Search results for: Mohamed Khan
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2321

Search results for: Mohamed Khan

1931 Towards a Simulation Model to Ensure the Availability of Machines in Maintenance Activities

Authors: Maryam Gallab, Hafida Bouloiz, Youness Chater, Mohamed Tkiouat

Abstract:

The aim of this paper is to present a model based on multi-agent systems in order to manage the maintenance activities and to ensure the reliability and availability of machines just with the required resources (operators, tools). The interest of the simulation is to solve the complexity of the system and to find results without cost or wasting time. An implementation of the model is carried out on the AnyLogic platform to display the defined performance indicators.

Keywords: maintenance, complexity, simulation, multi-agent systems, AnyLogic platform

Procedia PDF Downloads 283
1930 The Origins of Inflation in Tunisia

Authors: Narimen Rdhaounia Mohamed Kouni

Abstract:

Our aim in this paper is to identify the origins of inflation in Tunisia on the period from 1988 to 2018. In order to estimate the model, an ARDL methodology is used. We studied also the effect of informal economy on inflation. Indeed, we estimated the size of the informal economy in Tunisia based on Gutmann method. The results showed that there are three main origins of inflation. In fact, the first origin is the fiscal policy adopted by Tunisia, particularly after revolution. The second origin is the increase of monetary variables. Finally, informal economy played an important role in inflation.

Keywords: inflation, consumer price index, informal, gutmann method, ARDL model

Procedia PDF Downloads 58
1929 Risk Measure from Investment in Finance by Value at Risk

Authors: Mohammed El-Arbi Khalfallah, Mohamed Lakhdar Hadji

Abstract:

Managing and controlling risk is a topic research in the world of finance. Before a risky situation, the stakeholders need to do comparison according to the positions and actions, and financial institutions must take measures of a particular market risk and credit. In this work, we study a model of risk measure in finance: Value at Risk (VaR), which is a new tool for measuring an entity's exposure risk. We explain the concept of value at risk, your average, tail, and describe the three methods for computing: Parametric method, Historical method, and numerical method of Monte Carlo. Finally, we briefly describe advantages and disadvantages of the three methods for computing value at risk.

Keywords: average value at risk, conditional value at risk, tail value at risk, value at risk

Procedia PDF Downloads 416
1928 Evolving Digital Circuits for Early Stage Breast Cancer Detection Using Cartesian Genetic Programming

Authors: Zahra Khalid, Gul Muhammad Khan, Arbab Masood Ahmad

Abstract:

Cartesian Genetic Programming (CGP) is explored to design an optimal circuit capable of early stage breast cancer detection. CGP is used to evolve simple multiplexer circuits for detection of malignancy in the Fine Needle Aspiration (FNA) samples of breast. The data set used is extracted from Wisconsins Breast Cancer Database (WBCD). A range of experiments were performed, each with different set of network parameters. The best evolved network detected malignancy with an accuracy of 99.14%, which is higher than that produced with most of the contemporary non-linear techniques that are computational expensive than the proposed system. The evolved network comprises of simple multiplexers and can be implemented easily in hardware without any further complications or inaccuracy, being the digital circuit.

Keywords: breast cancer detection, cartesian genetic programming, evolvable hardware, fine needle aspiration

Procedia PDF Downloads 194
1927 Sustainability with Health: A Daylighting Approach

Authors: Mohamed Boubekri

Abstract:

Daylight in general and sunlight in particular are vital to life on earth, and it is not difficult to believe that their absence fosters conditions that promote disease. Through photosynthesis and other processes, sunlight provides photochemical ingredients necessary for our lives. There are fundamental biological, hormonal, and physiological functions coordinated by cycles that are crucial to life for cells, plants, animals, and humans. Many plants and animals, including humans, develop abnormal behaviors when sunlight is absent because their diurnal cycle is disturbed. Building​ codes disregard this aspect of daylighting when promulgating windows for buildings. This paper discusses the health aspects of daylighting design.

