Search results for: stock density

Authors: M. R. S. Nasuha, K. Azman, H. Azhan, S. A. Senawi, A. Mardhiah

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Studies on Samarium doped glasses possess lot of interest due to their potential applications for high-density optical memory, optical communication device, the design of laser and color display etc. Sm3+ doped borotellurite glasses of the system (70-x) TeO2-20B2O3-10ZnO-xSm2O3 (where x = 0.0, 0.5, 1.0, 1.5, 2.0 and 2.5 mol%) have been prepared using melt-quenching method. Their physical properties such as density, molar volume and oxygen packing density as well as the optical measurements by mean of their absorption and emission characteristic have been carried out at room temperature using UV/VIS and photoluminescence spectrophotometer. The results of physical properties are found to vary with respect to Sm3+ ions content. Meanwhile, three strong absorption peaks are observed and are well resolved in the ultra violet and visible regions due to transitions between the ground state and various excited state of Sm3+ ions. Thus, the photoluminescence spectra exhibit four emission bands from the initial state, which correspond to the 4G5/2 → 6H5/2, 4G5/2 → 6H7/2, 4G5/2 → 6H9/2 and 4G5/2 → 6H11/2 fluorescence transitions at 562 nm, 599 nm, 645 nm and 706 nm respectively.

Keywords: absorption, borotellurite, down-conversion, emission

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Authors: Zahra Hatami, Hesham Ali, David Volkman

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Selecting a portfolio for investing is a crucial decision for individuals and legal entities. In the last two decades, with economic globalization, a stream of financial innovations has rushed to the aid of financial institutions. The importance of selecting stocks for the portfolio is always a challenging task for investors. This study aims to create a financial network to identify optimal portfolios using network centralities metrics. This research presents a community detection technique of superior stocks that can be described as an optimal stock portfolio to be used by investors. By using the advantages of a network and its property in extracted communities, a group of stocks was selected for each of the various time periods. The performance of the optimal portfolios compared to the famous index. Their Sharpe ratio was calculated in a timely manner to evaluate their profit for making decisions. The analysis shows that the selected potential portfolio from stocks with low centrality measurement can outperform the market; however, they have a lower Sharpe ratio than stocks with high centrality scores. In other words, stocks with low centralities could outperform the S&P500 yet have a lower Sharpe ratio than high central stocks.

Keywords: portfolio management performance, network analysis, centrality measurements, Sharpe ratio

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Authors: Soheil Heydari, Ailar Hajimohammadi, Nasser Khalili

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The application of plastic waste for asphalt modification is a sustainable strategy to deal with the enormous plastic waste generated each year and enhance the properties of asphalt. The modification is either practiced by the dry process or the wet process. In the dry process, plastics are added straight into the asphalt mixture, and in the wet process, they are mixed and digested into bitumen. In this article, the effects of plastic inclusion in asphalt mixture, through the dry process, on the permanent deformation of the asphalt are investigated. The main waste plastics that are usually used in asphalt modification are taken into account, which is linear, low-density polyethylene, low-density polyethylene, high-density polyethylene, and polypropylene. Also, to simulate a plastic waste stream, different grades of each virgin plastic are mixed and used. For instance, four different grades of polypropylene are mixed and used as representative of polypropylene. A precisely designed mixing condition is considered to dry-mix the plastics into the mixture such that the polymer was melted and modified by the later introduced binder. In this mixing process, plastics are first added to the hot aggregates and mixed three times in different time intervals, then bitumen is introduced, and the whole mixture is mixed three times in fifteen minutes intervals. Marshall specimens were manufactured, and dynamic creep tests were conducted to evaluate the effects of modification on the permanent deformation of the asphalt mixture. Dynamic creep is a common repeated loading test conducted at different stress levels and temperatures. Loading cycles are applied to the AC specimen until failure occurs; with the amount of deformation constantly recorded, the cumulative, permanent strain is determined and reported as a function of the number of cycles. The results of this study showed that the dry inclusion of the waste plastics is very effective in enhancing the resistance against permanent deformation of the mixture. However, the mixing process must be precisely engineered to melt the plastics, and a homogenous mixture is achieved.

