Search results for: SET50 index futures
1034 Applications of Conic Optimization and Quadratic Programming in the Investigation of Index Arbitrage in the Thai Derivatives and Equity Markets
Authors: Satjaporn Tungsong, Gun Srijuntongsiri
Abstract:This research seeks to investigate the frequency and profitability of index arbitrage opportunities involving the SET50 futures, SET50 component stocks, and the ThaiDEX SET50 ETF (ticker symbol: TDEX). In particular, the frequency and profit of arbitrage are measured in the following three arbitrage tests: (1) SET50 futures vs. ThaiDEX SET50 ETF, (2) SET50 futures vs. SET50 component stocks, and (3) ThaiDEX SET50 ETF vs. SET50 component stocks are investigated. For tests (2) and (3), the problems involve conic optimization and quadratic programming as subproblems. This research is first to apply conic optimization and quadratic programming techniques in the context of index arbitrage and is first to investigate such index arbitrage in the Thai equity and derivatives markets. Thus, the contribution of this study is twofold. First, its results would help understand the contribution of the derivatives securities to the efficiency of the Thai markets. Second, the methodology employed in this study can be applied to other geographical markets, with minor adjustments.
Keywords: Conic optimization, Equity index arbitrage, Executionlags, Quadratic programming, SET50 index futures, ThaiDEX SET50ETF, Transaction costsProcedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1452
1033 Modeling Prices of Electricity Futures at EEX
Authors: Robest Flasza, Milan Rippel, Jan Solc
Abstract:The main aim of this paper is to develop and calibrate an econometric model for modeling prices of long term electricity futures contracts. The calibration of our model is performed on data from EEX AG allowing us to capture the specific features of German electricity market. The data sample contains several structural breaks which have to be taken into account for modeling. We model the data with an ARIMAX model which reveals high correlation between the price of electricity futures contracts and prices of LT futures contracts of fuels (namely coal, natural gas and crude oil). Besides this, also a share price index of representative electricity companies traded on Xetra, spread between 10Y and 1Y German bonds and exchange rate between EUR and USD appeared to have significant explanatory power over these futures contracts on EEX.
Keywords: electricity futures, EEX, ARIMAX, emissionallowancesProcedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1895
1032 Futures Trading: Design of a Strategy
Authors: Jan Zeman
Abstract:The paper describes the futures trading and aims to design the speculators trading strategy. The problem is formulated as the decision making task and such as is solved. The solution of the task leads to complex mathematical problems and the approximations of the decision making is demanded. Two kind of approximation are used in the paper: Monte Carlo for the multi-step prediction and iteration spread in time for the optimization. The solution is applied to the real-market data and the results of the off-line experiments are presented.
Keywords: futures trading, decision makingProcedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1007
1031 Downtrend Algorithm and Hedging Strategy in Futures Market
Authors: S. Masteika, A.V. Rutkauskas, A. Tamosaitis
Abstract:The paper investigates downtrend algorithm and trading strategy based on chart pattern recognition and technical analysis in futures market. The proposed chart formation is a pattern with the lowest low in the middle and one higher low on each side. The contribution of this paper lies in the reinforcement of statements about the profitability of momentum trend trading strategies. Practical benefit of the research is a trading algorithm in falling markets and back-test analysis in futures markets. When based on daily data, the algorithm has generated positive results, especially when the market had downtrend period. Downtrend algorithm can be applied as a hedge strategy against possible sudden market crashes. The proposed strategy can be interesting for futures traders, hedge funds or scientific researchers performing technical or algorithmic market analysis based on momentum trend trading.
Keywords: trading algorithm, chart pattern, downtrend trading, futures market, hedgingProcedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3254
1030 Using Exponential Lévy Models to Study Implied Volatility patterns for Electricity Options
Authors: Pinho C., Madaleno M.
