Risk management for mathematical optimization under uncertainty

We present a general multistage stochastic mixed 0-1 problem where the uncertainty appears everywhere in the objective function, constraints matrix and right-hand-side. The uncertainty is represented by a scenario tree that can be a symmetric or a nonsymmetric one. The stochastic model is converted in a mixed 0-1 Deterministic Equivalent Model in compact representation. Due to the difficulty of the problem, the solution offered by the stochastic model has been traditionally obtained by optimizing the objective function expected value (i.e., mean) over the scenarios, usually, along a time horizon. This approach (so named risk neutral) has the inconvenience of providing a solution that ignores the variance of the objective value of the scenarios and, so, the occurrence of scenarios with an objective value below the expected one. Alternatively, we present several approaches for risk averse management, namely, a scenario immunization strategy, the optimization of the well known Value-at-Risk (VaR) and several variants of the Conditional Value-at-Risk strategies, the optimization of the expected mean minus the weighted probability of having a "bad" scenario to occur for the given solution provided by the model, the optimization of the objective function expected value subject to stochastic dominance constraints (SDC) for a set of profiles given by the pairs of threshold objective values and either bounds on the probability of not reaching the thresholds or the expected shortfall over them, and the optimization of a mixture of the VaR and SDC strategies.

Supporting eradication of maternal child malnutrition in developing countries: a case from Nicaragua scenario.

World Health Organization actively stresses the importance of health, nutrition and well-being of the mother to foster children development. This issue is critical in the rural areas of developing countries where monitoring of health status of children is hardly performed since population suffers from a lack of access to health care. The aim of this research is to design, implement and deploy an e-health information and communication system to support health care in 26 rural communities of Cusmapa, Nicaragua. The final solution consists of an hybrid WiMAX/WiFi architecture that provides good quality communications through VoIP taking advantage of low cost WiFi mobile devices. Thus, a WiMAX base station was installed in the health center to provide a radio link with the rural health post "El Carrizo" sited 7,4 km. in line of sight. This service makes possible personal broadband voice and data communication facilities with the health center based on WiFi enabled devices such as laptops and cellular phones without communications cost. A free software PBX was installed at "San José de Cusmapa" health care site to enable communications for physicians, nurses and a technician through mobile telephones with IEEE 802.11 b/g protocol and SIP provided by the project. Additionally, the rural health post staff (midwives, brigade) received two mobile phones with these same features. In a complementary way, the deployed health information system is ready to analyze the distribution of maternal-child population at risk and the distribution of diseases on a geographical baseline. The system works with four information layers: fertile women, children, people with disabilities and diseases. Thus, authorized staff can obtain reports about prenatal monitoring tasks, status of the communities, malnutrition, and immunization control. Data need to be updated by health care staff in order to timely detect the source of problem to implement measures addressed to alleviate and improve health status population permanently. Ongoing research is focused on a mobile platform that collects and automatically updates in the information system, the height and weight of the children locally gathered in the remote communities. This research is being granted by the program Millennium Rural Communities of the Technical University of Madrid.

Non-motorized public transport development : present scenario and future approach in developing cities

Over the last few decades, most large cities in the developing world have been experiencing rapid and imbalanced transport sector development resulting in severe congestion and poor levels of service. The most common response at a policy level under this circumstance has been to focus on private and public motorized transport modes, and especially on traffic control measures and mass transit systems. Despite their major role in the overall transport system in many developing cities in Asia & Latin America, relatively little attention is given to non-motorized transport (NMT) modes (walk, bicycle and cycle-rickshaw). In particular, this ideology is applicable to the paid category of non-motorized public transport (NMPT), notably three-wheeler cycle rickshaws that still have an important socio-economic, environmental and trip-making role in many developing cities. Despite, they are often seen as inefficient and backward; an impediment to progress; and inconsistent with modern urban image. Policy measures therefore, to restrict or eliminate non-motorized transport from urban arterials and other feeder networks have been implemented in cities as diverse as Dhaka, Delhi, Karachi, Bangkok, Jakarta, Manila, Surabaya and Beijing . This paper will primarily investigate the key contribution of NMPT in the sustainable transport system and urban fabric of developing cities, with Dhaka as case study. The paper will also highlight in detail the impediments towards NMPT development and provide introductory concept on possible role this mode is expected to play into the future of these cities