Keywords: permanent deformation, waste plastics, low-density polyethene, high-density polyethene, polypropylene, linear low-density polyethene, dry process

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Authors: Arka Roy, Chandra Prakash Dubey

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Inverse problem generally used for recovering hidden information from outside available data. Vertical component of gravity field we will be going to use for underneath density structure calculation. Ill-posing nature is main obstacle for any inverse problem. Linear regularization using Tikhonov formulation are used for appropriate choice of SVD and GSVD components. For real time data handle, signal to noise ratios should have to be less for reliable solution. In our study, 2D and 3D synthetic model with rectangular grid are used for gravity field calculation and its corresponding inversion for density reconstruction. Fine grid also we have considered to hold any irregular structure. Keeping in mind of algebraic ambiguity factor number of observation point should be more than that of number of data point. Picard plot is represented here for choosing appropriate or main controlling Eigenvalues for a regularized solution. Another important study is depth resolution plot (DRP). DRP are generally used for studying how the inversion is influenced by regularizing or discretizing. Our further study involves real time gravity data inversion of Vredeforte Dome South Africa. We apply our method to this data. The results include density structure is in good agreement with known formation in that region, which puts an additional support of our method.

Keywords: depth resolution plot, gravity inversion, Picard plot, SVD, Tikhonov formulation

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Authors: Haibin Zhou, Pingping Yao, Kunyang Fan

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Copper-based sintered friction materials are widely used in the brake system of different applications such as engineering machinery or high-speed train, due to the excellent mechanical, thermal and tribological performance. Considering the diversity of the working conditions of brake system, it is necessary to identify well and understand the tribological performance and wear mechanisms of friction materials for different conditions. Fe has been a preferred reinforcement for copper-based friction materials, due to its ability to improve the wear resistance and mechanical properties of material. Wear map is well accepted as a useful research method for evaluation of wear performances and wear mechanisms over a wider range of working conditions. Therefore, it is significantly important to construct a wear map which can give out the effects of work condition and Fe reinforcement on tribological performance of Cu-based friction materials. In this study, the copper-based sintered friction materials with the different addition of Fe reinforcement (0-20 vol. %) were studied. The tribological tests were performed against stainless steel in a ring-on-ring braking tester with varying braking energy density (0-5000 J/cm2). The linear wear and friction coefficient were measured. The worn surface, cross section and debris were analyzed to determine the dominant wear mechanisms for different testing conditions. On the basis of experimental results, the wear map and wear mechanism map were established, in terms of braking energy density and the addition of Fe. It was found that with low contents of Fe and low braking energy density, adhesive wear was the dominant wear mechanism of friction materials. Oxidative wear and abrasive wear mainly occurred under moderate braking energy density. In the condition of high braking energy density, with both high and low addition of Fe, delamination appeared as the main wear mechanism.

Keywords: Cu-based friction materials, Fe reinforcement, wear map, wear mechanism

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Authors: I. D. Laryushin, V. A. Kostin, A. A. Silaev, N. V. Vvedenskii

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Generation of broadband intense terahertz (THz) radiation attracts reasonable interest due to various applications, such as the THz time-domain spectroscopy, the probing and control of various ultrafast processes, the THz imaging with subwavelength resolution, and many others. One of the most promising methods for generating powerful and broadband terahertz pulses is based on focusing two-color femtosecond ionizing laser pulses in gases, including ambient air. For this method, the amplitudes of terahertz pulses are determined by the free-electron current density remaining in a formed plasma after the passage of the laser pulse. The excitation of this residual current density can be treated as multi-wave mixing: Аn effective generation of terahertz radiation is possible only when the frequency ratio of one-color components in the two-color pulse is close to irreducible rational fraction a/b with small odd sum a + b. This work focuses on the optimal parameters (polarizations and intensities) of laser components for the strongest THz generation. The optimal values of parameters are found numerically and analytically with the use of semiclassical approach for calculating the residual current density. For frequency ratios close to a/(a ± 1) with natural a, the strongest THz generation is shown to take place when the both laser components have circular polarizations and equal intensities. For this optimal case, an analytical formula for the residual current density was derived. For the frequency ratios such as 2/5, the two-color ionizing pulses with circularly polarized components practically do not excite the residual current density. However, the optimal parameters correspond generally to specific elliptical (not linear) polarizations of the components and intensity ratios close to unity.

Keywords: broadband terahertz radiation, ionization, laser plasma, ultrashort two-color pulses

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Authors: Dinesh Kumar Maurya, Sapan Mohan Saini

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A theoretical formalism to calculate the structural, electronic and optical properties of orthorhombic crystals from first principle calculations is described. This is applied first time to new YNi4Si-type DyNi4Si compound. Calculations are performed using full-potential augmented plane wave (FPLAPW) method in the framework of density functional theory (DFT). The Coulomb corrected local-spin density approximation (LSDA+U) in the self-interaction correction (SIC) has been used for exchange-correlation potential. Our optimized results of lattice parameters show good agreement to the previously reported experimental study. Analysis of the calculated band structure of DyNi4Si compound demonstrates their metallic character. We found Ni-3d states mainly contribute to density of states from -5.0 eV to the Fermi level while the Dy-f states peak stands tall in comparison to the small contributions made by the Ni-d and R-d states above Fermi level, which is consistent with experiment, in DNi4Si compound. Our calculated optical conductivity compares well with the experimental data and the results are analyzed in the light of band-to-band transitions. We also report the frequency-dependent refractive index n(ω) and the extinction coefficient k(ω) of the compound.

