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Warrant Liabilities (Tables)
9 Months Ended
Sep. 30, 2017
Warrant Liabilities [Abstract]  
Schedule of Weighted-average Assumptions
The following reflects the weighted-average assumptions for each of the nine-month periods indicated:
 
  
Nine Months Ended September 30,
 
  
2017
  
2016
 
       
Risk-free interest rate
  
1.31
%
  
0.52
%
Expected dividend yield
  
0
%
  
0
%
Expected lives
  
0.8
   
0.8
 
  Expected volatility
  
120.8
%
  
131.3
%
  Warrants classified as liabilities (in shares)
  
2,834,246
   
4,761,905