Search results for: B. Baba Ahmed
1541 Optimization of Ultrasound Assisted Extraction and Characterization of Functional Properties of Dietary Fiber from Oat Cultivar S2000
Authors: Muhammad Suhail Ibrahim, Muhammad Nadeem, Waseem Khalid, Ammara Ainee, Taleeha Roheen, Sadaf Javaria, Aftab Ahmed, Hira Fatima, Mian Nadeem Riaz, Muhammad Zubair Khalid, Isam A. Mohamed Ahmed J, Moneera O. Aljobair
Abstract:
This study was executed to explore the efficacy of ultrasound-assisted extraction of dietary fiber from oat cultivar S2000. Extraction (variables time, temperature and amplitude) was optimized by using response surface methodology (RSM) conducted by Box Behnken Design (BBD). The effect of time, temperature and amplitude were studied at three levels. It was observed that time and temperature exerted more impact on extraction efficiency as compared to amplitude. The highest yield of total dietary fiber (TDF), soluble dietary fiber (SDF) and In-soluble dietary fiber (IDF) fractions were observed under ultrasound processing for 20 min at 40 ◦C with 80% amplitude. Characterization of extracted dietary fiber showed that it had better crystallinity, thermal properties and good fibrous structure. It also showed better functional properties as compared to traditionally extracted dietary fiber. Furthermore, dietary fibers from oats may offer high-value utilization and the expansion of comprehensive utilization in functional food and nutraceutical development.Keywords: extraction, ultrasonication, response surface methodology, box behnken design
Procedia PDF Downloads 501540 Designing, Processing and Isothermal Transformation of Al-Si High Carbon Ultrafine High Strength Bainitic Steel
Authors: Mohamed K. El-Fawkhry, Ahmed Shash, Ahmed Ismail Zaki Farahat, Sherif Ali Abd El Rahman, Taha Mattar
Abstract:
High-carbon, silicon-rich steels are commonly suggested to obtain very fine bainitic microstructure at low temperature ranged from 200 to 300°C. Thereby, the resulted microstructure consists of slender of bainitic-ferritic plates interwoven with retained austenite. The advanced strength and ductility package of this steel is much dependent on the fineness of bainitic ferrite, as well as the retained austenite phase. In this article, Aluminum to Silicon ratio, and the isothermal transformation temperature have been adopted to obtain ultra high strength high carbon steel. Optical and SEM investigation of the produced steels have been performed. XRD has been used to track the retained austenite development as a result of the change in the chemical composition of developed steels and heat treatment process. Mechanical properties in terms of hardness and microhardness of obtained phases and structure were investigated. It was observed that the increment of aluminum to silicon ratio has a great effect in promoting the bainitic transformation, in tandem with improving the stability and the fineness of retained austenite. Such advanced structure leads to enhancement in the whole mechanical properties of the high carbon steel.Keywords: high-carbon steel, silicon-rich steels, fine bainitic microstructure, retained austenite, isothermal transformation
Procedia PDF Downloads 3491539 Digital Design and Fabrication: A Review of Trend and Its Impact in the African Context
Authors: Mohamed Al Araby, Amany Salman, Mostafa Amin, Mohamed Madbully, Dalia Keraa, Mariam Ali, Marah Abdelfatah, Mariam Ahmed, Ahmed Hassab
Abstract:
In recent years, the architecture, engineering, and construction (A.E.C.) industry have been exposed to important innovations, most notably the global integration of digital design and fabrication (D.D.F.) processes in the industry’s workflow. Despite this evolution in that sector, Africa was excluded from the examination of this development. The reason behind this exclusion is the preconceived view of it as a developing region that still employs traditional methods of construction. The primary objective of this review is to investigate the trend of digital construction (D.C.) in the African environment and the difficulties in its regular utilization of it. This objective can be attained by recognizing the notion of distributed computing in Africa and evaluating the impact of the projects deploying this technology on both the immediate and broader contexts. The paper’s methodology begins with the collection of data from 224 initiatives throughout Africa. Then, 50 of these projects were selected based on the criteria of the project's recency, typology variety, and location diversity. After that, a literature-based comparative analysis was undertaken. This study’s findings reveal a pattern of motivation for applying digital fabrication processes. Moreover, it is essential to evaluate the socio-economic effects of these projects on the population living near the analyzed subject. The last step in this study is identifying the influence on the neighboring nations.Keywords: Africa, digital construction, digital design, fabrication
Procedia PDF Downloads 1791538 Estimation of the Road Traffic Emissions and Dispersion in the Developing Countries Conditions
Authors: Hicham Gourgue, Ahmed Aharoune, Ahmed Ihlal
Abstract:
We present in this work our model of road traffic emissions (line sources) and dispersion of these emissions, named DISPOLSPEM (Dispersion of Poly Sources and Pollutants Emission Model). In its emission part, this model was designed to keep the consistent bottom-up and top-down approaches. It also allows to generate emission inventories from reduced input parameters being adapted to existing conditions in Morocco and in the other developing countries. While several simplifications are made, all the performance of the model results are kept. A further important advantage of the model is that it allows the uncertainty calculation and emission rate uncertainty according to each of the input parameters. In the dispersion part of the model, an improved line source model has been developed, implemented and tested against a reference solution. It provides improvement in accuracy over previous formulas of line source Gaussian plume model, without being too demanding in terms of computational resources. In the case study presented here, the biggest errors were associated with the ends of line source sections; these errors will be canceled by adjacent sections of line sources during the simulation of a road network. In cases where the wind is parallel to the source line, the use of the combination discretized source and analytical line source formulas minimizes remarkably the error. Because this combination is applied only for a small number of wind directions, it should not excessively increase the calculation time.Keywords: air pollution, dispersion, emissions, line sources, road traffic, urban transport
Procedia PDF Downloads 4421537 Knowledge of Operation Rooms’ Staff toward Sources, Prevention and Control of Fires at Governmental Hospitals in Sana’a, Yemen
Authors: Abdulnasser Ahmed Haza’a, Marzoq Ali Odhah, Saddam Ahmed Al-Ahdal, Abdulfatah Saleh Al-Jaradi, Gamil Ghaleb Alrubaiee
Abstract:
Patient safety in hospitals is an essential professional indicator that should be noticed. The threat of fires is potentially the most dangerous risk that could harm patients and personnel. The aim of the study is to assess the knowledge of operating room (OR) staff toward prevention and control sources of fires. Between March 1 and March 30, 2022, data collection was done. A descriptive cross-sectional study was conducted. The sample of the study consisted of 89 OR staff from different governmental hospitals. Convenient sampling was applied to select the sample size. Official approvals were obtained from selected settings for start collection data. Data were collected using a close-ended questionnaire and tested for knowledge. This study was conducted in four governmental hospitals in Sana'a, Yemen. Most of the OR staff were male. Of these, 50.6% of them were operation technician professionals. More than two-thirds of OR staff have less than ten years of experience; 93% of OR staff had inadequate knowledge of sources of fires, and inadequate knowledge of them toward controls and prevention of fires (73%, 79.8%), respectively; 77.5% of OR staff had inadequate knowledge of prevention and control sources of fires. The study concluded that most of OR staff had inadequate knowledge of sources, controls, and prevention of fires, while 22.5% of them had adequate knowledge of prevention and control sources of fires. We recommended the implementation of training programs toward sources, controls, and prevention of fires or related workshops in their educational planning for OR staff of hospitals.Keywords: knowledge, operation rooms staff, fires, prevention
Procedia PDF Downloads 1011536 Coding and Decoding versus Space Diversity for Rayleigh Fading Radio Frequency Channels
Authors: Ahmed Mahmoud Ahmed Abouelmagd
Abstract:
The diversity is the usual remedy of the transmitted signal level variations (Fading phenomena) in radio frequency channels. Diversity techniques utilize two or more copies of a signal and combine those signals to combat fading. The basic concept of diversity is to transmit the signal via several independent diversity branches to get independent signal replicas via time – frequency - space - and polarization diversity domains. Coding and decoding processes can be an alternative remedy for fading phenomena, it cannot increase the channel capacity, but it can improve the error performance. In this paper we propose the use of replication decoding with BCH code class, and Viterbi decoding algorithm with convolution coding; as examples of coding and decoding processes. The results are compared to those obtained from two optimized selection space diversity techniques. The performance of Rayleigh fading channel, as the model considered for radio frequency channels, is evaluated for each case. The evaluation results show that the coding and decoding approaches, especially the BCH coding approach with replication decoding scheme, give better performance compared to that of selection space diversity optimization approaches. Also, an approach for combining the coding and decoding diversity as well as the space diversity is considered, the main disadvantage of this approach is its complexity but it yields good performance results.Keywords: Rayleigh fading, diversity, BCH codes, Replication decoding, convolution coding, viterbi decoding, space diversity
Procedia PDF Downloads 4431535 Improved Water Productivity by Deficit Irrigation: Implications for Water Saving in Orange, Olive and Vineyard Orchards in Arid Conditions of Tunisia
Authors: K. Nagaz, F. El Mokh, M. Masmoudi, N. Ben Mechlia, M. O. Baba Sy, G. Ghiglieri
Abstract:
Field experiments on deficit irrigation (DI) were performed in Médenine, Tunisia on drip-irrigated olive, orange and grapevine orchards during 2013 and 2014. Four irrigation treatments were compared: full irrigation (FI), which was irrigated at 100% of ETc for the whole season; two deficit irrigation (DI) strategies -DI75 and DI50- which received, respectively, 25 and 50% less water than FI; and traditional farming management (FM) - with water input much less than actually needed. The traditional farming (FM) applied 11, 18, 30 and 33% less water than the FI treatment, respectively, in orange, grapevine and table and oil olive orchards, indicating that the farmers practices represent a form of unintended deficit irrigation. Yield was reduced when deficit irrigation was applied and there were significant differences between DI75, DI50 and FM treatments. Significant differences were not observed between DI50 and FM treatments even though numerically smaller yield was observed in the former (DI50) as compared to the latter (FM). The irrigation water productivity (IWP) was significantly affected by irrigation treatments. The smallest IWP was recorded under the FI treatment, while the largest IWP was obtained under the deficit irrigation treatment (DI50). The DI50 and FM treatments reduced the economic return compared to the full treatment (FI), while the DI75 treatment resulted in a better economic return in respect to DI50 and FM. Full irrigation (FI) could be recommended for olive, orange and grapevine irrigation under the arid climate of Tunisia. Nevertheless, the treatment DI75 can be applied as a strategy under water scarcity conditions in commercial olive, orange and grapevine orchards allowing water savings up to 25% but with some reduction in yield and net return. The results would be helpful in adopting deficit irrigation in ways that enhance net financial returns.Keywords: water productivity, deficit irrigation, drip irrigation, orchards
Procedia PDF Downloads 2231534 Avidity and IgE versus IgG and IgM in Diagnosis of Maternal Toxoplasmosis
Authors: Ghada A. Gamea, Nabila A. Yaseen, Ahmed A. Othman, Ahmed S. Tawfik
Abstract:
Infection with Toxoplasma gondii can cause serious complications in pregnant women, leading to abortion, stillbirth, and congenital anomalies in the fetus. Definitive diagnosis of T. gondii acute infection is therefore critical for the clinical management of a mother and her fetus. This study was conducted on 250 pregnant females in the first trimester who were inpatients or outpatients at Obstetrics and Gynaecology Department at Tanta University Hospital. Screening of the selected females was done for the detection of immunoglobulin (IgG and IgM), and all subjects were submitted to history taking through a questionnaire including personal data, risk factors for Toxoplasma, complaint and history of the present illness. Thirty-eight samples, including 18 IgM +ve and 20 IgM-ve cases were further investigated by the avidity and IgE ELISA tests. The seroprevalence of toxoplasmosis in pregnant women was (42.8%) based on the presence of IgG antibodies in their sera. Contact with cats and consumption of raw or undercooked meat are important risk factors that were associated with toxoplasmosis in pregnant women. By serology, it could be observed that in the IgM +ve group, only one case (5.6%) showed an acute pattern by using the avidity test, though 10 (55.6%) cases were found to be acute by the IgE assay. On the other hand, in the IgM –ve group, 3 (15%) showed low avidity, but none of them was positive by using the IgE assay. In conclusion, there is no single serological test that can be used to confirm whether T. gondii infection is recent or was acquired in the distant past. A panel of tests for detection of toxoplasmosis will certainly have higher discriminatory power than any test alone.Keywords: diagnosis, serology, seroprevalence, toxoplasmosis
Procedia PDF Downloads 1531533 Using Coupled Oscillators for Implementing Frequency Diverse Array
Authors: Maryam Hasheminasab, Ahmed Cheldavi, Ahmed Kishk
Abstract:
Frequency-diverse arrays (FDAs) have garnered significant attention from researchers due to their ability to combine frequency diversity with the inherent spatial diversity of an array. The introduction of frequency diversity in FDAs enables the generation of auto-scanning patterns that are range-dependent, which can have advantageous applications in communication and radar systems. However, the main challenge in implementing FDAs lies in determining the technique for distributing frequencies among the array elements. One approach to address this challenge is by utilizing coupled oscillators, which are a technique commonly employed in active microwave theory. Nevertheless, the limited stability range of coupled oscillators poses another obstacle to effectively utilizing this technique. In this paper, we explore the possibility of employing a coupled oscillator array in the mode lock state (MLS) for implementing frequency distribution in FDAs. Additionally, we propose and simulate the use of a digital phase-locked loop (DPLL) as a backup technique to stabilize the oscillators. Through simulations, we validate the functionality of this technique. This technique holds great promise for advancing the implementation of phased arrays and overcoming current scan rate and phase shifter limitations, especially in millimeter wave frequencies.Keywords: angle-changing rate, auto scanning beam, pull-in range, hold-in range, locking range, mode locked state, frequency locked state