Keywords: band structure, density of states, optical properties, LSDA+U approximation, YNi4Si- type DyNi4Si compound

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Authors: A. Katsman, L. Bloch, Y. Etinger, Y. Kauffmann, B. Pokroy

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Various nanosized amorphous alumina thin films in the range of (2.4 - 63.1) nm were deposited onto amorphous carbon and amorphous Si3N4 membrane grids. Transmission electron microscopy (TEM), electron energy loss spectroscopy (EELS), X-ray photoelectron spectroscopy (XPS) and differential scanning calorimetry (DSC) techniques were used to probe the size effect on the short range order and the amorphous to crystalline phase transition temperature. It was found that the short-range order changes as a function of size: the fraction of tetrahedral Al sites is greater in thinner amorphous films. This result correlates with the change of amorphous alumina density with the film thickness demonstrated by the reflectivity experiments: the thinner amorphous films have the less density. These effects are discussed in terms of surface reconstruction of the amorphous alumina films. The average atomic binding energy in the thin film layer decreases with decease of the thickness, while the average O-Al interatomic distance increases. The reconstruction of amorphous alumina is induced by the surface reconstruction, and the short range order changes being dependent on the density. Decrease of the surface energy during reconstruction is the driving force of the alumina reconstruction (density change) followed by relaxation process (short range order change). The amorphous to crystalline phase transition temperature measured by DSC rises with the decrease in thickness from 997.6°C for 13.9 nm to 1020.4 °C for 2.7 nm thick. This effect was attributed to the different film densities: formation of nanovoids preceding and accompanying crystallization process influences the crystallization rate, and by these means, the temperature of crystallization peak.

Keywords: amorphous alumina, density, short range order, size effect

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Authors: M. S. Gaafar, S. Y. Marzouk, I. S. Mahmoud, S. Al-Zobaidi

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Makishima and Mackenzie model was used to simulation of acoustic properties (longitudinal and shear ultrasonic wave velocities, elastic moduli theoretically for many tellurite and borate glasses. The model was proposed mainly depending on the values of the experimentally measured density, which are obtained before. In this search work, we are trying to obtain the values of densities of amorphous glasses (as the density depends on the geometry of the network structure of these glasses). In addition, the problem of simulating the slope of linear regression between the experimentally determined bulk modulus and the product of packing density and experimental Young's modulus, were solved in this search work. The results showed good agreement between the experimentally measured values of densities and both ultrasonic wave velocities, and those theoretically determined.

Keywords: glasses, ultrasonic wave velocities, elastic modulus, Makishima & Mackenzie Model

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Authors: Marco Barassi, Nicola Spagnolo

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This paper uses a DCC-GARCH model framework to examine mean and volatility spillovers (i.e. causality in mean and variance) dynamics between financial centers and the stock market indexes of the BRICS countries. In addition, tests for changes in the transmission mechanism are carried out by first testing for structural breaks and then setting a dummy variable to control for the 2008 financial crises. We use weekly data for nine countries, four financial centers (Germany, Japan, UK and USA) and the five BRICS countries (Brazil, Russia, India, China and South Africa). Furthermore, we control for monetary policy using domestic interest rates (90-day Treasury Bill interest rate) over the period 03/1/1990 - 04/2/2014, for a total of 1204 observations. Results show that the 2008 financial crises changed the causality dynamics for most of the countries considered. The same pattern can also be observed in conditional correlation showing a shift upward following the turbulence associated to the 2008 crises. The magnitude of these effects suggests a leading role played by the financial centers in effecting Brazil and South Africa, whereas Russia, India and China show a higher degree of resilience.

Keywords: financial crises, DCC-GARCH model, volatility spillovers, economics

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Authors: Maruf Ariyo Raheem, Patrick Oseloka Ezepue

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This research aimed at determining most appropriate heteroskedastic model to predicting volatility of 10 major Nigerian banks: Access, United Bank for Africa (UBA), Guaranty Trust, Skye, Diamond, Fidelity, Sterling, Union, ETI and Zenith banks using daily closing stock prices of each of the banks from 2004 to 2014. The models employed include ARCH (1), GARCH (1, 1), EGARCH (1, 1) and TARCH (1, 1). The results show that all the banks returns are highly leptokurtic, significantly skewed and thus non-normal across the four periods except for Fidelity bank during financial crises; findings similar to those of other global markets. There is also strong evidence for the presence of heteroscedasticity, and that volatility persistence during crisis is higher than before the crisis across the 10 banks, with that of UBA taking the lead, about 11 times higher during the crisis. Findings further revealed that Asymmetric GARCH models became dominant especially during financial crises and post crises when the second reforms were introduced into the banking industry by the Central Bank of Nigeria (CBN). Generally, one could say that Nigerian banks returns are volatility persistent during and after the crises, and characterised by leverage effects of negative and positive shocks during these periods

