221 resultados para structural models of credit risk


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The aluminum (Al) doped polycrystalline p-type β-phase iron disilicide (p-β-FeSi2) is grown by thermal diffusion of Al from Al-passivated n-type Si(100) surface into FeSi2 during crystallization of amorphous FeSi2 to form a p-type β-FeSi 2/n-Si(100) heterostructure solar cell. The structural and photovoltaic properties of p-type β-FeSi2/n-type c-Si structures is then investigated in detail by using X-ray diffraction, Raman spectroscopy, transmission electron microscopy analysis, and electrical characterization. The results are compared with Al-doped p-β-FeSi2 prepared by using cosputtering of Al and FeSi2 layers on Al-passivated n-Si(100) substrates. A significant improvement in the maximum open-circuit voltage (Voc) from 120 to 320 mV is achieved upon the introduction of Al doping through cosputtering of Al and amorphous FeSi2 layer. The improvement in Voc is attributed to better structural quality of Al-doped FeSi2 film through Al doping and to the formation of high quality crystalline interface between Al-doped β-FeSi2 and n-type c-Si. The effects of Al-out diffusion on the performance of heterostructure solar cells have been investigated and discussed in detail.

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Hedging against tail events in equity markets has been forcefully advocated in the aftermath of recent global financial crisis. Whether this is beneficial to long horizon investors like employees enrolled in defined contribution (DC) plans, however, has been subject to criticism. We conduct historical simulation since 1928 to examine the effectiveness of active and passive tail risk hedging using out of money put options for hypothetical equity portfolios of DC plan participants with 20 years to retirement. Our findings show that the cost of tail hedging exceeds the benefits for a majority of the plan participants during the sample period. However, for a significant number of simulations, hedging result in superior outcomes relative to an unhedged position. Active tail hedging is more effective when employees confront several panic-driven periods characterized by short and sharp market swings in the equity markets over the investment horizon. Passive hedging, on the other hand, proves beneficial when they encounter an extremely rare event like the Great Depression as equity markets go into deep and prolonged decline.

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This paper presents a discussion on the use of MIMO and SISO techniques for identification of the radiation force terms in models for surface vessels. We compare and discuss two techniques recently proposed in literature for this application: time domain identification and frequency domain identification. We compare the methods in terms of estimates model order, accuracy of the fit, use of the available information, and ease of use and implementation.

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We learn from the past that invasive species have caused tremendous damage to native species and serious disruption to agricultural industries. It is crucial for us to prevent this in the future. The first step of this process is to identify correctly an invasive species from native ones. Current identification methods, relying on mainly 2D images, can result in low accuracy and be time consuming. Such methods provide little help to a quarantine officer who has time constraints to response when on duty. To deal with this problem, we propose new solutions using 3D virtual models of insects. We explain how working with insects in the 3D domain can be much better than the 2D domain. We also describe how to create true-color 3D models of insects using an image-based 3D reconstruction method. This method is ideal for quarantine control and inspection tasks that involve the verification of a physical specimen against known invasive species. Finally we show that these insect models provide valuable material for other applications such as research, education, arts and entertainment. © 2013 IEEE.

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Collections of biological specimens are fundamental to scientific understanding and characterization of natural diversity - past, present and future. This paper presents a system for liberating useful information from physical collections by bringing specimens into the digital domain so they can be more readily shared, analyzed, annotated and compared. It focuses on insects and is strongly motivated by the desire to accelerate and augment current practices in insect taxonomy which predominantly use text, 2D diagrams and images to describe and characterize species. While these traditional kinds of descriptions are informative and useful, they cannot cover insect specimens "from all angles" and precious specimens are still exchanged between researchers and collections for this reason. Furthermore, insects can be complex in structure and pose many challenges to computer vision systems. We present a new prototype for a practical, cost-effective system of off-the-shelf components to acquire natural-colour 3D models of insects from around 3 mm to 30 mm in length. ("Natural-colour" is used to contrast with "false-colour", i.e., colour generated from, or applied to, gray-scale data post-acquisition.) Colour images are captured from different angles and focal depths using a digital single lens reflex (DSLR) camera rig and two-axis turntable. These 2D images are processed into 3D reconstructions using software based on a visual hull algorithm. The resulting models are compact (around 10 megabytes), afford excellent optical resolution, and can be readily embedded into documents and web pages, as well as viewed on mobile devices. The system is portable, safe, relatively affordable, and complements the sort of volumetric data that can be acquired by computed tomography. This system provides a new way to augment the description and documentation of insect species holotypes, reducing the need to handle or ship specimens. It opens up new opportunities to collect data for research, education, art, entertainment, biodiversity assessment and biosecurity control. © 2014 Nguyen et al.

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Protein molecular motors are natural nano-machines that convert the chemical energy from the hydrolysis of adenosine triphosphate into mechanical work. These efficient machines are central to many biological processes, including cellular motion, muscle contraction and cell division. The remarkable energetic efficiency of the protein molecular motors coupled with their nano-scale has prompted an increasing number of studies focusing on their integration in hybrid micro- and nanodevices, in particular using linear molecular motors. The translation of these tentative devices into technologically and economically feasible ones requires an engineering, design-orientated approach based on a structured formalism, preferably mathematical. This contribution reviews the present state of the art in the modelling of protein linear molecular motors, as relevant to the future design-orientated development of hybrid dynamic nanodevices. © 2009 The Royal Society of Chemistry.