Abstract:German electricity European options on futures using Lévy processes for the underlying asset are examined. Implied volatility evolution, under each of the considered models, is discussed after calibrating for the Merton jump diffusion (MJD), variance gamma (VG), normal inverse Gaussian (NIG), Carr, Geman, Madan and Yor (CGMY) and the Black and Scholes (B&S) model. Implied volatility is examined for the entire sample period, revealing some curious features about market evolution, where data fitting performances of the five models are compared. It is shown that variance gamma processes provide relatively better results and that implied volatility shows significant differences through time, having increasingly evolved. Volatility changes for changed uncertainty, or else, increasing futures prices and there is evidence for the need to account for seasonality when modelling both electricity spot/futures prices and volatility.
Keywords: Calibration, Electricity Markets, Implied Volatility, Lévy Models, Options on Futures, PricingProcedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4678
1029 The Extremal Graph with the Largest Merrifield-Simmons Index of (n, n + 2)-graphs
Authors: M. S. Haghighat, A. Dolati, M. Tabari, E. Mohseni
The Merrifield-Simmons index of a graph G is defined as the total number of its independent sets. A (n, n + 2)-graph is a connected simple graph with n vertices and n + 2 edges. In this paper we characterize the (n, n+2)-graph with the largest Merrifield- Simmons index. We show that its Merrifield-Simmons index i.e. the upper bound of the Merrifield-Simmons index of the (n, n+2)-graphs is 9 × 2n-5 +1 for n ≥ 5.
Keywords: Merrifield-Simmons index, (n, n+2)-graph.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1100
1028 Comparison of the H-Index of Researchers of Google Scholar and Scopus
Authors: Adian Fatchur Rochim, Abdul Muis, Riri Fitri Sari
Abstract:H-index has been widely used as a performance indicator of researchers around the world especially in Indonesia. The Government uses Scopus and Google scholar as indexing references in providing recognition and appreciation. However, those two indexing services yield to different H-index values. For that purpose, this paper evaluates the difference of the H-index from those services. Researchers indexed by Webometrics, are used as reference’s data in this paper. Currently, Webometrics only uses H-index from Google Scholar. This paper observed and compared corresponding researchers’ data from Scopus to get their H-index score. Subsequently, some researchers with huge differences in score are observed in more detail on their paper’s publisher. This paper shows that the H-index of researchers in Google Scholar is approximately 2.45 times of their Scopus H-Index. Most difference exists due to the existence of uncertified publishers, which is considered in Google Scholar but not in Scopus.
Keywords: Google Scholar, H-index, Scopus.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1706
1027 The Assessment of Reforms in Different Countries by Social-Economic Development Integral Index
Authors: Samson Davoyan, Tatevik Sahakyan
The purpose of this report is to suggest a new methodology for the assessment of the comparative efficiency of the reforms made in different countries by an integral index. We have highlighted the reforms made in post-crisis period in 21 former socialist countries. The integral index describes the social-economic development level. The integral index contains of six indexes: The Global Competitiveness Index, Doing Business, The Corruption Perception, The Index of Economic Freedom, The Human Development, and The Democracy Index, which are reported by different international organizations. With the help of our methodology we first summarized the above-mentioned 6 indexes and attained 1 general index, besides, our new method enables us to assess the comparative efficiency of the reforms made in different countries by analyzing them. The purpose is to reveal the opportunities and threats of socialeconomic reforms in different directions.
Keywords: Assessment, comparative, effectiveness, reformsProcedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1314
1026 Eccentric Connectivity Index, First and Second Zagreb Indices of Corona Graph
Authors: A. Kulandai Therese
The eccentric connectivity index based on degree and eccentricity of the vertices of a graph is a widely used graph invariant in mathematics. In this paper, we present the explicit eccentric connectivity index, first and second Zagreb indices for a Corona graph and sub divisionrelated corona graphs.
