Search results for: Mohamed Shawky Ahmed

Authors: Kul Pun, F. A. Hamad, T. Ahmed, J. O. Ugwu, J. Eyers, G. Lawson, P. A. Russell

Abstract:

Determining droplet size and distribution is essential when determining the separation efficiency of a two/three-phase separator. This paper investigates the effect of liquid flow and oil pad thickness on the droplet size at the lab scale. The findings show that increasing the inlet flow rates of the oil and water results in size reduction of the droplets and increasing the thickness of the oil pad increases the size of the droplets. The data were fitted with a simple Gaussian model, and the parameters of mean, standard deviation, and amplitude were determined. Trends have been obtained for the fitted parameters as a function of the Reynolds number, which suggest a way forward to better predict the starting parameters for population models when simulating separation using CFD packages. The key parameter to predict to fix the position of the Gaussian distribution was found to be the mean droplet size.

Keywords: two-phase separator, average bubble droplet, bubble size distribution, liquid-liquid phase

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Authors: Sara Mahmood, Omar Ahmed, Youssef Aladham, Moustafa Abdelnaby

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The varied complications of COVID-19 present an ongoing challenge to healthcare professionals. A rare presentation of complicated sinusitis with pre-septal cellulitis and hard palatal necrosis in a COVID-19 patient, was reported. A 52-year-old male was admitted to the hospital with typical COVID manifestations where he had two successive COVID-19 positive swabs. During his admission, he developed symptoms of right orbital complications of sinusitis along with both clinical and radiological evidence of ipsilateral hard palatal necrosis. Imaging confirmed a diagnosis of right pan-sinusitis complicated with right pre-septal infection and hard palatal bony defect on the same side. Intra-operatively, the sphenopalatine artery was found to be thrombosed. This case focuses on the possible association between these manifestations and the known thromboembolic complications of COVID-19. Ongoing management of such complicated rare cases should be through a multidisciplinary team.

Keywords: COVID-19, sinusitis, sphenopalatine artery, thrombosis

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Authors: Mohamed R. Al-Mulla, Bader Al-Bader, Firouz K. Ghaaedi, Francisco Sepulveda

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Surface electromyography (sEMG) is utilised in numerous studies on muscle activity. In the beginning, single electrodes were utilised; however, the newest approach is to use an array of electrodes or a grid of electrodes to improve the accuracy of the recorded reading. This research focuses on electrode placement on the biceps brachii, using an array of electrodes placed longitudinal and diagonally on the muscle belly. Trials were conducted on four healthy males, with sEMG signal acquisition from fatiguing isometric contractions. The signal was analysed using the power spectrum density. The separation between the two classes of fatigue (non-fatigue and fatigue) was calculated using the Davies-Bouldin Index (DBI). Results show that higher separability between the fatigue content of the sEMG signal when placed longitudinally, in the same direction as the muscle fibers.

Keywords: array electrodes, biceps brachii, electrode placement, EMG, isometric contractions, muscle fatigue

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Authors: K. Ighilahriz, M. Taleb Ahmed, R. Maachi

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Oil industries are responsible for most cases of contamination of our ecosystem by oil and heavy metals. They are toxic and considered carcinogenic and dangerous even when they exist in trace amounts. At Algiers refinery, production, transportation, and refining of crude oil generate considerable waste in storage tanks; these residues result from the gravitational settling. The composition of these residues is essentially a mixture of hydrocarbon and lead. We propose in this work the application of electrooxidation treatment for the leachate of the leaden sludge. The effect of pH, current density and the electrolysis time were studied, the effectiveness of the processes is evaluated by measuring the chemical oxygen demand (COD). The dissolution is the best way to mobilize pollutants from leaden mud, so we conducted leaching before starting the electrochemical treatment. The process was carried out in batch mode using graphite anode and a stainless steel cathode. The results clearly demonstrate the compatibility of the technique used with the type of pollution studied. In fact, it allowed COD removal about 80%.