Keywords: global financial crisis, leverage effect, persistence, volatility clustering

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Authors: Akbar Cahyadhi Pratama Putra, Tantri Utami Widhaningtyas, M. Randy Aswin

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Indonesia as an archipelagic nation have very long coastline which have large potential marine resources, one of that is the mangrove ecosystems. Lapindo mudflow disaster in Sidoarjo, East Java requires mudflow flowed into the sea through the river Brantas and Porong. Mud material that transported by river flow is feared dangerous because they contain harmful substances such as heavy metals. This study aims to map the mangrove ecosystem seen from its density and knowing how big the impact of a disaster on the Lapindo mud to mangrove ecosystem and accompanied by efforts to address the mangrove ecosystem that maintained continuity. Mapping coastal mangrove conditions of Sidoarjo was done using remote sensing products that Landsat 7 ETM + images with dry months of recording time in 2002, 2006, 2009, and 2014. The density of mangrove detected using NDVI that uses the band 3 that is the red channel and band 4 that is near IR channel. Image processing was used to produce NDVI using ENVI 5.1 software. NDVI results were used for the detection of mangrove density is 0-1. The development of mangrove ecosystems of both area and density from year to year experienced has a significant increase. Mangrove ecosystems growths are affected by material deposition area of Lapindo mud on Porong and Brantas river estuary, where the silt is growing medium suitable mangrove ecosystem and increasingly growing. Increasing the density caused support by public awareness to prevent heavy metals in the material so that the Lapindo mud mangrove breeding done around the farm.

Keywords: archipelagic nation, mangrove, Lapindo mudflow disaster, NDVI

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Authors: Mahfoud Djebbar

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Stock dilution is a financial phenomenon resulting from the issue of additional shares by a company, or when holders convert their convertibles into new shares (capital increase). This issue and/or conversion enlarge the company’s share base that will result in marginal dilution (loss) for existing shareholders, and a benefit to new ones. Dilution issues have already been addressed in mainstream finance, particularly as far as information disclosure is concerned. However, in Islamic finance, stock dilution problems have not been deeply studied and the subject has not received sufficient attention from shariah-compatible firms, investors, and scholars. In this regard, this paper emphasises the forms, the effects of capital dilution on current shareholders as well as the ways and techniques of compensating them. And since the research in this field, in its Islamic perspective, is still in its infancy, the paper tries to analyse the phenomenon theoretically in detail using numerical examples, and expose some case studies of Shariah-compliant issuers of convertible Sukuk and how they compensate their existing shareholders. Finally, this study shows that the Sukuk issuers compensate old shareholders using the right of shuf’ah as a well known and practiced pre-emptive right in Islamic transactions centuries ago, as well as the ways conventional bond issuers use.

Keywords: compensating shareholders, convertible Sukuk, Islamic financial innovation, Shuf’ah

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Authors: Maciej Kozlowski, Agnieszka Piotrowska-Piatek

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Purpose: This article analyses the most important financial participation programmes (FPP) in Poland to show the relationship between the programmes applied and the socio-economic results of enterprises and assesses the impact of participation on these results and the impact of selected factors on the introduction of FPP. Methodology: The research has been based on a questionnaire answered by senior management of listed Polish companies that had at least one out of three major FPPs in operation, namely share ownership, profit-sharing, or a stock option scheme. Findings: The results of the empirical study conducted indicate the existence of some peculiar relationships. The vast majority of schemes in Polish public companies are aimed at the participation of the management personnel; these programmes are narrow-based (only for management) and rather hermetic, with a high concentration of stocks or shares in the hands of the management. Conclusion: FPPs generally have a positive influence on enterprise functioning. However, the effects are more social than economic (no significant economic improvement after programme implementation). The paper contributes to the debate about financial participation and suggests actions to popularize these programmes on a wider scale.