Keywords: Corona graph, Degree, Eccentricity, Eccentric Connectivity Index, First Zagreb index, Second Zagreb index and Subdivision graphs.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2018
1025 An Efficiency Measurement of E-Government Performance for United Nation Ranking Index
Authors: Yassine Jadi, Lin Jie
In order to serve the society in an electronic manner, many developing countries have launched tremendous e-government projects. The strategies of development and implementation e-government system have reached different levels, and to ensure consistency of development, the governments need to evaluate e-government performance. The United nation has design e-government development ranking index (EGDI) that rely on three indexes, Online service index (OSI), Telecommunication Infrastructure index (TII), and human capital index( HCI) which are not reflecting the interaction between a government and their citizens. Based on data envelopment analyses (DEA) technique, we are using E-participating index (EPI) as an output of government effort to evaluate the performance of e-government system. Therefore, the ranking index can be achieved in efficiency manner.
Keywords: E-government, DEA, efficiency measurement, EGDI.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 897
1024 Energy Efficiency Index Applied to Reactive Systems
Abstract:This paper focuses on the development of an energy efficiency index that will be applied to reactive systems, which is based in the First and Second Law of Thermodynamics, by giving particular consideration to the concept of maximum entropy. Among the requirements of such energy efficiency index, the practical feasibility must be essential. To illustrate the performance of the proposed index, such an index was used as decisive factor of evaluation for the optimization process of an industrial reactor. The results allow the conclusion to be drawn that the energy efficiency index applied to the reactive system is consistent because it extracts the information expected of an efficient indicator, and that it is useful as an analytical tool besides being feasible from a practical standpoint. Furthermore, it has proved to be much simpler to use than tools based on traditional methodologies.
Keywords: Energy efficiency, maximum entropy, reactive systems.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 859
1023 A Novel Spectral Index for Automatic Shadow Detection in Urban Mapping Based On WorldView-2 Satellite Imagery
Authors: Kaveh Shahi, Helmi Z. M. Shafri, Ebrahim Taherzadeh
In remote sensing, shadow causes problems in many applications such as change detection and classification. It is caused by objects which are elevated, thus can directly affect the accuracy of information. For these reasons, it is very important to detect shadows particularly in urban high spatial resolution imagery which created a significant problem. This paper focuses on automatic shadow detection based on a new spectral index for multispectral imagery known as Shadow Detection Index (SDI). The new spectral index was tested on different areas of WorldView-2 images and the results demonstrated that the new spectral index has a massive potential to extract shadows with accuracy of 94% effectively and automatically. Furthermore, the new shadow detection index improved road extraction from 82% to 93%.
Keywords: Spectral index, shadow detection, remote sensing images, WorldView-2.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3173
1022 Public Transport: Punctuality Index for Bus Operation
Authors: Noorfakhriah Yaakub, Madzlan Napiah
Abstract:Public bus service plays a significant role in our society as people movers and to facilitate travels within towns and districts. The quality of service of public bus is always being regarded as poor, or rather, underestimated as second class means of transportation. Reliability of service, or the ability to deliver service as planned, is one key element in perceiving the quality of bus service and the punctuality index is one of the performance parameters in determining the service reliability. This study concentrates on evaluating the reliability performance of bus operation using punctuality index assessment. A week data for each of six city bus routes is recorded using the on-board methodology to calculate the punctuality index for city bus service in Kota Bharu. The results revealed that the punctuality index for the whole city bus network is 94.25% (LOS B).
Keywords: Punctuality Index, Reliability Performance, Service Performance.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3681
1021 Assessing Relationship between Type of Financial Market and Market Indices in Tehran Stock Exchange
Authors: Zahra Amirhosseini, Alireza Bashiri
Abstract:The aim of this study was to examine and identify the type of Iranian financial market in terms of being symmetrical or asymmetrical and to measure relationship between type of market and the market's indices. In this study, daily information on the market-s Share Price Index, Industrial Index and Top Fifty Most Active Companies during the years 1999-2010 has been used. In addition, to determine type of the financial market, rate of return on Security is taken into account. In this research, by using logistic regression analysis methods, relationship of the market type with the above mentioned indices have been examined. The results showed that the type of the financial market has a positive significant association with market share price index and Industrial Index. Index of Top Fifty Most Active Companies is significantly associated with type of financial market, however this relationship is inverse.