Keywords: electrooxidation, leaching, leaden sludge, oil industry

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Authors: El Hadi Zouaoui, Djamel Nibou, Mohamed Haddouche, Wan Azlina Wan Ab Karim Ghani, Samira Amokrane

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In this study, CH₄ adsorption isotherms on NaX or Faujasite X and exchanged zeolites with Li⁺(LiX), and K⁺(KX) at different temperatures (298, 308, 323 and 353 K) has been investigated, using high pressure (3 MPa (30 bar)) thermo-gravimetric analyser. The experimental results were then validated using several isothermal kinetics models, namely Langmuir, Toth, and Marczewski-Jaroniec, followed by a calculation of the error coefficients between the experimental and theoretical results. It was found that the CH₄ adsorption isotherms are characterized by a strong increase in adsorption at low pressure and a tendency towards a high pressure limit value Qₘₐₓ. The size and position of the exchanged cations, the spherical shape of methane, the specific surface, and the volume of the pores revealed the most important influence parameters for this study. These results revealed that the experimentation and the modeling, well correlated with Marczewski-Jaroniec, Toth, and gave the best results whatever the temperature and the material used.

Keywords: CH₄ adsorption, exchange cations, exchanged zeolite, isotherm study, NaX zeolite

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Authors: Amani A. Saad, Ahmed A. El-Farag, El-Sayed A. Helali

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Cloud computing is an important and promising field in the recent decade. Cloud computing allows sharing resources, services and information among the people of the whole world. Although the advantages of using clouds are great, but there are many risks in a cloud. The data security is the most important and critical problem of cloud computing. In this research a new security model for cloud computing is proposed for ensuring secure communication system, hiding information from other users and saving the user's times. In this proposed model Blowfish encryption algorithm is used for exchanging information or data, and SHA-2 cryptographic hash algorithm is used for data integrity. For user authentication process a user-name and password is used, the password uses SHA-2 for one way encryption. The proposed system shows an improvement of the processing time of uploading and downloading files on the cloud in secure form.

Keywords: cloud Ccomputing, data security, SAAS, PAAS, IAAS, Blowfish

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Authors: M. A. Ahmed, Sidra A. Shaikh, M. W. Akhtar

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Solar radiation on horizontal surface over three southern cities of Sindh, namely Karachi, Hyderabad and Nawabshah has been investigated to asses the feasibility of solar energy application for power generation. In the present work, measured data of bright sunshine hour of the region have been used to estimate the global and diffuse solar radiation. The regression coefficient 'a' and 'b' have been calculated using first order Angstrom type co-relation. The result obtained shows that the contribution of direct solar radiation is low and diffuse radiation is high during the monsoon months July and August for Karachi and Hyderabad. The sky remains clear from September to June, whereas for Nawabshah the global radiation remains high throughout the year. The potential of grid quality solar photovoltaic power in Karachi is estimated for 10 square meter area of solar panel.

Keywords: solar potential over Sindh, global and diffuse solar radiation, radiation over three cities of Sindh, solar panels

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Authors: Shady Sayed, Samer Wagdy, Ahmed Badawy, Moutaz M. Hegaze

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A symmetrical single mass resonant gyroscope is discussed in this paper. The symmetrical design allows matched resonant frequencies for driving and sensing vibration modes, which leads to amplifying the sensitivity of the gyroscope by the mechanical quality factor of the sense mode. It also achieves decoupled vibration modes for getting a low zero-rate output shift and more stable operation environment. A new suspension beams design is developed to get a symmetrical gyroscope with matched and decoupled modes at the same time. Finite element simulations are performed using ANSYS software package to verify the theoretical calculations. The gyroscope is fabricated from aluminum alloy 2024 substrate, the measured drive and sense resonant frequencies of the fabricated model are matched and equal 81.4 Hz with 5.7% error from the simulation results.