Keywords: financial participation, profit sharing, stock options, worker attitude, worker ownership

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Authors: Khalil Abdullah Ahmed Khalil, Elsadig Mohamed Ahmed

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Extracts of various plants material capable of decreasing blood sugar have been tested in experimental animal models and their effects confirmed. Neem or Margose (Azadirachta Indica) is an indigenous plant believed to have antiviral, antifungal, antidiabetic and many other properties. This paper deals with a comparative study of the effect of aqueous Neem leaves extract alone or in combination with glibenclamide on alloxan diabetic rabbits. Administration of crude aqueous Neem extract (CANE) alone (1.5 ml/kg/day), as well as the combination of CANE (1.5 ml/kg/day) with glibenclamide (0.25 mg/kg/day) significantly, decreased (P<0.05) the concentrations of serum lipids, blood glucose and lipoprotein VLDL(very low-density lipoproteins) and LDL(low-density lipoproteins) but significantly increased (P<0.05) the concentration of HDL(high-density lipoprotein). The change was observed significantly greater when the treatment was given in combination of CANE and glibenclamid than with CANE alone.

Keywords: neem, hypoglycemic, hypolipidemic, cholesterol

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Authors: Fereshteh Darash

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Reflective tax management corresponds to the Agency Theory since it determines the motivation of managers for tax management actions and short-term and long-term consequences. Therefore, selection of tax strategy contributes to the tax and financial position of the firm in the future. The aim of the present research is to evaluate the effect of tax management components on risk-taking of firms listed in Tehran stock exchange by using regression analysis method. Results show that tax effective rate, tax risk and tax planning have no significant effect on the firm's future risk. Results suggest that stakeholders assess the effective tax rate and delay in tax payment in line with their benefits. They tend to accept the higher risk cost for reduction of tax payments and benefits of higher liquidity in current period. Hence, effective tax rate and tax risk have no significant effect on future risk of the firm. Moreover, tax planning yields no information regarding the predictability of the future profits and as a result, it has no significant effect on the future risk of the firm since specific goals of financial reporting are in priority for the stakeholders and regardless of the firm’s data analysis, they take investment decisions and they less intend to purchase the stocks in a rational manner.

Keywords: tax management, tax effective rate, tax risk, tax planning, firm risk

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Authors: Sara Mosallanejad, Bogdan Z. Dlugogorski, Jeff Gore, Mohammednoor Altarawneh

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Ammonium nitrate (NH­₄NO₃, AN) is commonly used as the main component of AN emulsion and fuel oil (ANFO) explosives, that use extensively in civilian and mining operations for underground development and tunneling applications. The emulsion formulation and wettability of AN prills, which affect the physical stability and detonation of ANFO, highly depend on the surface tension, density, viscosity of the used liquid. Therefore, for engineering applications of this material, the determination of density and surface tension of concentrated aqueous solutions of AN is essential. The molecular dynamics (MD) simulation method have been used to investigate the density and the surface tension of high concentrated ammonium nitrate solutions; up to its solubility limit in water. Non-polarisable models for water and ions have carried out the simulations, and the electronic continuum correction model (ECC) uses a scaling of the charges of the ions to apply the polarisation implicitly into the non-polarisable model. The results of calculated density and the surface tension of the solutions have been compared to available experimental values. Our MD simulations show that the non-polarisable model with full-charge ions overestimates the experimental results while the reduce-charge model for the ions fits very well with the experimental data. Ions in the solutions show repulsion from the interface using the non-polarisable force fields. However, when charges of the ions in the original model are scaled in line with the scaling factor of the ECC model, the ions create a double ionic layer near the interface by the migration of anions toward the interface while cations stay in the bulk of the solutions. Similar ions orientations near the interface were observed when polarisable models were used in simulations. In conclusion, applying the ECC model to the non-polarisable force field yields the density and surface tension of the AN solutions with high accuracy in comparison to the experimental measurements.

Keywords: ammonium nitrate, electronic continuum correction, non-polarisable force field, surface tension

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Authors: Jae-Yong Park, Gwancheol Seo, Young-Ho Kim

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Microvoids, sometimes called Kikendall voids, generally form in the interfaces between Sn-based solders and Cu and degrade the mechanical and electrical properties of the solder joints. The microvoid formation is known as the rapid interdiffusion between Sn and Cu and impurity content in the Cu. Cu electroplating from the acid solutions has been widely used by microelectronic packaging industry for both printed circuit board (PCB) and integrated circuit (IC) applications. The quality of electroplated Cu that can be optimized by the electroplating conditions is critical for the solder joint reliability. In this paper, the influence of electroplating conditions on the microvoid growth in the interfaces between Sn-3.0Ag-0.5Cu (SAC) solder and Cu layer was investigated during isothermal aging. The Cu layers were electroplated by controlling the additive of electroplating bath and current density to induce various microvoid densities. The electroplating bath consisted of sulfate, sulfuric acid, and additives and the current density of 5-15 mA/cm2 for each bath was used. After aging at 180 °C for up to 250 h, typical bi-layer of Cu6Sn5 and Cu3Sn intermetallic compounds (IMCs) was gradually growth at the SAC/Cu interface and microvoid density in the Cu3Sn showed disparities in the electroplating conditions. As the current density increased, the microvoid formation was accelerated in all electroplating baths. The higher current density induced, the higher impurity content in the electroplated Cu. When the polyethylene glycol (PEG) and Cl- ion were mixed in an electroplating bath, the microvoid formation was the highest compared to other electroplating baths. On the other hand, the overall IMC thickness was similar in all samples irrespective of the electroplating conditions. Impurity content in electroplated Cu influenced the microvoid growth, but the IMC growth was not affected by the impurity content. In conclusion, the electroplated conditions are properly optimized to avoid the excessive microvoid formation that results in brittle fracture of solder joint under high strain rate loading.