Keywords: All Share Price Index, Asymmetrical Market, Industrial Index, Symmetrical Market, Top Fifty Most Active Companies IndexProcedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1129
1020 Construction Methods for Sign Patterns Allowing Nilpotence of Index k
Authors: Jun Luo
In this paper, the smallest such integer k is called by the index (of nilpotence) of B such that Bk = 0. In this paper, we study sign patterns allowing nilpotence of index k and obtain four methods to construct sign patterns allowing nilpotence of index at most k, which generalizes some recent results.
Keywords: Sign pattern, Nilpotence, Jordan block.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1179
1019 Estimation of Reconnaissance Drought Index (RDI) for Bhavnagar District, Gujarat, India
Authors: Ravi Shah, V. L. Manekar, R. A. Christian, N. J. Mistry
There are two types of drought as conceptual drought and operational drought. The three parameters as the beginning, the end and the degree of severity of the drought can be identifying in operational drought by average precipitation in the whole region. One of the methods classified to measure drought is Reconnaissance Drought Index (RDI). Evapotranspiration is calculated using Penman-Monteith method by analyzing thirty nine years prolong climatic data. The evapotranspiration is then utilized in RDI to classify normalized and standardized RDI. These RDI classifications led to what kind of drought faced in Bhavnagar region on 12 month time scale basis. The comparison between actual drought conditions and RDI method used to find out drought are also illustrated. It can be concluded that the index results of drought in a particular year are same in both methods but having different index values where as severity remain same.
Keywords: Drought, Drought index, Reconnaissance Drought Index (RDI), Precipitation.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3315
1018 Analysis of Influenza Cases and Seasonal Index in Thailand
Authors: S. Youthao, M. Jaroensutasinee, K. Jaroensutasinee
This study investigated the pattern and seasonal index of influenza cases in Thailand. Our results showed that southern Thailand had the highest influenza incidence among the four regions of Thailand (i.e. north, northeast, central and southern Thailand). The influenza pattern in southern Thailand was similar to that of northeastern Thailand. Seasonal index values of influenza cases in Thailand were higher in the hot season than in the wet season. Influenza cases started to increase at the beginning of the hot season (April), reached a maximum in August, rapidly declined in the middle of the wet season and reached the lowest value in December. Seasonal index values for northern Thailand differed from other regions of Thailand.
Keywords: Influenza, disease index, seasonal index, Thailand.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1361
1017 On Estimating the Headcount Index by Using the Logistic Regression Estimator
Authors: Encarnación Álvarez, Rosa M. García-Fernández, Juan F. Muñoz, Francisco J. Blanco-Encomienda
The problem of estimating a proportion has important applications in the field of economics, and in general, in many areas such as social sciences. A common application in economics is the estimation of the headcount index. In this paper, we define the general headcount index as a proportion. Furthermore, we introduce a new quantitative method for estimating the headcount index. In particular, we suggest to use the logistic regression estimator for the problem of estimating the headcount index. Assuming a real data set, results derived from Monte Carlo simulation studies indicate that the logistic regression estimator can be more accurate than the traditional estimator of the headcount index.
Keywords: Poverty line, poor, risk of poverty, sample, Monte Carlo simulations.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1862
1016 Drought Stress Indices in Some Silage Maize Cultivars
Authors: Ehsan Shahrabian, Ali Soleymani
Several yield-based stress indices have been developed that may be more applicable to work on drought tolerance. In this study, we investigate possibility of using stress susceptibility index (SSI), tolerance index (TOL), yield stability index (YSI), yield index (YI), stress tolerance index (STI), geometric mean productivity (GMP), harmonic mean (HARM), mean productivity (MP) to identify genotypic performance of some maize cultivars under normal and stressed condition. The results indicate that it was possible to identify superior genotypes for drought tolerance based on their stress indices and generally SSI indices which showed the lowest negative correlation with dry matter yield can be used as the best index for maize breeding programs to introduce drought tolerant hybrids. It was found that SC 647 showed the best behavior under drought stress condition based on TOL and SSI. A higher STI, GMP, and HARM values were attained for ko6. It can be suggested that ko6 should be cultivated in moderate stressful environment of Iran.