Keywords: decoupled mode shapes, resonant sensor, symmetrical gyroscope, finite element simulation

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Authors: Tamou Nasser, Ahmed Essadki, Ali Boukhriss

Abstract:

This paper presents the control of doubly fed induction generator (DFIG) used in the wind energy conversion systems. Maximum power point tracking (MPPT) strategy is used to extract the maximum of power during the conversion and taking care that the system does not exceed the operating limits. This is done by acting on the pitch angle to control the orientation of the turbine's blades. Having regard to its robustness and performance, active disturbance rejection control (ADRC) based on the extended state observer (ESO) is employed to achieve the control of both rotor and grid side converters. Simulations are carried out using matlab simulink.

Keywords: active disturbance rejection control, extended state observer, doubly fed induction generator, maximum power point tracking

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Authors: Tamou Nasser, Ahmed Essadki, Ali Boukhriss

Abstract:

This paper presents the control of doubly fed induction generator (DFIG) used in the wind energy conversion systems. Maximum power point tracking (MPPT) strategy is used to extract the maximum of power during the conversion and taking care that the system does not exceed the operating limits. This is done by acting on the pitch angle to control the orientation of the turbine's blades. Having regard to its robustness and performance, active disturbance rejection control (ADRC) based on the extended state observer (ESO) is employed to achieve the control of both rotor and grid side converters. Simulations are carried out using matlab simulink.

Keywords: active disturbance rejection control, extended state observer, doubly fed induction generator, maximum power point tracking

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Authors: Ouardi Okkacha, Kaarour Abedlkrim, Meskine Mohamed

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The effective Hamiltonians are widely used in molecular spectroscopy for the interpretation of the vibration-rotation spectra. Their construction is an ambiguous procedure due to the existence of unitary transformations that change the effective Hamiltonian but do not change its eigenvalues. As a consequence of this ambiguity, it may happen that some parameters of effective Hamiltonians cannot be recovered from experimental data in a unique way. The type of admissible transformations which keeps the operator form of the effective Hamiltonian unaltered and the number of empirically determinable parameters strongly depend on the symmetry type of a molecule (asymmetric top, spherical top, and so on) and on the degeneracy of the vibrational state. In this work, we report the study of the ambiguity of effective Hamiltonian for the fundamental degenerate states v3 of the Molecule 12CD4.

Keywords: 12CD4, high-resolution infrared spectra, tetrahedral tensorial formalism, vibrational states, rovibrational line position analysis, XTDS, SPVIEW

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Authors: Mohamed A. Ghandourah, Walied M. Alarif, Nahed O. Bawakid

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Halogenated cyclic enynes and terpenoids are commonly identified among secondary metabolites of the genus Laurencia. Laurencian acetogenins are entirly C15 non-terpenoid haloethers with different carbocyclic nuclei; a specimen of the Red Sea red alga L. obtusa was investigated for its acetogenin content. The dichloromethane extract of the air-dried red algal material was fractionated on aluminum oxide column preparative thin-layer chromatography. Three new rare C12 acetogenin derivatives (1-3) were isolated from the organic extract obtained from Laurencia obtusa, collected from the territorial Red Sea water of Saudi Arabia. The structures of the isolated metabolites were established by means of spectroscopical data analyses. Examining the isolated compounds in activated human peripheral blood mononuclear cells (PBMC) revealed potent Anti-inflammatory activity as evidenced by inhibition of NFκB and release of other inflammatory mediators like TNF-α, IL-1β and IL-6.

Keywords: Red Sea, red algae, fatty acids, spectroscopy, anti-inflammatory

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Authors: Lotfi Hedi Khezami, Mohamed Ben Rabha, N. Sboui, Mounir Gaidi, B. Bessais

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Metal-nano particle-assisted Chemical Etching is an extraordinary developed wet etching method of producing uniform semiconductor nano structure (nano wires) from patterned metallic film on crystalline silicon surface. The metal films facilitate the etching in HF and H2O2 solution and produce silicon nanowires (SiNWs). Creation of different SiNWs morphologies by changing the etching time and its effects on optical and opto electronic properties was investigated. Combination effect of formed SiNWs and stain etching treatment in acid (HF/HNO3/H2O) solution on the surface morphology of Si wafers as well as on the optical and opto electronic properties are presented in this paper.

