on the Productivity and Mental and Physical Health of Buildings Occupants in Tehran, Iran

Authors: Armin Samarghandi, Amirreza Jafari, Mohamad Ghiasi

Abstract:

Since individuals spend the majority of their time indoors, this immediately affects their productivity and health. An essential factor in occupational health and public health is the influence of indoor environmental quality (IEQ) in buildings on occupant welfare and productivity. Since then, empirical data have been equivocal, indicating either that the studies are inaccurate or that the research has just scratched the surface of green buildings in offices, accommodation, and hospital settings and not taken the aforementioned holistically. This study compared three green-certified buildings — a residential green building, a green hospital, and a green school — with conventional structures in Tehran, Iran by means of a questionnaire spread among those utilizing these buildings, and assessing their productivity and health rate as opposed to the time they resided, worked in conventional buildings. The results demonstrated higher scores pertaining to productivity, physical and mental wellness as a consequence of better indoor environmental quality (IEQ), natural lighting, design, and sustainability of these building against non-green buildings. In addition, ancillary matters — environmental, financial, intellectual, emotional, social, spiritual dimensions of participants — were indirectly evaluated, and the same results are produced.

Keywords: Green building, Iran, productivity, physical and mental health, Tehran.

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