Procedia PDF Downloads 861532 Predicting the Compressive Strength of Geopolymer Concrete Using Machine Learning Algorithms: Impact of Chemical Composition and Curing Conditions
Authors: Aya Belal, Ahmed Maher Eltair, Maggie Ahmed Mashaly
Abstract:
Geopolymer concrete is gaining recognition as a sustainable alternative to conventional Portland Cement concrete due to its environmentally friendly nature, which is a key goal for Smart City initiatives. It has demonstrated its potential as a reliable material for the design of structural elements. However, the production of Geopolymer concrete is hindered by batch-to-batch variations, which presents a significant challenge to the widespread adoption of Geopolymer concrete. To date, Machine learning has had a profound impact on various fields by enabling models to learn from large datasets and predict outputs accurately. This paper proposes an integration between the current drift to Artificial Intelligence and the composition of Geopolymer mixtures to predict their mechanical properties. This study employs Python software to develop machine learning model in specific Decision Trees. The research uses the percentage oxides and the chemical composition of the Alkali Solution along with the curing conditions as the input independent parameters, irrespective of the waste products used in the mixture yielding the compressive strength of the mix as the output parameter. The results showed 90 % agreement of the predicted values to the actual values having the ratio of the Sodium Silicate to the Sodium Hydroxide solution being the dominant parameter in the mixture.Keywords: decision trees, geopolymer concrete, machine learning, smart cities, sustainability
Procedia PDF Downloads 881531 Investigating the Role of Artificial Intelligence in Developing Creativity in Architecture Education in Egypt: A Case Study of Design Studios
Authors: Ahmed Radwan, Ahmed Abdel Ghaney
Abstract:
This paper delves into the transformative potential of artificial intelligence (AI) in fostering creativity within the domain of architecture education, especially with a specific emphasis on its implications within the Design Studios; the convergence of AI and architectural pedagogy has introduced avenues for redefining the boundaries of creative expression and problem-solving. By harnessing AI-driven tools, students and educators can collaboratively explore a spectrum of design possibilities, stimulate innovative ideation, and engage in multidimensional design processes. This paper investigates the ways in which AI contributes to architectural creativity by facilitating generative design, pattern recognition, virtual reality experiences, and sustainable design optimization. Furthermore, the study examines the balance between AI-enhanced creativity and the preservation of core principles of architectural design/education, ensuring that technology is harnessed to augment rather than replace foundational design skills. Through an exploration of Egypt's architectural heritage and contemporary challenges, this research underscores how AI can synergize with cultural context and historical insights to inspire cutting-edge architectural solutions. By analyzing AI's impact on nurturing creativity among Egyptian architecture students, this paper seeks to contribute to the ongoing discourse on the integration of technology within global architectural education paradigms. It is hoped that this research will guide the thoughtful incorporation of AI in fostering creativity while preserving the authenticity and richness of architectural design education in Egypt and beyond.Keywords: architecture, artificial intelligence, architecture education, Egypt
Procedia PDF Downloads 791530 Seismic Performance of Steel Shear Wall Using Experimental and Numerical Analysis
Authors: Wahab Abdul Ghafar, Tao Zhong, Baba Kalan Enamullah
Abstract:
Steel plate shear walls (SPSWs) are a robust lateral load resistance structure because of their high flexibility and efficient energy dissipation when subjected to seismic loads. This research investigates the seismic Performance of an innovative infill web strip (IWS-SPSW) and a typical unstiffened steel plate shear wall (USPSW). As a result, two 1:3 scale specimens of an IWS-SPSW and USPSW with a single story and a single bay were built and subjected to a cyclic lateral loading methodology. In the prototype, the beam-to-column connections were accomplished with the assistance of semi-rigid end-plate connectors. IWS-SPSW demonstrated exceptional ductility and shear load-bearing capacity during the testing process, with no cracks or other damage occurring. In addition, the IWS-SPSW could effectively dissipate energy without causing a significant amount of beam-column connection distortion. The shear load-bearing capacity of the USPSW was exceptional. However, it exhibited low ductility, severe infill plate corner ripping, and huge infill web plate cracks. The FE models were created and then confirmed using the experimental data. It has been demonstrated that the infill web strips of an SPSW system can affect the system's high Performance and total energy dissipation. In addition, a parametric analysis was carried out to evaluate the material qualities of the IWS, which can considerably improve the system's seismic performances. These properties include the steel's strength as well as its thickness.Keywords: steel shear walls, seismic performance, failure mode, hysteresis response, nonlinear finite element analysis, parametric study.