Keywords: Index, productivity, stress, susceptibility tolerance, yield.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2405
1015 Application of Scientific Metrics to Evaluate Academic Reputation in Different Research Areas
Authors: Cristiano R. Cervi, Renata Galante, José Palazzo M. de Oliveira
In this paper, we address the problem of identifying academic reputation of researchers using scientific metrics in different research areas. Due to the characteristics of each area, researchers can present different behaviors. In previous work, we define Rep-Index that makes use of a profile template to individually identify the reputation of researchers. The Rep-Index is comprehensive and adaptive because involves hole trajectory of the researcher built throughout his career and can be used in different areas and in different contexts. Now, we compare our metric (Rep-Index) with the h-index and the g-index through experiments with researchers in the fields of Economics, Dentistry and Computer Science. We analyze the trajectory of 830 Brazilian researchers from the National Council of Technological and Scientific Development (CNPq), which receive grants research productivity. The grants are aimed at productivity researchers that stand out among their peers, enhancing their scientific normative criteria established by CNPq. Of the 830 researchers, 210 are in the area of Economics, 216 of Dentistry e 404 of Computer Science. The experiments show that our metric is strongly correlated with h-index, g-index and CNPq ranking. We also show good results for our hypothesis that our metric can be used to evaluate research in several areas. We apply our metric (Rep-Index) to compare the behavior of researchers in relation to their h-index and g-index through extensive experiments. The experiments showed that our metric is strongly correlated with h-index, g-index and CNPq ranking.
Keywords: Researcher reputation, profile model, scientific metrics.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1862
1014 Brainwave Classification for Brain Balancing Index (BBI) via 3D EEG Model Using k-NN Technique
Authors: N. Fuad, M. N. Taib, R. Jailani, M. E. Marwan
In this paper, the comparison between k-Nearest Neighbor (kNN) algorithms for classifying the 3D EEG model in brain balancing is presented. The EEG signal recording was conducted on 51 healthy subjects. Development of 3D EEG models involves pre-processing of raw EEG signals and construction of spectrogram images. Then, maximum PSD values were extracted as features from the model. There are three indexes for balanced brain; index 3, index 4 and index 5. There are significant different of the EEG signals due to the brain balancing index (BBI). Alpha-α (8–13 Hz) and beta-β (13–30 Hz) were used as input signals for the classification model. The k-NN classification result is 88.46% accuracy. These results proved that k-NN can be used in order to predict the brain balancing application.
Keywords: Brain balancing, kNN, power spectral density, 3D EEG model.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2326
1013 Analyzing Disclosure Practice of Religious Nonprofit Organizations using Partial Disclosure Index
Authors: Ruhaya Atan, Saunah Zainon, Roland Yeow Theng Nam, Sharifah Aliman
Abstract:This study examines the relevance of disclosure practices in improving the accountability and transparency of religious nonprofit organizations (RNPOs). The assessment of disclosure is based on the annual returns of RNPOs for the financial year 2010. In order to quantify the information disclosed in the annual returns, partial disclosure indexes of basic information (BI) disclosure index, financial information (FI) disclosure index and governance information (GI) disclosure index have been built which takes into account the content of information items in the annual returns. The empirical evidence obtained revealed low disclosure practices among RNPOs in the sample. The multiple regression results showed that the organizational attribute of the board size appeared to be the most significant predictor for both partial index on the extent of BI disclosure index, and FI disclosure index. On the other hand, the extent of financial information disclosure is related to the amount of donation received by RNPOs. On GI disclosure index, the existence of an external audit appeared to be significant variable. This study has contributed to the academic literature in providing empirical evidence of the disclosure practices among RNPOs.
