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Derivative Financial Instruments (Tables)
 12 Months Ended
Dec. 31, 2015
Binomial Lattice Option Valuation Technique [Member]  
Derivative [Line Items]  
Schedule of Price Risk Derivatives [Table Text Block]
The Company's warrants were valued on the applicable dates using a Binomial Lattice Option Valuation Technique (“Binomial”). Significant inputs into this technique as of December 31, 2014, August 14, 2015 and December 31, 2015 were as follows:
Binomial Assumptions
December 31,
2014
August 14,
2015
December 31,
2015
Fair market value of asset (1)
$5.60
$8.40
$7.66
Exercise price
$7-$25
$5-$10
$25.00
Term (2)
2.7 - 4.2 years
3.5 years
1.7 years
Implied expected life (3)
2.7 - 4.2 years
3.5 years
1.7 years
Volatility range of inputs (4)
42%--71%
41%--50%
83.00%
Equivalent volatility (3)
48%--54%
47.00%
83.00%
Risk-free interest rate range of inputs (5)
1.10%--1.38%
1.08%
1.06%
Equivalent risk-free interest rate (3)
1.10%--1.38%
1.08%
1.06%
(1)  The fair market value of the asset was determined by using the Company's closing stock price as reflected in the over-the-counter market.
(2)  The term is the contractual remaining term, allocated among twelve equal intervals for purposes of calculating other inputs, such as volatility and risk-free rate.
(3)  The implied expected life, and equivalent volatility and risk-free interest rate amounts are derived from the binomial.
(4)  The Company does not have a market trading history upon which to base its forward-looking volatility. Accordingly, the Company selected peer companies that provided a reasonable basis upon which to calculate volatility for each of the intervals described in (2), above.
(5)  The risk-free rates used for inputs represent the yields on zero coupon U.S. Government Securities with periods to maturity consistent with the intervals described in (2), above.
Warrant [Member]  
Derivative [Line Items]  
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]
The following table summarizes the Company's activity and fair value calculations of its derivative warrants for the twelve months ended December 31, 2015 and 2014:
 
Linked Common
Shares to
Derivative Warrants
Warrant
Liability
Balance, December 31, 2013
718,024

$
1,832,945

Issuance of warrants to investors in 2014 Private Placement
1,789,368

12,382,216

Reclassification of fair value of 2013 Private Placement warrants to equity
(711,828
)
(3,166,482
)
Change in fair value of derivatives
—

(7,845,214
)
Balance, December 31, 2014
1,795,564

$
3,203,465

Exercise of warrants for common stock
(1,392,832
)
(5,348,408
)
Loss on exchange of warrants
—

1,197,821

Reclassification of fair value of 2014 Private Placement warrants to equity
(396,536
)
(1,181,638
)
Change in fair value of derivatives
—

2,133,820

Balance, December 31, 2015
6,196

$
5,060