Procedia PDF Downloads 1071529 Response of Newzealand Rabbits to Drinking Water Treated with PolyDADMAC
Authors: Amna Beshir Medani Ahmed, Samia Mohammed Ali El Badwi, Ahmed El Amin Mohammed
Abstract:
This work has been managed to yield toxicity information on water treatment agents in the Sudan namely polyDADMAC, using New Zealand rabbits at multiple daily oral doses for a period of 10 weeks. Thirty-three heads of New Zealand rabbits were divided into 11 groups, each of three. Group 1 animals were the undosed controls. Test groups of either species were given polyDADMAC at similar dose rates of 0.5, 2.5, 4.5, 10, 15, 20, 25, 50, 100 and 150 mg/kg body weight respectively for groups 2,3,4,5,6,7,8,9,10 and 11. Clinical signs were closely observed with postmortem and histopathological examinations. Chemical investigations included enzymatic concentrations of ALP, GOT, CK, GPT and LDH together with hematological changes in Hb, PCV, RBCs and WBCs. Mortalities occurred to variable degrees irrespective of the dose level. On polyDADMAC challenge, the test species showed clinical signs of dullness, loss of weight, anorexia, diarrhea, difficulty in respiration, hind limb paralysis and recumbency. Notably oral dosing with polyDADMAC caused lung emphysema, hepatic and renal dysfunctions, irregularity in enzymatic activities and serum metabolites, sloughing of intestinal epithelium, decreased electrolytes in serum, and splenic haemosiderosis. On evaluation of the above results, polyDADMAC was considered toxic to New Zealand rabbits at all dose rates tried. Practical implications of the results were highlighted and suggestions for future work were put forward.Keywords: polydiallyldiethylaluminiumchloride (polyDADMAC), nubian goats, toxicity of drinking water, treatment of drinking water using chemicals
Procedia PDF Downloads 3731528 Prioritization Assessment of Housing Development Risk Factors: A Fuzzy Hierarchical Process-Based Approach
Authors: Yusuf Garba Baba
Abstract:
The construction industry and housing subsector are fraught with risks that have the potential of negatively impacting on the achievement of project objectives. The success or otherwise of most construction projects depends to large extent on how well these risks have been managed. The recent paradigm shift by the subsector to use of formal risk management approach in contrast to hitherto developed rules of thumb means that risks must not only be identified but also properly assessed and responded to in a systematic manner. The study focused on identifying risks associated with housing development projects and prioritisation assessment of the identified risks in order to provide basis for informed decision. The study used a three-step identification framework: review of literature for similar projects, expert consultation and questionnaire based survey to identify potential risk factors. Delphi survey method was employed in carrying out the relative prioritization assessment of the risks factors using computer-based Analytical Hierarchical Process (AHP) software. The results show that 19 out of the 50 risks significantly impact on housing development projects. The study concludes that although significant numbers of risk factors have been identified as having relevance and impacting to housing construction projects, economic risk group and, in particular, ‘changes in demand for houses’ is prioritised by most developers as posing a threat to the achievement of their housing development objectives. Unless these risks are carefully managed, their effects will continue to impede success in these projects. The study recommends the adoption and use of the combination of multi-technique identification framework and AHP prioritization assessment methodology as a suitable model for the assessment of risks in housing development projects.Keywords: risk management, risk identification, risk analysis, analytic hierarchical process
Procedia PDF Downloads 1181527 A Script for Presentation to the Management of a Teaching Hospital on MYCIN: A Clinical Decision Support System
Authors: Rashida Suleiman, Asamoah Jnr. Boakye, Suleiman Ahmed Ibn Ahmed
Abstract:
In recent years, there has been an enormous success in discoveries of scientific knowledge in medicine coupled with the advancement of technology. Despite all these successes, diagnoses and treatment of diseases have become complex. MYCIN is a groundbreaking illustration of a clinical decision support system (CDSS), which was developed to assist physicians in the diagnosis and treatment of bacterial infections by providing suggestions for antibiotic regimens. MYCIN was one of the earliest expert systems to demonstrate how CDSSs may assist human decision-making in complicated areas. Relevant databases were searched using google scholar, PubMed and general Google search, which were peculiar to clinical decision support systems. The articles were then screened for a comprehensive overview of the functionality, consultative style and statistical usage of MYCIN, a clinical decision support system. Inferences drawn from the articles showed some usage of MYCIN for problem-based learning among clinicians and students in some countries. Furthermore, the data demonstrated that MYCIN had completed clinical testing at Stanford University Hospital following years of research. The system (MYCIN) was shown to be extremely accurate and effective in diagnosing and treating bacterial infections, and it demonstrated how CDSSs might enhance clinical decision-making in difficult circumstances. Despite the challenges MYCIN presents, the benefits of its usage to clinicians, students and software developers are enormous.Keywords: clinical decision support system, MYCIN, diagnosis, bacterial infections, support systems
Procedia PDF Downloads 1471526 Hydrometallurgical Processing of a Nigerian Chalcopyrite Ore
Authors: Alafara A. Baba, Kuranga I. Ayinla, Folahan A. Adekola, Rafiu B. Bale
Abstract:
Due to increasing demands and diverse applications of copper oxide as pigment in ceramics, cuprammonium hydroxide solution for rayon, p-type semi-conductor, dry cell batteries production and as safety disposal of hazardous materials, a study on the hydrometallurgical operations involving leaching, solvent extraction and precipitation for the recovery of copper for producing high grade copper oxide from a Nigerian chalcopyrite ore in chloride media has been examined. At a particular set of experimental parameter with respect to acid concentration, reaction temperature and particle size, the leaching investigation showed that the ore dissolution increases with increasing acid concentration, temperature and decreasing particle diameter at a moderate stirring. The kinetics data has been analyzed and was found to follow diffusion control mechanism. At optimal conditions, the extent of ore dissolution reached 94.3%. The recovery of the total copper from the hydrochloric acid-leached chalcopyrite ore was undertaken by solvent extraction and precipitation techniques, prior to the beneficiation of the purified solution as copper oxide. The purification of the leach liquor was firstly done by precipitation of total iron and manganese using Ca(OH)2 and H2O2 as oxidizer at pH 3.5 and 4.25, respectively. An extraction efficiency of 97.3% total copper was obtained by 0.2 mol/L Dithizone in kerosene at 25±2ºC within 40 minutes, from which ≈98% Cu from loaded organic phase was successfully stripped by 0.1 mol/L HCl solution. The beneficiation of the recovered pure copper solution was carried out by crystallization through alkali addition followed by calcination at 600ºC to obtain high grade copper oxide (Tenorite, CuO: 05-0661). Finally, a simple hydrometallurgical scheme for the operational extraction procedure amenable for industrial utilization and economic sustainability was provided.Keywords: chalcopyrite ore, Nigeria, copper, copper oxide, solvent extraction
Procedia PDF Downloads 3941525 Amino Acid Profile, Protein Digestibility, Antioxidant and Functional Properties of Protein Concentrate of Local Varieties (Kwandala, Yardass, Jeep, and Jamila) of Rice Brands from Nigeria
Authors: C. E. Chinma, S. O. Azeez, J. C. Anuonye, O. B. Ocheme, C. M. Yakubu, S. James, E. U. Ohuoba, I. A. Baba
Abstract:
There is growing interest in the use of rice bran protein in food formulation due to its hypoallergenic protein, high nutritional value and health promoting potentials. For the first time, the amino acid profile, protein digestibility, antioxidant, and functional properties of protein concentrate from some local varieties of rice bran from Nigeria were studied for possible food applications. Protein concentrates were prepared from rice bran and analysed using standard methods. Results showed that protein content of Kwandala, Yardass, Jeep, and Jamila were 69.24%, 69.97%, 68.73%, and 71.62%, respectively while total essential amino acid were 52.71, 53.03, 51.86, and 55.75g/100g protein, respectively. In vitro protein digestibility of protein concentrate from Kwandala, Yardass, Jeep and Jamila were 90.70%, 91.39%, 90.57% and 91.63% respectively. DPPH radical inhibition of protein from Kwandala, Yardass, Jeep, and Jamila were 48.15%, 48.90%, 47.56%, and 53.29%, respectively while ferric reducing ability power were 0.52, 0.55, 0.47 and 0.67mmol TE per