Keywords: electroplating, additive, microvoid, intermetallic compound

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Authors: Serge Provost, Yishan Zang

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Copulas are currently utilized in finance, reliability theory, machine learning, signal processing, geodesy, hydrology and biostatistics, among several other fields of scientific investigation. It follows from Sklar's theorem that the joint distribution function of a multidimensional random vector can be expressed in terms of its associated copula and marginals. Since marginal distributions can easily be determined by making use of a variety of techniques, we address the problem of securing the distribution of the copula. This will be done by using several approaches. For example, we will obtain bivariate least-squares approximations of the empirical copulas, modify the kernel density estimation technique and propose a criterion for selecting appropriate bandwidths, differentiate linearized empirical copulas, secure Bernstein polynomial approximations of suitable degrees, and apply a corollary to Sklar's result. Illustrative examples involving actual observations will be presented. The proposed methodologies will as well be applied to a sample generated from a known copula distribution in order to validate their effectiveness.

Keywords: copulas, Bernstein polynomial approximation, least-squares polynomial approximation, kernel density estimation, density approximation

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Authors: Fatima Mehmood, Khalid Farooq, Rabeea Bakhtawer

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For geotechnical engineers, one of the most important properties of soil to consider in various stability analyses is its shear strength which is governed by a number of factors. The objective of this research is to ascertain the effect of compaction and degree of saturation on the shear strength of fine-grained soil. For this purpose, three different dry densities such as in-situ, maximum standard proctor, and maximum modified proctor, were determined for the sandy clay soil. The soil samples were then prepared to keep dry density constant and varying degrees of saturation. These samples were tested for (UU) unconsolidated undrained shear strength in triaxial compression tests. The decrease in shear strength was observed with the decrease in density and increase in the saturation. The values of the angle of internal friction followed the same trend. However, the change in cohesion with the increase in saturation showed a different behavior, analogous to the compaction curve.

Keywords: compaction, degree of saturation, dry density, geotechnical investigation, laboratory testing, shear strength

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Authors: Govind Sharma, Bahni Ray

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Ubiquitous nature of particle settling is governed by the presence of the surrounding fluid medium. Thermally stratified fluid alters the settling phenomenon of particles as well as their interactions. Direct numerical simulation (DNS) is carried out with an open-source library Immersed Boundary Adaptive Mesh Refinement (IBAMR) to quantify the fundamental mechanism based on Distributed Lagrangian Multiplier (DLM). The presence of background density gradient due to thermal stratification replaces the drafting-kissing-tumbling in a homogeneous fluid to drafting-kissing-separation behavior. Simulations are performed with a varying range of particle-fluid density ratios, and it is shown that the stratification effect on particle interactions varies with density ratio. It is observed that the combined role of buoyancy and inertia govern the physical mechanism of particle-particle interaction.

Keywords: direct numerical simulation, distributed lagrangian multiplier, rigidity constraint, sedimentation, stratification

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Authors: Dhyaalddin Bahaalddin Noori Zangana

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This study involves the behavior of reinforced sand under a square footing. A series of bearing capacity tests were performed on a small-scale laboratory model, which filled with a poorly-graded homogenous bed of sand, which was placed in a medium dense state using sand raining technique. The sand was reinforced with 40 mm wide household aluminum foil strips. The main studied parameters was to consider the effect of reinforcing strip length, with various linear density of reinforcement, number of reinforcement layers and depth of top layer of reinforcement below the footing, on load-settlement behavior, bearing capacity ratio and settlement reduction factor. The relation of load-settlement generally showed similar trend in all the tests. Failure was defined as settlement equal to 10% of the footing width. The recommended optimum reinforcing strip length, linear density of reinforcement, number of reinforcement layers and depth of top layer of reinforcing strips that give the maximum bearing capacity improvement and minimum settlement reduction factor were presented and discussed. Different bearing capacity ration versus length of the reinforcing strips and settlement reduction factor versus length of the reinforcing strips relations at failure were showed improvement of bearing capacity ratio by a factor of 3.82 and reduction of settlement reduction factor by a factor of 0.813. The optimum length of reinforcement was found to be 7.5 times the footing width.