Keywords: daylighting, health, sunlight, sleep, disorders, circadian rythm, cancer

Procedia PDF Downloads 317
1926 Empirical Model for the Estimation of Global Solar Radiation on Horizontal Surface in Algeria

Authors: Malika Fekih, Abdenour Bourabaa, Rafika Hariti, Mohamed Saighi

Abstract:

In Algeria the global solar radiation and its components is not available for all locations due to which there is a requirement of using different models for the estimation of global solar radiation that use climatological parameters of the locations. Empirical constants for these models have been estimated and the results obtained have been tested statistically. The results show encouraging agreement between estimated and measured values.

Keywords: global solar radiation, empirical model, semi arid areas, climatological parameters

Procedia PDF Downloads 475
1925 Electrochemical Performance of Al-Mn2O3 Based Electrode Materials

Authors: Noor Ul Ain Bhatti, M. Junaid Khan, Javed Ahmad, Murtaza Saleem, Shahid M. Ramay, Saadat A. Siddiqi

Abstract:

Manganese oxide is being recently used as electrode material for rechargeable batteries. In this study, Al incorporated Mn2O3 compositions were synthesized to study the effect of Al doping on electrochemical performance of host material. Structural studies were carried out using X-ray diffraction analysis to confirm the phase stability and explore the lattice parameters, crystallite size, lattice strain, density and cell volume. Morphology and composition were analyzed using field emission scanning electron microscope and energy dispersive X-ray spectroscopy, respectively. Dynamic light scattering analysis was performed to observe the average particle size of the compositions. FTIR measurements exhibit the O-Al-O and O-Mn-O and Al-O bonding and with increasing the concentration of Al, the vibrational peaks of Mn-O become sharper. An enhanced electrochemical performance was observed in compositions with higher Al content.

Keywords: Mn2O3, electrode materials, energy storage and conversion, electrochemical performance

Procedia PDF Downloads 344
1924 Seamless Mobility in Heterogeneous Mobile Networks

Authors: Mohab Magdy Mostafa Mohamed

Abstract:

The objective of this paper is to introduce a vertical handover (VHO) algorithm between wireless LANs (WLANs) and LTE mobile networks. The proposed algorithm is based on the fuzzy control theory and takes into consideration power level, subscriber velocity, and target cell load instead of only power level in traditional algorithms. Simulation results show that network performance in terms of number of handovers and handover occurrence distance is improved.

Keywords: vertical handover, fuzzy control theory, power level, speed, target cell load

Procedia PDF Downloads 323
1923 Analysis of Suitability of Online Assessment by Maintaining Critical Thinking

Authors: Mohamed Chabi

Abstract:

The purpose of this study is to determine Whether paper assessment especially in the subject mathematics will ever be completely replaced by online assessment using Learning Management System and Content Management System such as blackboard. In the subject mathematics, the assessment is the exercise of judgment on the quality of students’ work, as a way of supporting student learning and appraising its outcomes. Testing students has moved from the traditional scribbling and sketching on paper towards working online on a screen and keyboard.

Keywords: paper assessment, online assessment, learning management system, content management system, mathematics

Procedia PDF Downloads 441
1922 Effect of Pulse Duration and Current to the EDM Process on Allegheny Ludlum D2 Tool Steel

Authors: S. Sulaiman, M. A. Razak, M. R. Ibrahim, A. A. Khan

Abstract:

An experimental work on the effect of different current and pulse duration on performance of EDM process of Allegheny Ludlum D2 Tool Steel (UNS T30402). The effect of varying the machining parameters on the machining responses such as material removal rate (MRR), electrode wear rate (EWR), and surface roughness (Ra) have been investigated. In this study, triangular shape and circular shape of copper was used as an electrode with surface area of 100 mm². The experiments were repeated for three different values of pulse duration (100 µs, 200 µs and 400 µs) with combination of three different values of discharge current (12 A, 16 A and 24 A). It was found that the pulse duration and current have significant effect on MRR, EWR and Ra. An increase in the pulse durations causes an increase in the MRR and Ra, but a decrease in the EWR. Meanwhile, the effect of currents on EDM performance shows that the increasing currents lead to an increase in the MRR, EWR and Ra.