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Purpose: Increasing numbers of haematology cancer survivors warrants identification of the most effective model of survivorship care to survivors from a diverse range of haematological cancers with aggressive treatment regimens. This review aimed to identify models of survivorship care to support the needs of haematology cancer survivors. Methods: An integrative literature review method utilised a search of electronic databases (CINAHL, Medline, PsycInfo, PubMed, EMBASE, PsycArticles, Cochrane Library) for eligible articles (up to July 2014). Articles were included if they proposed or reported the use of a model of care for haematology cancer survivors. Results: Fourteen articles were included in this review. Eight articles proposed and described models of care and six reported the use of a range of survivorship models of care in haematology cancer survivors. No randomised controlled trials or literature reviews were found to have been undertaken specifically with this cohort of cancer survivors. There was variation in the models described and who provided the survivorship care. Conclusion: Due to the lack of studies evaluating the effectiveness of models of care, it is difficult to determine the best model of care for haematology cancer survivors. Many different models of care are being put into practice before robust research is conducted. Therefore well-designed high quality pragmatic randomised controlled trials are required to inform clinical practice.

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Iterative computational models have been used to investigate the regulation of bone fracture healing by local mechanical conditions. Although their predictions replicate some mechanical responses and histological features, they do not typically reproduce the predominantly radial hard callus growth pattern observed in larger mammals. We hypothesised that this discrepancy results from an artefact of the models’ initial geometry. Using axisymmetric finite element models, we demonstrated that pre-defining a field of soft tissue in which callus may develop introduces high deviatoric strains in the periosteal region adjacent to the fracture. These bone-inhibiting strains are not present when the initial soft tissue is confined to a thin periosteal layer. As observed in previous healing models, tissue differentiation algorithms regulated by deviatoric strain predicted hard callus forming remotely and growing towards the fracture. While dilatational strain regulation allowed early bone formation closer to the fracture, hard callus still formed initially over a broad area, rather than expanding over time. Modelling callus growth from a thin periosteal layer successfully predicted the initiation of hard callus growth close to the fracture site. However, these models were still susceptible to elevated deviatoric strains in the soft tissues at the edge of the hard callus. Our study highlights the importance of the initial soft tissue geometry used for finite element models of fracture healing. If this cannot be defined accurately, alternative mechanisms for the prediction of early callus development should be investigated.

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Male and Female, Cyclist and Driver Perceptions of Crash Risk in Critical Road Situations. Governments are promoting cycling but many Australians, particularly women, do not ride because they perceive it to be too risky. This research compared the risks perceived by female and male, cyclists and drivers in specific on-road situations, accounting for factors such as travel patterns and experience, perceived skill, and risk taking behaviours. Compared to their male counterparts, female cyclists and drivers gave similarly elevated perceptions of risk. These differences are not completely accounted for by cycling patterns or perceptions of skill. Thus, these gender differences are not specific to cycling, but may reflect wider differences in risk perception.

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Background: This study attempted to develop health risk-based metrics for defining a heatwave in Brisbane, Australia. Methods: Poisson generalised additive model was performed to assess the impact of heatwaves on mortality and emergency hospital admissions (EHAs) in Brisbane. Results: In general, the higher the intensity and the longer the duration of a heatwave, the greater the health impacts. There was no apparent difference in EHAs risk during different periods of a warm season. However, there was a greater risk of mortality in the second half of a warm season than that in the first half. While elderly (>75 years)were particularly vulnerable to both the EHA and mortality effects of a heatwave, the risk for EHAs also significantly increased for two other age groups (0-64 years and 65-74 years) during severe heatwaves. Different patterns between cardiorespiratory mortality and EHAs were observed. Based on these findings, we propose the use of a teiered heat warning system based on the health risk of heatwave. Conclusions: Health risk-based metrics are a useful tool for the development of local heatwave definitions. thsi tool may have significant implications for the assessment of heatwave-related health consequences and development of heatwave response plans and implementation strategies.

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This project investigated the calcium distributions of the skin, and the growth patterns of skin substitutes grown in the laboratory, using mathematical models. The research found that the calcium distribution in the upper layer of the skin is controlled by three different mechanisms, not one as previously thought. The research also suggests that tight junctions, which are adhesions between neighbouring skin cells, cannot be solely responsible for the differences in the growth patterns of skin substitutes and normal skin.

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This thesis resolved the structural ambiguity surrounding ammonium and hydronium ions in the jarosite mineral group. The vibrational spectra of these two minerals were rationalised with their crystal structures for the first time. In doing so, a theory for dealing with orientational disorder in crystals was proposed.

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Many drivers and non-cyclists perceive cycling as an extremely risky activity with women in particular being concerned about the risk of injury. The low rates of cycling participation by women pose a threat to the achievement of government targets for cycling participation and restrict the potential transport, health and environmental benefits that increased levels of cycling could provide. This study seeks to extend earlier research in gender and cycling by comparing the risks perceived by female and male cyclists and drivers in specific on-road situations while accounting for other potentially gender-related factors such as travel patterns and experience, perceived skill, and risk taking behaviors. In an online survey, 444 regular cyclists and 151 (non-cyclist) car drivers rated the level of risk in six situations: Failing to yield; Going through a red light; Not signaling when turning; Swerving; Tailgating; and Not checking traffic. The study found that the higher levels of risk perceived by women are not completely accounted for by differences in cycling patterns or perceptions of skill. Compared to their male counterparts, female cyclists and car drivers had similarly elevated perceptions of risk suggesting that these gender differences are not specific to cycling, but reflect wider differences in risk perception. Not all of the gender differences were consistent across cyclists and drivers. Higher levels of perceived skill were evident for male cyclists but not for male car drivers. Further research is needed to explore the robustness and interpretation of this finding.