Keywords: stain etching, porous silicon, silicon nanowires, reflectivity, lifetime, solar cells

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Authors: Ahmed M. Haddad, Hadeel S. El-Shaal, Gadallah M. Abu-Elreesh

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Some of filamentous fungi can be used for biodiesel production as they are able to accumulate high amounts of intracellular lipids when grown at stress conditions. Aspergillus fumigatus sp. was isolated from Nile delta soil in Egypt. The fungus was primarily screened for its capacity to accumulate lipids using Nile red staining assay. The fungus could accumulate more than 20% of its biomass as lipids when grown at optimized minimal medium. After lipid extraction, we could use fungal cell debris to remove some heavy metals from contaminated waste water. The fungal cell debris could remove Cd, Cr, and Zn with absorption efficiency of 73%, 83.43%, and 69.39% respectively. In conclusion, the Aspergillus fumigatus isolate may be considered as a promising biodiesel producer, and its biomass waste can be further used for bioremediation of wastewater contaminated with heavy metals.

Keywords: biodiesel, bioremediation, fungi, heavy metals, lipids, oleaginous

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Authors: Engy Adel Mohamed, Yasser Gamal-Eldin Hegazy

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This paper presents a firefly based algorithm for optimal sizing and allocation of distributed generators for profit maximization. Distributed generators in the proposed algorithm are of photovoltaic and combined heat and power technologies. Combined heat and power distributed generators are modeled as voltage controlled nodes while photovoltaic distributed generators are modeled as constant power nodes. The proposed algorithm is implemented in MATLAB environment and tested the unbalanced IEEE 37-node feeder. The results show the effectiveness of the proposed algorithm in optimal selection of distributed generators size and site in order to maximize the total system profit.

Keywords: distributed generators, firefly algorithm, IEEE 37-node feeder, profit maximization

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Authors: Mansur Ahmed Kazaure

Abstract:

The emergence of internet-based social media has made it possible for one person to communication with hundreds or even thousands of people about a company goods and services and the companies that provides them. Thus, the impact of customer-to-customer communications has been significantly magnified in the marketplace. Therefore, the essence of this paper is to critically evaluate the literature of social media and their implication for practice, but the author pay attention on twitter as a new marketing communication tools. The author found out that, despite the implication of using social media especially twitter by the companies as part of their marketing communication tool, but still it can enhance the opportunity for the companies to develop and maintain long-term customer relationship. The paper concludes that, using twitter as a marketing communication tool is a market trend and it is the best way for marketers to add value to their customer, however with the Twitter marketers can get a feedback about the performance of their product and its brand in the marketplace. The paper is purely a conceptual discourse based on secondary data.

Keywords: social media, marketing communication, marketing communication tools, Twitter, Facebook

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Authors: Ahmed Amin Mousa, Mona Yacoub

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This study depends on tracking children style through what they have drawn after being introduced to 16 visual content through National Geographic Abu Dhabi Channel programs and the study of the changing features in their drawings before applying the visual act with them. The researchers used Goodenough-Harris Test to analyse children drawings and to extract the features which changed in their drawing before and after the visual content. The results showed a positive change especially in the shapes of animals and their properties. Children become more aware of animals’ shapes. The study sample was 220 kindergarten children divided into 130 girls and 90 boys at the Orman Experimental Language School in Dokki, Giza, Egypt. The study results showed an improvement in children drawing with 85% than they were before watching videos.