Keywords: allegheny ludlum D2 tool steel, current, EDM, surface roughness, pulse duration

Procedia PDF Downloads 358
1921 Topic Sentiments toward the COVID-19 Vaccine on Twitter

Authors: Melissa Vang, Raheyma Khan, Haihua Chen

Abstract:

The coronavirus disease 2019 (COVID‐19) pandemic has changed people's lives from all over the world. More people have turned to Twitter to engage online and discuss the COVID-19 vaccine. This study aims to present a text mining approach to identify people's attitudes towards the COVID-19 vaccine on Twitter. To achieve this purpose, we collected 54,268 COVID-19 vaccine tweets from September 01, 2020, to November 01, 2020, then the BERT model is used for the sentiment and topic analysis. The results show that people had more negative than positive attitudes about the vaccine, and countries with an increasing number of confirmed cases had a higher percentage of negative attitudes. Additionally, the topics discussed in positive and negative tweets are different. The tweet datasets can be helpful to information professionals to inform the public about vaccine-related informational resources. Our findings may have implications for understanding people's cognitions and feelings about the vaccine.

Keywords: BERT, COVID-19 vaccine, sentiment analysis, topic modeling

Procedia PDF Downloads 122
1920 Comparison between Classical and New Direct Torque Control Strategies of Induction Machine

Authors: Mouna Essaadi, Mohamed Khafallah, Abdallah Saad, Hamid Chaikhy

Abstract:

This paper presents a comparative analysis between conventional direct torque control (C_DTC), Modified direct torque control (M_DTC) and twelve sectors direct torque control (12_DTC).Those different strategies are compared by simulation in term of torque, flux and stator current performances. Finally, a summary of the comparative analysis is presented.

Keywords: C_DTC, M_DTC, 12_DTC, torque dynamic, stator current, flux, performances

Procedia PDF Downloads 588
1919 SOTM: A New Cooperation Based Trust Management System for VANET

Authors: Amel Ltifi, Ahmed Zouinkhi, Mohamed Salim Bouhlel

Abstract:

Security and trust management in Vehicular Ad-hoc NETworks (VANET) is a crucial research domain which is the scope of many researches and domains. Although, the majority of the proposed trust management systems for VANET are based on specific road infrastructure, which may not be present in all the roads. Therefore, road security should be managed by vehicles themselves. In this paper, we propose a new Self Organized Trust Management system (SOTM). This system has the responsibility to cut with the spread of false warnings in the network through four principal components: cooperation, trust management, communication and security.

Keywords: ative vehicle, cooperation, trust management, VANET

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1918 A Primer to the Learning Readiness Assessment to Raise the Sharing of E-Health Knowledge amongst Libyan Nurses

Authors: Mohamed Elhadi M. Sharif, Mona Masood

Abstract:

The usage of e-health facilities is seen to be the first priority by the Libyan government. As such, this paper focuses on how the key factors or elements of working size in terms of technological availability, structural environment, and other competence-related matters may affect nurses’ sharing of knowledge in e-health. Hence, this paper investigates learning readiness assessment to raise e-health for Libyan regional hospitals by using e-health services in nursing education.

Keywords: Libyan nurses, e-learning readiness, e-health, nursing education

Procedia PDF Downloads 461
1917 The Application of Lean-Kaizen in Course Plan and Delivery in Malaysian Higher Education Sector

Authors: Nur Aishah Binti Awi, Zulfiqar Khan

Abstract:

Lean-kaizen has always been applied in manufacturing sector since many years ago. What about education sector? This paper discuss on how lean-kaizen can also be applied in education sector, specifically in academic area of Malaysian’s higher education sector. The purpose of this paper is to describe the application of lean kaizen in course plan and delivery. Lean-kaizen techniques have been used to identify waste in the course plan and delivery. A field study has been conducted to obtain the data. This study used both quantitative and qualitative data. The researcher had interviewed the chosen lecturers regarding to the problems of course plan and delivery that they encountered. Secondary data of students’ feedback at the end of semester also has been used to improve course plan and delivery. The result empirically shows that lean-kaizen helps to improve the course plan and delivery by reducing the wastes. Thus, this study demonstrates that lean-kaizen can also help education sector to improve their services as achieved by manufacturing sector.