Fraud detection in ERP systems using scenario matching

ERP systems generally implement controls to prevent certain common kinds of fraud. In addition however, there is an imperative need for detection of more sophisticated patterns of fraudulent activity as evidenced by the legal requirement for company audits and the common incidence of fraud. This paper describes the design and implementation of a framework for detecting patterns of fraudulent activity in ERP systems. We include the description of six fraud scenarios and the process of specifying and detecting the occurrence of those scenarios in ERP user log data using the prototype software which we have developed. The test results for detecting these scenarios in log data have been verified and confirm the success of our approach which can be generalized to ERP systems in general.

‘You’re a bad driver but I just made a mistake’ : attribution differences between the ‘victims’ and ‘perpetrators’ of scenario-based aggressive driving incidents

Driver aggression is an increasing concern for motorists, with some research suggesting that drivers who behave aggressively perceive their actions as justified by the poor driving of others. Thus attributions may play an important role in understanding driver aggression. A convenience sample of 193 drivers (aged 17-36) randomly assigned to two separate roles (‘perpetrators’ and ‘victims’) responded to eight scenarios of driver aggression. Drivers also completed the Aggression Questionnaire and Driving Anger Scale. Consistent with the actor-observer bias, ‘victims’ (or recipients) in this study were significantly more likely than ‘perpetrators’ (or instigators) to endorse inadequacies in the instigator’s driving skills as the cause of driver aggression. Instigators were significantly more likely attribute the depicted behaviours to external but temporary causes (lapses in judgement or errors) rather than stable causes. This suggests that instigators recognised drivers as responsible for driving aggressively but downplayed this somewhat in comparison to ‘victims’/recipients. Recipients and instigators agreed that the behaviours were examples of aggressive driving but instigators appeared to focus on the degree of intentionality of the driver in making their assessments while recipients appeared to focus on the safety implications. Contrary to expectations, instigators gave mean ratings of the emotional impact of driving aggression on recipients that were higher in all cases than the mean ratings given by the recipients. Drivers appear to perceive aggressive behaviours as modifiable, with the implication that interventions could appeal to drivers’ sense of self-efficacy to suggest strategies for overcoming plausible and modifiable attributions (e.g. lapses in judgement; errors) underpinning behaviours perceived as aggressive.

Engineering curricula in the 21st century : the global scenario and challenges for India

In the 21st century's global economy, the new challenges facing the engineering profession have arrived, confirming the need to restructure engineering curricula, teaching and learning practices, and processes, including assessment. Possessing merely technical knowledge no longer guarantees an engineering graduate a successful career. And while all countries are facing this dilemma, India is struggling the most. It has been argued that most Indian engineering educational institutions struggle with the systemic problem of centralisation coupled with an archaic examination system that is detrimental to student learning. This article examines some internationally renowned educational institutions that are embracing the growing importance of non-technical subjects and soft skills in 21st century engineering curricula. It will then examine the problems that India faces in doing the same.

Engineering curricula in the 21st century : the global scenario and challenges for India

In the 21st century's global economy, the new challenges facing the engineering profession have arrived, confirming the need to restructure engineering curricula, teaching and learning practices, and processes, including assessment. Possessing merely technical knowledge no longer guarantees an engineering graduate a successful career. And while all countries are facing this dilemma, India is struggling the most. It has been argued that most Indian engineering educational institutions struggle with the systemic problem of centralisation coupled with an archaic examination system that is detrimental to student learning. This article examines some internationally renowned educational institutions that are embracing the growingimportance of non-technical subjects and soft skills in 21st century engineering curricula. It will then examine the problems that India faces in doing the same.