Keywords: National Geographic, children drawing, kindergarten, Goodenough-Harris Test

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Authors: Fahad Ahmed Qureshi

Abstract:

Is it essential for a Muslim businessperson and employees of Islamic financial institutions not only in Islamic Banks to perform his/her actions ethically in a universally, competing habitat? The answer is an emphatic NO! in Islam, ethics conduct all departments of life. The orders for eternal success or falah in Islam are the same for all Muslims–whether in managing their business activities or in carrying out their routine affairs. Without designating any circumstantial ambience, Allah specify people who achieve success as those who are “inviting to all that is good (Khayr), enjoining what is right (Ma'ruf) and forbidding what is wrong (Munkar).” Within a business context, however, what sole axioms of regimen should a company follow? What is a Muslim businessperson’s encumbrance to internal and external stakeholders? Although an organization’s top executives may display sterling ethical behavior, how can middle- and lower-level managers be enthusiastic to perform in a correspondingly ethical manner? What are some protocols that would clinch persistent ethical behavior in a Muslim business?

Keywords: business, ethics, finance, Islam

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Authors: Safwat E. Musa, Nuha E. Mohamed, Nuha A. Bagi

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In this study, several crossplots of the P-impedance with the lithology logs (gamma ray, neutron porosity, deep resistivity, water saturation and Vp/Vs curves) were made in three available wells, which were drilled in central part of the Blue Nile basin in depths varies from 1460 m to 1600 m. These crossplots were successful to discriminate between sand and shale when using P-Impedance values, and between the wet sand and the pay sand when using both P-impedance and Vp/Vs together. Also, some impedance sections were converted to porosity sections using linear formula to characterize the reservoir in terms of porosity. The used crossplots were created on log resolution, while the seismic resolution can identify only the reservoir, unless a 3D seismic angle stacks were available; then it would be easier to identify the pay sand with great confidence; through high resolution seismic inversion and geostatistical approach when using P-impedance and Vp/Vs volumes.

Keywords: basin, Blue Nile, inversion, seismic

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Authors: Mohamed Raouf Benmakrelouf, Wafa Karouche, Joseph Rynkiewicz

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In this paper, we propose an alternative method to construct a Bayesian Network (BN). This method relies on a convolutional neural network (CNN classifier), which determinates the edges of the network skeleton. We train a CNN on a normalized empirical probability density distribution (NEPDF) for predicting causal interactions and relationships. We have to find the optimal Bayesian network structure for causal inference. Indeed, we are undertaking a search for pair-wise causality, depending on considered causal assumptions. In order to avoid unreasonable causal structure, we consider a blacklist and a whitelist of causality senses. We tested the method on real data to assess the influence of education on the voting intention for the extreme right-wing party. We show that, with this method, we get a safer causal structure of variables (Bayesian Network) and make to identify a variable that satisfies the backdoor criterion.

Keywords: Bayesian network, structure learning, optimal search, convolutional neural network, causal inference

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Authors: Sameh M. Osman, El-Refaie Kenawy, Zeid A. Al-Othman, Mohamed H. El-Newehy, El-Saied A. Aly, Sherine N. Khattab, Ayman El-Faham

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Recently, there has been a huge interest in using cyanuric chloride in a wide range of functional group transformations, as Cyanuric chloride has temperature-dependent differential reactivity for displacement of chlorides with various nucleophiles In the present work, some copolymers based on s-triazine Unit were prepared by microwave-assisted synthesis. For comparison study, the copolymers were synthesized by the conventional method. Synthesized Copolymers were characterized by MP, IR, TGA, DSC and GPC. The result indicated that copolymers are thermally stable and in good in composition and yield. Further studies that involve the test for selected removal of transition elements such as Cu (II), Zn (II) and Mn (II). Moreover, the effects of the polymeric triazine derivatives containing different functional groups which expected to have a good thermal stability and char formation ability on thermal degradation and flame retardancy.