gram, respectively. Protein concentrate from Jamila had higher onset (92.57oC) and denaturation temperature (102.13oC), and enthalpy (0.72J/g) than Jeep (91.46oC, 101.76oC, and 0.68J/g, respectively), Kwandala (90.32oC, 100.54oC and 0.57J/g, respectively), and Yardass (88.94oC, 99.45oC, and 0.51J/g, respectively). In vitro digestibility of protein from Kwandala, Yardas, Jeep, and Jamila were 90.70%, 91.39%, 90.57% and 91.63% respectively. Oil absorption capacity of Kwandala, Yardass, Jeep, and Jamila were 3.61, 3.73, 3.40, and 4.23g oil/g sample respectively, while water absorption capacity were 4.19, 4.32, 3.55 and 4.48g water/g sample, respectively. Protein concentrates had low bulk density (0.37-0.43g/ml). Protein concentrate from Jamila rice bran had the highest foam capacity (37.25%), followed by Yardass (34.20%), Kwandala (30.14%) and Jeep (28.90%). Protein concentrates showed low emulsifying and gelling capacities. In conclusion, protein concentrate prepared from these local rice bran varieties could serve as functional ingredients in food formulations and for enriching low protein foods.Keywords: rice bran protein, amino acid profile, protein digestibility, antioxidant and functional properties
Procedia PDF Downloads 3721524 Hyper Parameter Optimization of Deep Convolutional Neural Networks for Pavement Distress Classification
Authors: Oumaima Khlifati, Khadija Baba
Abstract:
Pavement distress is the main factor responsible for the deterioration of road structure durability, damage vehicles, and driver comfort. Transportation agencies spend a high proportion of their funds on pavement monitoring and maintenance. The auscultation of pavement distress was based on the manual survey, which was extremely time consuming, labor intensive, and required domain expertise. Therefore, the automatic distress detection is needed to reduce the cost of manual inspection and avoid more serious damage by implementing the appropriate remediation actions at the right time. Inspired by recent deep learning applications, this paper proposes an algorithm for automatic road distress detection and classification using on the Deep Convolutional Neural Network (DCNN). In this study, the types of pavement distress are classified as transverse or longitudinal cracking, alligator, pothole, and intact pavement. The dataset used in this work is composed of public asphalt pavement images. In order to learn the structure of the different type of distress, the DCNN models are trained and tested as a multi-label classification task. In addition, to get the highest accuracy for our model, we adjust the structural optimization hyper parameters such as the number of convolutions and max pooling, filers, size of filters, loss functions, activation functions, and optimizer and fine-tuning hyper parameters that conclude batch size and learning rate. The optimization of the model is executed by checking all feasible combinations and selecting the best performing one. The model, after being optimized, performance metrics is calculated, which describe the training and validation accuracies, precision, recall, and F1 score.Keywords: distress pavement, hyperparameters, automatic classification, deep learning
Procedia PDF Downloads 931523 The Influence of Coarse Aggregate Morphology on Concrete Workability: A Case Study with Algerian Crushed Limestone
Authors: Ahmed Boufedah Badissi, Ahmed Beroual, Farid Boursas
Abstract:
This research aims to elucidate the role of coarse aggregate in influencing the fresh properties of normal-strength concrete. Specifically, it is aimed to identify the optimal gradation of coarse aggregate to enhance workability. While existing literature discusses the impact of aggregate granularity on concrete workability, more numerical data or models need to quantify the relationship between workability, granularity, and coarse aggregate shape. The main objective is to create a model that describes how coarse aggregate morphology contributes to fresh concrete properties. To investigate the effect of coarse aggregate gradation on Normal Strength Concrete (NSC) workability, various combinations of coarse aggregates (4/22.4 mm) were produced in the laboratory, utilizing three elementary classes: finer coarse aggregate 4/8 mm (Fca), medium coarse aggregate 8/16 mm (Mca), and coarser coarse aggregate 16/22.4 mm (Cca). We introduced a factor, FCR (Finer to Coarser coarse aggregate Ratio), as a numerical parameter to provide a quantitative evaluation and more detailed results analysis. Quantitative characterization parameters for coarse aggregate morphology were established, exploring the influence of particle size distribution, specific surface, and aggregate shape on workability. The research findings are significant for establishing correlations between coarse aggregate morphology and concrete properties. FCR emerges as a valuable tool for predicting the impact of aggregate gradation variations on concrete. The results of this study create a valuable database for construction professionals and concrete producers, affirming that the fresh properties of NSC are intricately linked to coarse aggregate morphology, particularly gradation.Keywords: morphology, coarse aggregate, workability, fresh properties, gradation