Keywords: square footing, relative density, linear density of reinforcement, bearing capacity ratio, load-settlement behaviour

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Authors: Noha Mohamed Abdelhafez Dahy, Azza Abd El-Aziz, Eman Ahmed, Marwa El-Sayed

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Osteoporosis is a metabolic bone disease characterized by low bone mass, deterioration of bone tissue, and disruption of bone microarchitecture, which leads to compromised bone strength and an increased risk of fracture, commonly it occurs in women 10-15 years after menopause, the mean age of menopause is 51 years. Menopause is natural physiological changes primary because of decline of ovaries function with age which leads to decrease of estrogen hormone production which is the main hormone for bone continuous remodeling for bone density maintenance. Exercise increase stimulation of bone growth to keep bone mass by the effect of the mechanical stimulation, antigravity loading and stress exerted on musculoskeletal muscles. Purpose: This study aimed to determine the effect of aerobic exercise on estrogen hormone and bone mineral density (BMD) in osteoporotic women and the correlation between the estrogen and BMD.

Keywords: Osteoporosis, Postmenopause, Aerobic exercise, DEXA, Serum Estrogen

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Authors: Z. Kourdi, B. Bouazza, M. Khaouani, A. Guen-Bouazza, Z. Djennati, A. Boursali

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We present a simulation of a HEMT (high electron mobility transistor) structure with and without a field plate. We extract the device characteristics through the analysis of DC, AC and high frequency regimes, as shown in this paper. This work demonstrates the optimal device with a gate length of 15 nm, InAlN/GaN heterostructure and field plate structure, making it superior to modern HEMTs when compared with otherwise equivalent devices. This improves the ability to bear the burden of the current density passes in the channel. We have demonstrated an excellent current density, as high as 2.05 A/mm, a peak extrinsic transconductance of 590 mS/mm at VDS=2 V, and cutting frequency cutoffs of 638 GHz in the first HEMT and 463 GHz for Field plate HEMT., maximum frequency of 1.7 THz, maximum efficiency of 73%, maximum breakdown voltage of 400 V, DIBL=33.52 mV/V and an ON/OFF current density ratio higher than 1 x 1010. These values were determined through the simulation by deriving genetic and Monte Carlo algorithms that optimize the design and the future of this technology.

Keywords: HEMT, Silvaco, field plate, genetic algorithm, quantum

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Authors: Bawadi M. A., Abbad J. A., Baras E. A.

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This study was conducted to assess wind energy resources in the area of Al-Adwas Ras-Huwirah Hadhramout Governorate, Yemen, through using statistical calculations, the Weibull model and SPSS program were used in the monthly and the annual to analyze the wind energy resource; the convergence of wind energy; turbine efficiency in the selected area. Wind speed data was obtained from NASA over a period of ten years (2010-2019) and at heights of 50 m above ground level. Probability distributions derived from wind data and their distribution parameters are determined. The density probability function is fitted to the measured probability distributions on an annual basis. This study also involves locating preliminary sites for wind farms using Geographic Information System (GIS) technology. This further leads to maximizing the output energy from the most suitable wind turbines in the proposed site.

Keywords: wind speed analysis, Yemen wind energy, wind power density, Weibull distribution model

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Authors: Mai A. Ibrahim, Mohammed El-Beltagy, Motaz Khorshid

Abstract:

Emerging Markets return distributions have shown significance departure from normality were they are characterized by fatter tails relative to the normal distribution and exhibit levels of skewness and kurtosis that constitute a significant departure from normality. Therefore, the classical Markowitz Mean-Variance is not applicable for emerging markets since it assumes normally-distributed returns (with zero skewness and kurtosis) and a quadratic utility function. Moreover, the Markowitz mean-variance analysis can be used in cases of moderate non-normality and it still provides a good approximation of the expected utility, but it may be ineffective under large departure from normality. Higher moments models and median models have been suggested in the literature for asset allocation in this case. Higher moments models have been introduced to account for the insufficiency of the description of a portfolio by only its first two moments while the median model has been introduced as a robust statistic which is less affected by outliers than the mean. Tail risk measures such as Value-at Risk (VaR) and Conditional Value-at-Risk (CVaR) have been introduced instead of Variance to capture the effect of risk. In this research, higher moment models including the Mean-Variance-Skewness (MVS) and Mean-Variance-Skewness-Kurtosis (MVSK) are formulated as single-objective non-linear programming problems (NLP) and median models including the Median-Value at Risk (MedVaR) and Median-Mean Absolute Deviation (MedMAD) are formulated as a single-objective mixed-integer linear programming (MILP) problems. The higher moment models and median models are compared to some benchmark portfolios and tested on real financial data in the Egyptian main Index EGX30. The results show that all the median models outperform the higher moment models were they provide higher final wealth for the investor over the entire period of study. In addition, the results have confirmed the inapplicability of the classical Markowitz Mean-Variance to the Egyptian stock market as it resulted in very low realized profits.