Keywords: flame retardants, heavy metals, microwave-assisted synthesis, s-triazine

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Authors: Tamou Nasser, Ahmed Essadki, Ali Boukhriss

Abstract:

This paper presents the control of doubly fed induction generator (DFIG) used in the wind energy conversion systems. Maximum power point tracking (MPPT) strategy is used to extract the maximum of power during the conversion and taking care that the system does not exceed the operating limits. This is done by acting on the pitch angle to control the orientation of the turbine's blades. Having regard to its robustness and performance, active disturbance rejection control (ADRC) based on the extended state observer (ESO) is employed to achieve the control of both rotor and grid side converters. Simulations are carried out using MATLAB simulink.

Keywords: active disturbance rejection control, extended state observer, doubly fed induction generator, maximum power point tracking

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Authors: Imam Uddin, Imtiaz Ahmed Memon

Abstract:

This paper analyzes the ideological contextuality of market oriented strategy language used by Industry leaders to envision the future of Islamic financial Institutions (IFIs) in the light of Wittgenstein language-games and Foucault’s power-discourse framework. The analysis infers that the explicit market orientation of strategy language and modern knowledge of finance now defines various concepts related of Islamic finance, let alone Islamic finance theory itself. Theorizing and practicing Islamic finance therefore under the dominant influence of modern strategy discourse and modern knowledge of finance has significant implications for developing an ethical and spiritual orientation of Islamic banks. The concerned academia and scholarship therefore need to review such trends and work around the possible degradation to the public image of IFIs and resulting disappointments of religiously inspired customers.

Keywords: Islamic finance discourse, strategy discourse, language games, strategic intent, productive misunderstanding

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Authors: Oumaima Ben Abderrahim, Mohamed Houcine Elhedhili, Leila Saidane

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In this paper, we propose a trust management system based on clustering architecture for the social internet of things called TMBCO-SIOT. The proposed model integrates numerous factors such as direct and indirect trust; transaction factor; precaution factor; and social modeling of trust. The novelty of our approach can be summed up in two aspects. The first aspect concerns the architecture based on the community of interest (CoT) where each community is headed by an administrator (admin). However, the second aspect is the trust management system that tries to prevent On-Off attacks and mitigates dishonest recommendations using the k-means algorithm and guarantor things. The effectiveness of the proposed system is proved by simulation against malicious nodes.

Keywords: IoT, trust management system, attacks, trust, dishonest recommendations, K-means algorithm

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Authors: Maamar Latroch, Mohamed Bourahla

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Forward topology used in switch mode power supply (SMPS) is one of the most famous configuration feeding DC systems such as telecommunication systems and other specific applications where the galvanic isolation is required. This configuration benefits of the high frequency feature of the transformer to provide a small size and light weight of the over all system. However, the stresses existing on the power switch during an ON/OFF commutation limit the transmitted power to the DC load. This paper investigates the main causes of the stresses in voltage existing during a commutation cycle and suggest a low cost solution that eliminates the overvoltage. As a result, this configuration will yield the possibility of the use of this configuration in higher power applications. Simulation results will show the efficiency of the presented method.

Keywords: switch mode power supply, forward topology, resonance topology, high frequency commutation

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Authors: Ahmed Alaoui

Abstract:

This paper contributes to the ongoing debate as to the relevance of translation studies to professional practitioners. It exposes the various misconceptions permeating the links between theory and practice in the translation landscape in the Arab World. It is a thesis of this paper that specialization in translation should be redefined; taking account of the fact, that specialized knowledge alone is neither crucial nor sufficient in technical translation. It should be tested against the readability of the translated text, the appropriateness of its style and the usability of its content by end-users to carry out their intended tasks. The paper also proposes a preliminary model to establish a working link between theory and practice from the perspective of professional trainers and practitioners, calling for the latter to participate in the production of knowledge in a systematic fashion. While this proposal is driven by a rather intuitive conviction, a research line is needed to specify the methodological moves to establish the mediation strategies that would relate the components in the model of knowledge transfer proposed in this paper.