Malaysia high-rise residential property management : 2004-2010 trends and scenario

Property management requires an understanding of infrastructure management, service life planning and quality management. Today, people are beginning to realize that effective property management in high-rise residential property can sustain the property value and maintaining high returns on their investment. The continuous growth of high-rise residential properties indicates that there is a need for an effective property management system to provide a sustainable high-rise residential property development. As intensive as these studies are, they do not attempt to investigate the correlation between property management systems with the trends of Malaysia high-rise residential property development. By examining the trends and scenario of Malaysia high-rise residential property development, this paper aims to gain an understanding of impacts from the effectiveness of property management in this scope area. Findings from this scoping paper will assist in providing a greater understanding and possible solutions for the current Malaysian property management systems for the expanding high-rise residential unit market. With current high rise units in excess of 1.3 million and increasing, the need for more cost effective management systems are of highly important to the Malaysian Property Industry.

Transcutaneous immunization with novel lipid-based adjuvants induces protection against gastric Helicobacter pylori infection

The development of vaccines to combat pathogens that infect across mucosal surfaces has been a major goal of vaccine research. Successful mucosal vaccination requires the co-administration of adjuvants that can overcome the state of immune tolerance normally associated with mucosal application of proteins. In the case of oral immunization, delivery systems are also required to protect vaccine antigens against destruction by gastric pH and digestive enzymes. Furthermore, adjuvants used for mucosal delivery must be free of neurotoxic effects like those induced by the commonly used experimental mucosal adjuvant cholera toxin. Maintenance of the "cold chain" is also essential for the effectiveness of any vaccine and adjuvants/delivery systems that enhance the stability of a vaccine would offer a significant advantage. Needle-free methods of vaccination that induce protective immunity at multiple mucosal surfaces are also desirable for rapid vaccination of large populations. In the present study we show that transcutaneous immunization (TCI) using Lipid C, a novel lipid-based matrix originally developed for oral immunization, containing soluble Helicobacter sonicate significantly reduces the gastric bacterial burden in mice following gastric challenge with live Helicobacter pylori. Protection is associated with the production of splenic gamma interferon and gastric IgA and was achieved without the co-administration of potent and potentially toxic adjuvants, although protection was further enhanced by inclusion of CpG-ODN and cholera toxin in the lipid delivery system.

Elicitator : a user-friendly, interactive tool to support scenario-based elicitation of expert knowledge

Expert elicitation is the process of determining what expert knowledge is relevant to support a quantitative analysis and then eliciting this information in a form that supports analysis or decision-making. The credibility of the overall analysis, therefore, relies on the credibility of the elicited knowledge. This, in turn, is determined by the rigor of the design and execution of the elicitation methodology, as well as by its clear communication to ensure transparency and repeatability. It is difficult to establish rigor when the elicitation methods are not documented, as often occurs in ecological research. In this chapter, we describe software that can be combined with a well-structured elicitation process to improve the rigor of expert elicitation and documentation of the results

Induction of anti-chlamydial mucosal immunity by transcutaneous immunization is enhanced by topical application of GM-CSF

Transcutaneous immunization (TCI) involves the direct application of antigen plus adjuvant to skin, taking advantage of the large numbers of Langerhans cells and other resident skin dendritic cells, that process antigen then migrate to draining lymph nodes where immune responses are initiated. We have used this form of immunization to protect mice against genital tract and respiratory tract chlamydial infection. Protection was associated with local antibody responses in the vagina, uterus and lung as well as strong Th1 responses in the lymph nodes draining the reproductive tract and lungs respectively. In this study we show that topical application of GM-CSF to skin enhances the numbers and activation status of epidermal dendritic cells. Topical application of GM-CSF also increased the immune responses elicited by TCI. GM-CSF supplementation greatly increased cytokine (IFNgamma and IL-4) gene expression in lymph node and splenic cells compared to cells from animals immunized without GM-CSF. IgG responses in serum, uterine lavage and bronchoalveolar lavage and IgA responses in vaginal lavage were also increased by topical application of GM-CSF. The studies show that TCI induces protection against genital and respiratory tract chlamydial infections and that topical application of cytokines such as GM-CSF can enhance TCI-induced antibody and cell-mediated immunity.