Keywords: course delivery, education, Kaizen, lean

Procedia PDF Downloads 350
1916 How to Perform Proper Indexing?

Authors: Watheq Mansour, Waleed Bin Owais, Mohammad Basheer Kotit, Khaled Khan

Abstract:

Efficient query processing is one of the utmost requisites in any business environment to satisfy consumer needs. This paper investigates the various types of indexing models, viz. primary, secondary, and multi-level. The investigation is done under the ambit of various types of queries to which each indexing model performs with efficacy. This study also discusses the inherent advantages and disadvantages of each indexing model and how indexing models can be chosen based on a particular environment. This paper also draws parallels between various indexing models and provides recommendations that would help a Database administrator to zero-in on a particular indexing model attributed to the needs and requirements of the production environment. In addition, to satisfy industry and consumer needs attributed to the colossal data generation nowadays, this study has proposed two novel indexing techniques that can be used to index highly unstructured and structured Big Data with efficacy. The study also briefly discusses some best practices that the industry should follow in order to choose an indexing model that is apposite to their prerequisites and requirements.

Keywords: indexing, hashing, latent semantic indexing, B-tree

Procedia PDF Downloads 134
1915 Imaging Based On Bi-Static SAR Using GPS L5 Signal

Authors: Tahir Saleem, Mohammad Usman, Nadeem Khan

Abstract:

GPS signals are used for navigation and positioning purposes by a diverse set of users. However, this project intends to utilize the reflected GPS L5 signals for location of target in a region of interest by generating an image that highlights the positions of targets in the area of interest. The principle of bi-static radar is used to detect the targets or any movement or changes. The idea is confirmed by the results obtained during MATLAB simulations. A matched filter based technique is employed in the signal processing to improve the system resolution. The simulation is carried out under different conditions with moving receiver and targets. Noise and attenuation is also induced and atmospheric conditions that affect the direct and reflected GPS signals have been simulated to generate a more practical scenario. A realistic GPS L5 signal has been simulated, the simulation results verify that the detection and imaging of targets is possible by employing reflected GPS using L5 signals and matched filter processing technique with acceptable spatial resolution.

Keywords: GPS, L5 Signal, SAR, spatial resolution

Procedia PDF Downloads 514
1914 Sequential Covering Algorithm for Nondifferentiable Global Optimization Problem and Applications

Authors: Mohamed Rahal, Djaouida Guetta

Abstract:

In this paper, the one-dimensional unconstrained global optimization problem of continuous functions satifying a Hölder condition is considered. We extend the algorithm of sequential covering SCA for Lipschitz functions to a large class of Hölder functions. The convergence of the method is studied and the algorithm can be applied to systems of nonlinear equations. Finally, some numerical examples are presented and illustrate the efficiency of the present approach.

Keywords: global optimization, Hölder functions, sequential covering method, systems of nonlinear equations

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1913 The Influence of Sulfate and Magnesium Ions on the Growth Kinetics of CaCO3

Authors: Kotbia Labiod, Mohamed Mouldi Tlili

Abstract:

The presence of different mineral salts in natural waters may precipitate and form hard deposits in water distribution systems. In this respect, we have developed numerous works on scaling by Algerian water with a very high hardness of 102 °F. The aim of our work is to study the influence of water dynamics and its composition on mineral salts on the precipitation of calcium carbonate (CaCO3). To achieve this objective, we have adopted two precipitation techniques based on controlled degassing of dissolved CO2. This study will identify the causes and provide answers to this complex phenomenon.