Keywords: disclosure, index, partial, NPOs, religiousProcedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1696
1012 Creative Art Practice in Response to Climate Change: How Art Transforms and Frames New Approaches to Speculative Ecological and Sustainable Futures
Authors: Wenwen Liu, Robert Burton, Simon McKeown
Climate change is seriously threatening human security and development, leading to global warming and economic, political, and social chaos. Many artists have created visual responses that challenge perceptions on climate change, actively guiding people to think about the climate issues and potential crises after urban industrialization and explore positive solutions. This project is an interdisciplinary and intertextual study where art practice is informed by culture, philosophy, psychology, ecology, and science. By correlating theory and artistic practice, it studies how art practice creates a visual way of understanding climate issues and uses art as a way of exploring speculative futures. In the context of practical-based research, arts-based practice as research and creative practice as interdisciplinary research are applied alternately to seek the original solution and new knowledge. Through creative art practice, this project has established visual ways of looking at climate change and has developed it into a model to generate more possibilities, an alternative social imagination. It not only encourages people to think and find a sustainable speculative future conducive to all species but also proves that people have the ability to realize positive futures.
Keywords: Climate change, creative practice as interdisciplinary research, arts-based practice as research, creative art practice, speculative future.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5
1011 Terminal Wiener Index for Graph Structures
Authors: J. Baskar Babujee, J. Senbagamalar,
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:
Keywords: Graph, Degree, Distance, Pendent vertex, Wiener index, Tree.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1997
1010 Development for the Evaluation Index of an Anesthesia Depth using the Bispectrum Analysis
Authors: Soo-young Ye, Jun-mo Park, Jae-hyung Kim, Jae-hee Jung, Ah-young Jeon, In-cheol Kim, Jung-man Son, Ki-gon Nam, Seong-wan Baik, Jung-hoon Ro, Gye-rok Jeon
Abstract:The linear SEF (Spectral Edge Frequency) parameter and spectrum analysis method can not reflect the non-linear of EEG. This method can not contribute to acquire real time analysis and obtain a high confidence in the clinic due to low discrimination. To solve the problems, the development of a new index is carried out using the bispectrum analyzing the EEG(electroencephalogram) including the non-linear characteristic. After analyzing the bispectrum of the 2 dimension, the most significant power spectrum density peaks appeared abundantly at the specific area in awakening and anesthesia state. These points are utilized to create the new index since many peaks appeared at the specific area in the frequency coordinate. The measured range of an index was 0-100. An index is 20-50 at an anesthesia, while the index is 90-60 at the awake. New index could afford to effectively discriminate the awake and anesthesia state.
Keywords: Bispectrum, anesthesia depth, EEG, SEF.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1444
1009 Comparison of Diagnostic Performance of Soluble Transferrin Receptor and Soluble Transferrin Receptor-Ferritin Index Tests in the Diagnosis of Iron Deficiency Anemia
Authors: Hafiz Muhammad Obaid, Bilal Wajid, Nauman Haider, Muhammad Zafrullah
In this research article, a comprehensive analysis is performed to compare the diagnostic performance of soluble transferrin receptor (sTfR) and sTfR/log ferritin index tests in the differential diagnosis of iron deficiency anemia (IDA) and anemia of chronic disease (ACD). The analysis is performed for both sTfR and sTfR/log ferritin index using a set of 11 studies. The overall odds ratios for sTfR and sTfR/log ferritin index were 36.79 and 119.32 respectively, using 95% confidence interval. The relative sensitivity, specificity. positive likelihood ratio (LR) and negative LR values for sTfR in relation to sTfR/log ferritin index were 81% vs 85%, 84% vs 93%, 6.31 vs 13.95 and 0.18 vs 0.14 respectively. The summary receiver operating characteristic (SROC) curves are also plotted for both sTfR and sTfR/log ferritin index. The area under SROC curves for sTfR and sTfR/log ferritin index was found to be 0.9296 and 0.9825 respectively. Although both tests are useful, the sTfR/log ferritin index seems to be more effective when compared with sTfR.