Keywords: knowledge transfer, misconceptions, specialized texts, translation theory, translation practice

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Authors: Doaa S. Mahmoud, Nivin M. Ahmed, Salwa H. El-Sabbagh

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The rheometric characteristics and physicomechanical properties of bentonite / acrylonitrile-butadiene rubber (NBR) were investigated. The influences of adding bentonite (Bt) and / or modified bentonite (organo-Bt) to the rubber were observed. Scanning electron microscopy (SEM) showed that the rubber chains may be confined within the interparticle space and the Bt particles presented a physical dispersion in NBR matrix. Bentonite (Bt) was modified with tetra butyl phosphonium bromide (TBP) in order to produce organo-Bt. The modification was carried out at 0.5, 1 and 2 cation exchange capacity (CEC) of bentonite. Results showed that the maximum torque of organo-Bt / NBR composite increases at high bentonite loading. The scorch time (tS2) and cure time (tC90) of the organo-Bt / NBR composites decreased simultaneously relative to those of the neat NBR. The prepared composite exhibited significant improvement in mechanical compared with that of neat NBR.

Keywords: acrylonitrile-butadiene rubber, bentonite, composites, physico-mechanical properties

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Authors: Mohamed Nabhan

Abstract:

The research aims to build a measure of sensory preferences for (wrestling and boxing) players. The researchers used the descriptive approach and a sample of (8) consisting of (40) wrestling players, (40) boxing players with different scales, and they were chosen in a deliberate random way, and the most important results were that there were statistically significant differences between wrestlers and boxers in the sensory preferences of their senses. There is no indication in the sensory preferences for the senses of “sight and hearing” and that the significance is in favor of the wrestlers in the senses of “sight and touch,” and there is a convergence in the sense of hearing. Through the value of the averagesAfter collecting the data and statistical treatments and the results reached by the researcher, it was possible to reach: The following conclusions and recommendations: There are differences between wrestling and boxing players in their sensory preferences, the senses used in learning, due to several reasons, the most important of which may be as follows:- Scales for the player and for each sport separately. The nature of the game, the performance of skills, and dealing with the opponent or competitor.Tools used in performance and training.

Keywords: sensory preferences, sensory scale, wrestling players, boxing players

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Authors: Aslam Faheem, Hunjra Ahmed Imran, Tayachi Tahar, Verhoeven Peter, Tariq Yasir

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We investigate the evidence of three risk-adjusted calendar anomalies in eight frontier markets. Our sample consists of the daily closing prices of their stock indices for the period of January 2006 to September 2019. We categorize the data with respect to day-of-the-week, Lunar calendar and Islamic calendar. Using Morgan Stanley Capital International (MSCI) eight Markets Index as our proxy of the market portfolio, most of the frontier markets tested exhibit calendar seasonality. We confirm that systematic risk varies with respect to day-of-the-week, Lunar months and Islamic months. After consideration of time-varying risk and applying Bonferroni correction, few frontier markets exhibit profitable investment opportunities from calendar return anomalies for active investment managers.

Keywords: asset pricing, frontier markets, market efficiency, Islamic calendar effects, Islamic stock markets

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Authors: Athmane Bakhta, Sebastien Leclaire, David Vidal, Francois Bertrand, Mohamed Cheriet

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This work presents a new three-dimensional variational model proposed for the simulation of ink seepage into paper sheets at the fiber level. The model, inspired by the Hising model, takes into account a finite volume of ink and describes the system state through gravity, cohesion, and adhesion force interactions. At the mesoscopic scale, the paper substrate is modeled using a discretized fiber structure generated using a numerical deposition procedure. A modified Monte Carlo method is introduced for the simulation of the ink dynamics. Besides, a multiphase lattice Boltzmann method is suggested to fine-tune the mesoscopic variational model parameters, and it is shown that the ink seepage behaviors predicted by the proposed model can resemble those predicted by a method relying on first principles.

Keywords: fibrous media, lattice Boltzmann, modelling and simulation, Monte Carlo, variational model

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