Keywords: calcium carbonate, controlled degassing, precipitation, scaling

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1912 A Model of Critical Consideration of Environmental Education: Concepts, Contexts, and Competencies

Authors: Mohammad Anwar, Hamid Ullah Khan, Shah Waliullah

Abstract:

Recently, environmental education is an essential element in avoiding environmental degradation around the globe that needs new articles and policymakers’ emphasis. Hence, the present article examines the impact of environmental education on environmental knowledge, environmental behavior, and environmental attitudes in Indonesia. The present research also investigated the moderating role of government support in environmental education, environmental knowledge, environmental behavior, and environmental attitude in Indonesia. A questionnaire was used as the primary data collection method. The smart PLS was utilized to test the association among variables and the hypotheses of the study. The results revealed that environmental education had a significant and positive linkage with environmental knowledge, environmental behavior, and environmental attitude in Indonesia. The findings also exposed that government support significantly moderated environmental education, environmental knowledge, and environmental behavior in Indonesia. The findings of this research would provide help to the policymakers in establishing the policies related to environmental education and reducing environmental degradation.

Keywords: environmental education, environmental knowledge, environmental behavior, environmental attitude, government support

Procedia PDF Downloads 70
1911 Performance Analysis of the Time-Based and Periodogram-Based Energy Detector for Spectrum Sensing

Authors: Sadaf Nawaz, Adnan Ahmed Khan, Asad Mahmood, Chaudhary Farrukh Javed

Abstract:

Classically, an energy detector is implemented in time domain (TD). However, frequency domain (FD) based energy detector has demonstrated an improved performance. This paper presents a comparison between the two approaches as to analyze their pros and cons. A detailed performance analysis of the classical TD energy-detector and the periodogram based detector is performed. Exact and approximate mathematical expressions for probability of false alarm (Pf) and probability of detection (Pd) are derived for both approaches. The derived expressions naturally lead to an analytical as well as intuitive reasoning for the improved performance of (Pf) and (Pd) in different scenarios. Our analysis suggests the dependence improvement on buffer sizes. Pf is improved in FD, whereas Pd is enhanced in TD based energy detectors. Finally, Monte Carlo simulations results demonstrate the analysis reached by the derived expressions.

Keywords: cognitive radio, energy detector, periodogram, spectrum sensing

Procedia PDF Downloads 353
1910 Adaptive Approach Towards Comprehensive Urban Development Simulation in Coastal Regions: Case Study of New Alamein City, Egypt

Authors: Nada Mohamed, Abdel Aziz Mohamed

Abstract:

Climate change in coastal areas is a global issue that can be felt on local scale and will be around for decades and centuries to come to an end; it also has critical risks on the city’s economy, communities, and the natural environment. One of these changes that cause a huge risk on coastal cities is the sea level rise (SLR). SLR is a result of scarcity and reduction in global environmental system. The main cause of climate change and global warming is the countries with high development index (HDI) as Japan and Germany while the medium and low HDI countries as Egypt does not have enough awareness and advanced tactics to adapt with this changes that destroy urban areas and cause loss in land and economy. This is why Climate Resilience is one of the UN sustainable development goals 2030, which is calling for actions to strengthen climate change resilience through mitigation and adaptation. For many reasons, adaptation has received less attention than mitigation and it is only recently that adaptation has become a focal global point of attention. This adaption can be achieved through some actions such as upgrading the use and the design of the land, adjusting business and activities of people, and increasing community understanding of climate risks. To reach the adaption goals, and we have to apply a strategic pathway to Climate Resilience, which is the Urban Bioregionalism Paradigm. Resiliency has been framed as persistence, adaptation, and transformation. Climate Resilience decision support system includes a visualization platform where ecological, social, and economic information can be viewed alongside with specific geographies that's why Urban Bioregionalism is a socio-ecological system which is defined as a paradigm that has potential to help move social attitudes toward environmental understanding and deepen human-environment connections within ecological development. The research aim is to achieve an adaptive integrated urban development model throughout the analyses of tactics and strategies that can be used to adapt urban areas and coastal communities to the challenges of climate changes especially SLR and also simulation model using advanced technological software for a coastal city corridor to elaborates the suitable strategy to apply.