Keywords: Anemia, sTfR, iron deficiency, ferritin, odds ratio, sensitivity.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 693
1008 ABURAS Index: A Statistically Developed Index for Dengue-Transmitting Vector Population Prediction
Authors: Hani M. Aburas
Abstract:“Dengue" is an African word meaning “bone breaking" because it causes severe joint and muscle pain that feels like bones are breaking. It is an infectious disease mainly transmitted by female mosquito, Aedes aegypti, and causes four serotypes of dengue viruses. In recent years, a dramatic increase in the dengue fever confirmed cases around the equator-s belt has been reported. Several conventional indices have been designed so far to monitor the transmitting vector populations known as House Index (HI), Container Index (CI), Breteau Index (BI). However, none of them describes the adult mosquito population size which is important to direct and guide comprehensive control strategy operations since number of infected people has a direct relationship with the vector density. Therefore, it is crucial to know the population size of the transmitting vector in order to design a suitable and effective control program. In this context, a study is carried out to report a new statistical index, ABURAS Index, using Poisson distribution based on the collection of vector population in Jeddah Governorate, Saudi Arabia.
Keywords: Poisson distribution, statistical index, prediction, Aedes aegypti.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1791
1007 Comparison of the Parameter using ECG with Bisepctrum Parameter using EEG during General Anesthesia
Authors: Seong-wan Baik, Soo-young Ye, Byeong-cheol Choi, Gye-rok Jeon
Abstract:The measurement of anesthetic depth is necessary in anesthesiology. NN10 is very simple method among the RR intervals analysis methods. NN10 parameter means the numbers of above the 10 ms intervals of the normal to normal RR intervals. Bispectrum analysis is defined as 2D FFT. EEG signal reflected the non-linear peristalsis phenomena according to the change brain function. After analyzing the bispectrum of the 2 dimension, the most significant power spectrum density peaks appeared abundantly at the specific area in awakening and anesthesia state. These points are utilized to create the new index since many peaks appeared at the specific area in the frequency coordinate. The measured range of an index was 0-100. An index is 20-50 at an anesthesia, while the index is 90-60 at the awake. In this paper, the relation between NN10 parameter using ECG and bisepctrum index using EEG is observed to estimate the depth of anesthesia during anesthesia and then we estimated the utility of the anesthetic.
Keywords: Anesthesia, Bispectrum index, ECG, EEGProcedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1416
1006 An Approaching Index to Evaluate a forward Collision Probability
Authors: Yuan-Lin Chen
This paper presents an approaching forward collision probability index (AFCPI) for alerting and assisting driver in keeping safety distance to avoid the forward collision accident in highway driving. The time to collision (TTC) and time headway (TH) are used to evaluate the TTC forward collision probability index (TFCPI) and the TH forward collision probability index (HFCPI), respectively. The Mamdani fuzzy inference algorithm is presented combining TFCPI and HFCPI to calculate the approaching collision probability index of the vehicle. The AFCPI is easier to understand for the driver who did not even have any professional knowledge in vehicle professional field. At the same time, the driver’s behavior is taken into account for suiting each driver. For the approaching index, the value 0 is indicating the 0% probability of forward collision, and the values 0.5 and 1 are indicating the 50% and 100% probabilities of forward collision, respectively. The AFCPI is useful and easy-to-understand for alerting driver to avoid the forward collision accidents when driving in highway.
Keywords: Approaching index, forward collision probability, time to collision, time headway.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 929
1005 Curing Methods Yield Multiple Refractive Index of Benzocyclobutene Polymer Film
Authors: N.A.M. Yahya, W.H. Lim, S.W. Phang, H. Ahmad, R. Zakaria, F.R. Mahamd Adikan
Refractive index control of benzocyclobutene (BCB 4024-40) is achieved by facilitating different conditions during the thermal curing of BCB film. Refractive index (RI) change of 1.49% is obtained with curing of BCB film using an oven, while the RI change is 0.1% when the BCB is cured using a hotplate. The two different curing methods exhibit a temperature dependent refractive index change of the BCB photosensitive polymer. By carefully controlling the curing conditions, multiple layers of BCB with different RI can be fabricated, which can then be applied in the fabrication of optical waveguides.
Keywords: BCB 4024-40, curing method, multiple refractiveindex, polymers.Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2539