Keywords: Egyptian stock exchange, emerging markets, higher moment models, median models, mixed-integer linear programming, non-linear programming

Procedia PDF Downloads 289

Authors: D. K. Lee, S. M. Shin, J. H. Lee

Abstract:

Topology optimization technique utilizes constant element densities as design parameters. Finally, optimal distribution contours of the material densities between voids (0) and solids (1) in design domain represent the determination of topology. It means that regions with element density values become occupied by solids in design domain, while there are only void phases in regions where no density values exist. Therefore the void regions of topology optimization results provide design information to decide appropriate depositions of web-opening in structure. Contrary to the basic objective of the topology optimization technique which is to obtain optimal topology of structures, this present study proposes a new idea that topology optimization results can be also utilized for decision of proper web-opening’s position. Numerical examples of linear elastostatic structures demonstrate efficiency of methodological design processes using topology optimization in order to determinate the proper deposition of web-openings.

Keywords: topology optimization, web-opening, structure, element density, material

Procedia PDF Downloads 456

Authors: Ali Akber Jaffri, Asad Naseem, Javeria Khan

Abstract:

The purpose of this study is to determine safety stock, maximum inventory level, reordering point, and reordering quantity by rearranging lot sizes for supplier and customer in MRO (maintenance repair operations) warehouse of Engro Polymers & Chemicals. To achieve the aim, physical analysis method and excel commands were carried out to elicit the customer and supplier data provided by the company. Initially, we rearranged the current lot sizes and MOUs (measure of units) in SAP software. Due to change in lot sizes we have to determine the new quantities for safety stock, maximum inventory, reordering point and reordering quantity as per company's demand. By proposed system, we saved extra cost in terms of reducing the time of receiving from vendor and in issuance to customer, ease of material handling in MRO warehouse and also reduce human efforts. The information requirements identified in this study can be utilized in calculating Economic Order Quantity.

Keywords: carrying cost, economic order quantity, fast moving, lead time, lot size, MRO, maximum inventory, ordering cost, physical inspection, reorder point

Procedia PDF Downloads 220

Authors: Tippawan Nasawan

Abstract:

The objective of this study is to find the replenishment policy in Assembly-to-Order manufacturing (ATO) which some of the major components have lead-time longer than customer lead-time. The variety of products, independent component demand, and long component lead-time are the difficulty that has resulted in the overstock problem. In addition, the ordering cost is trivial when compared to the cost of material of the major component. A conceptual design of the Decision Supporting System (DSS) has introduced to assist the replenishment policy. Component replenishment by using the variable which calls Available to Promise (ATP) for making the decision is one of the keys. The Poisson distribution is adopted to realize demand patterns in order to calculate Safety Stock (SS) at the specified Customer Service Level (CSL). When distribution cannot identify, nonparametric will be applied instead. The test result after comparing the ending inventory between the new policy and the old policy, the overstock has significantly reduced by 46.9 percent or about 469,891.51 US-Dollars for the cost of the major component (material cost only). Besides, the number of the major component inventory is also reduced by about 41 percent which helps to mitigate the chance of damage and keeping stock.

Keywords: Assembly-to-Order, Decision Supporting System, Component replenishment , Poisson distribution

Procedia PDF Downloads 103

Authors: Nadine Wills

Abstract:

The whole life thinking of buildings (independent if these are commercial properties or residential properties) will raise if incentive systems are provided to investors, planners and users. The Use of Building Information Modelling (BIM)-Systems offers planners the possibility to plan and re-plan buildings for decades after a period of utilization without spending many capacities. The strategy-incentive should be to plan the building in a way that makes rescheduling possible by changing just parameters in the system and not re-planning the whole building. If users receive the chance to patient incentive systems, the building stock will have a long life period. Business models of tenant electricity or self-controlled operating costs are incentive systems for building –users to let fixed running costs decline without producing damages due to wrong purposes. BIM is the controlling body to ensure that users do not abuse the incentive solution and take negative influence on the building stock. The investor benefits from the planner’s and user’s incentives: the fact that the building becomes useful for the whole life without making unnecessary investments provides possibilities to make investments in different assets. Moreover, the investor gains the facility to achieve higher rents by merchandise the property with low operating costs. To execute BIM offers whole property life cycles.

Keywords: BIM, incentives, life cycle, sustainability

Procedia PDF Downloads 277