Keywords: climate resilience, sea level rise, SLR, coastal resilience, adaptive development simulation

Procedia PDF Downloads 111
1909 Blockchain Technology in Supply Chain Management: A Systematic Review And Meta-Analysis

Authors: Mohammad Yousuf Khan, Bhavya Alankar

Abstract:

Blockchain is a promising technology with its features such as immutability and decentralized database. It has applications in various fields such as pharmaceutical, finance, & the food industry. At the core of its heart lies its feature, traceability which is the most desired key in supply chains. However, supply chains have always been hit rock bottom by scandals and controversies. In this review paper, we have explored the advancement and research gaps of blockchain technology (BT) in supply chain management (SCM). We have used the Prisma framework for systematic literature review (SLR) and included a minuscule amount of grey literature to reduce publication bias. We found that supply chain traceability and transparency is the most researched objective in SCM. There was hardly any research in supply chain resilience. Further, we found that 40 % of the papers were application based. Most articles have focused on the advantages of BT, rather than analyzing it critically. This study will help identify gaps and suitable actions to be followed for an efficient implementation of BT in SCM.

Keywords: blockchain technology, supply chain management, supply chain transparency, supply chain resilience

Procedia PDF Downloads 141
1908 Fast Accurate Detection of Frequency Jumps Using Kalman Filter with Non Linear Improvements

Authors: Mahmoud E. Mohamed, Ahmed F. Shalash, Hanan A. Kamal

Abstract:

In communication systems, frequency jump is a serious problem caused by the oscillators used. Kalman filters are used to detect that jump, Despite the tradeoff between the noise level and the speed of the detection. In this paper, An improvement is introduced in the Kalman filter, Through a nonlinear change in the bandwidth of the filter. Simulation results show a considerable improvement in the filter speed with a very low noise level. Additionally, The effect on the response to false alarms is also presented and false alarm rate show improvement.

Keywords: Kalman filter, innovation, false detection, improvement

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1907 Synthesis, Spectral Characterization and Photocatalytic Applications of Graphene Oxide Nanocomposite with Copper Doped Zinc Oxide

Authors: Humaira Khan, Mohsin Javed, Sammia Shahid

Abstract:

The reinforced photocatalytic activity of graphene oxide (GO) along with composites of ZnO nanoparticles and copper-doped ZnO nanoparticles were studied by synthesizing ZnO and copper- doped ZnO nanoparticles by co-precipitation method. Zinc acetate and copper acetate were used as precursors, whereas graphene oxide was prepared from pre-oxidized graphite in the presence of H2O2.The supernatant was collected carefully and showed high-quality single-layer characterized by FTIR (Fourier Transform Infrared Spectroscopy), TEM (Transmission Electron Microscopy), SEM (Scanning Electron Microscopy), XRD (X-ray Diffraction Analysis), EDS (Energy Dispersive Spectrometry). The degradation of methylene blue as standard pollutant under UV-Visible irradiation gave results for photocatalytic activity of dopants. It could be concluded that shrinking of optical band caused by composites of Cu-dopped nanoparticles with GO enhances the photocatalytic activity.

Keywords: degradation, graphene oxide, photocatalysis, ZnO nanoparticles and copper-doped ZnO nanoparticles

Procedia PDF Downloads 186
1906 Quantifying Individual Performance of Pakistani Cricket Players

Authors: Kasif Khan, Azlan Allahwala, Moiz Ali, Hasan Lodhi, Umer Amjad

Abstract:

The number of runs scored by batsmen and wickets taken by bowlers serves as a natural way of quantifying the performance of a cricketer. Traditionally the batsmen and bowlers are rated on their batting or bowling average respectively. However, in a game like Cricket, it is not sufficient to evaluate performance on the basis of average. The biasness in selecting batsman and bowler on the basis of their past performance. The objective is to predict the best player and comparing their performance on the basis of venue, opponent, weather, and particular position. On the basis of predictions and analysis, and comparison the best team is selected for next upcoming series of Pakistan. The system is based and will be built to aid analyst in finding best possible team combination of Pakistan for a particular match and by providing them with advisories so that they can select the best possible team combination. This will also help the team management in identifying a perfect batting order and the bowling order for each match.

Keywords: data analysis, Pakistan cricket players, quantifying individual performance, cricket

Procedia PDF Downloads 276
1905 Experimental and Analytical Design of Rigid Pavement Using Geopolymer Concrete

Authors: J. Joel Bright, P. Peer Mohamed, M. Aswin SAangameshwaran

Abstract:

The increasing usage of concrete produces 80% of carbon dioxide in the atmosphere. Hence, this results in various environmental effects like global warming. The amount of the carbon dioxide released during the manufacture of OPC due to the calcination of limestone and combustion of fossil fuel is in the order of one ton for every ton of OPC produced. Hence, to minimize this Geo Polymer Concrete was introduced. Geo polymer concrete is produced with 0% cement, and hence, it is eco-friendly and it also uses waste product from various industries like thermal power plant, steel manufacturing plant, and paper waste materials. This research is mainly about using Geo polymer concrete for pavement which gives very high strength than conventional concrete and at the same time gives way for sustainable development.

Keywords: activator solution, GGBS, fly ash, metakaolin

Procedia PDF Downloads 441
1904 Role of Macro and Technical Indicators in Equity Risk Premium Prediction: A Principal Component Analysis Approach

Authors: Naveed Ul Hassan, Bilal Aziz, Maryam Mushtaq, Imran Ameen Khan

Abstract:

Equity risk premium (ERP) is the stock return in excess of risk free return. Even though it is an essential topic of finance but still there is no common consensus upon its forecasting. For forecasting ERP, apart from the macroeconomic variables attention is devoted to technical indicators as well. For this purpose, set of 14 technical and 14 macro-economic variables is selected and all forecasts are generated based on a standard predictive regression framework, where ERP is regressed on a constant and a lag of a macroeconomic variable or technical indicator. The comparative results showed that technical indicators provide better indications about ERP estimates as compared to macro-economic variables. The relative strength of ERP predictability is also investigated by using National Bureau of Economic Research (NBER) data of business cycle expansion and recessions and found that ERP predictability is more than twice for recessions as compared to expansions.

Keywords: equity risk premium, forecasting, macroeconomic indicators, technical indicators

Procedia PDF Downloads 283
1903 Use of Dendrochronology in Estimation of Creep Velocity and Its Dependence on the Bulk Density of Soils

Authors: Mohammad Amjad Sabir, Ishtiaq Khan, Shahid Ali, Umar Shabbir, Aneel Ahmad

Abstract:

Creep, being the main silt contributor to the rivers, is a slow, downhill flow of soils. The creep velocity is measured in millimeters to a couple of centimeters per year and is determined with the help of tilt caused by creep in the vertical objects and needs at least ten years to get a reliable creep velocity. This project was devised to calculate creep velocity using dendrochronology and looking for the difference of creep velocity registered by different trees on the same slope. It was concluded that dendrochronology provides a very reliable procedure of creep velocity estimation if ‘J’ shaped trees are studied for their horizontal movement and age. The age of these trees was measured using tree coring, and the horizontal movement was measured with a conventional tape. Using this procedure it does not require decades and additionally the data reveals the creep velocity for up to 150 years and even more instead of just a decade. It was also concluded that the creep velocity does not only depend on bulk density of soil hence no pronounced effect of bulk density was detected.

Keywords: creep velocity, Galiyat, Pakistan, dendrochronology, Nagri Bala

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1902 The Performance of Saudi Banking Industry 2000 -2011: Have the Banks Distinguished Themselves from One Another?

Authors: Bukhari M. S. Sillah, Imran Khokhar, Muhammad Nauman Khan

Abstract:

This paper studies the technical efficiency of Saudi banking sector using stochastic frontier model. A sample of 12 banks over the period 2000-2011 is selected to investigate their technical efficiencies in mobilizing deposits, producing investment and generating income. The banks are categorized as Saudi-owned banks, Saudi-foreign-owned banks and Islamic banks. The findings show some consistent pattern of these bank types; and there exist significant disparities among the banks in term of technical efficiency. The Banque Saudi Fransi stands out as a benchmark bank for the industry, and it is a Saudi-foreign owned bank type. The Saudi owned bank types have shown fluctuating performance during the period; and the Islamic bank types are no significantly different from Saudi-owned bank types.

Keywords: technical efficiency, production frontier model, Islamic banking

Procedia PDF Downloads 458