Procedia PDF Downloads 621522 Prevalence and Evaluation of Antimicrobial Activity of Dodonaea viscosa Extract and Antibacterial Agents against Salmonella spp. Isolated from Poultry
Authors: Shayma Munqith Al-Baker, Fadhl Ahmed Saeed Al-Gasha’a, Samira Hamid Hanash, Ahmed Ali Al-Hazmi
Abstract:
A total of 200 samples (180 fecal materials and 20 organ samples) were collected from (5 different poultry farms, 10 local poultry shops, 5 houses poultry, 5 Eggs stores shops and 5 hand slaughters centers) in Ibb city, Yemen, 2014. According to morphological, cultural, as well as biochemical characterization and serological tests, 59 29.5% isolates were identified as Salmonella spp. and all Salmonella isolates were categorized by serotype, which comprised of, 37 62.71% Salmonella Typhimurium serovar, 21 35.59%. Salmonella Enteritidis serovar and 11.69% Salmonella Heidelberg serovar. Antibiotic sensitivity test was done for bacterial isolates and the results showed there were clear differences in antibiotic resistant. Antimicrobial susceptibility of the isolates varies as follows: Ofloxacin 79.66%, Ciprofloxacin 67.80%, Colistin 59.32% and Gentamycin 52.54%. All of isolates were resistant to Erythromycin, Penicillin and Lincomycin. Antibacterial activity was done for both aqueous and ethanol extracts of Dodonaea viscosa plant by using well and disc diffusion assay. The results indicated that well diffusion assay had best results than disc diffusion assay, the highest inhibition zone was 22 mm for well diffusion and 15 mm for disc diffusion assay, the results observed that ethanol extract had best antibacterial effect than aqueous extract which the percentage of bacterial isolates affected with ethanol extract was 71.19% comparing with aqueous extract 28.81% by using disc diffusion assay, while the percentage of bacterial isolates affected with ethanol extract was 88.13% comparing with aqueous extract 52.54% by using will diffusion assay.Keywords: Salmonella spp, Dodonaea viscosa, antimicrobial and salmonellosis
Procedia PDF Downloads 4741521 Green approach of Anticorrosion Coating of Steel Based on Polybenzoxazine/Henna Nanocomposites
Authors: Salwa M. Elmesallamy, Ahmed A. Farag, Magd M. Badr, Dalia S. Fathy, Ahmed Bakry, Mona A. El-Etre
Abstract:
The term green environment is an international trend. It is become imperative to treat the corrosion of steel with a green coating to protect the environment. From the potential adverse effects of the traditional materials.A series of polybenzoxazine/henna composites (PBZ/henna), with different weight percent (3,5, and 7 wt % (of henna), were prepared for corrosion protection of carbon steel. The structures of the prepared composites were verified using FTIR analysis. The mechanical properties of the resins, such as adhesion, hardness, binding, and tensile strength, were also measured. It was found that the tensile strength increases by henna loading up to 25% higher than the tidy resin. The thermal stability was investigated by thermogravimetric analysis (TGA) the loading of lawsone (henna) molecules into the PBZ matrix increases the thermal stability of the composite. UV stability was tested by the UV weathering accelerator to examine the possibility that henna can also act as an aging UV stabilizer. The effect of henna content on the corrosion resistance of composite coatings was tested using potentiostatic polarization and electrochemical spectroscopy. The presence of henna in the coating matrix enhances the protection efficiency of polybenzoxazine coats. Increasing henna concentration increases the protection efficiency of composites. The quantum chemical calculations for polybenzoxazine/henna composites have resulted that the highest corrosion inhibition efficiency, has the highest EHOMO and lowest ELUMO; which is in good agreement with results obtained from experiments.Keywords: polybenzoxazine, corrosion, green chemistry, carbon steel
Procedia PDF Downloads 961520 Effect of Atrial Flutter on Alcoholic Cardiomyopathy
Authors: Ibrahim Ahmed, Richard Amoateng, Akhil Jain, Mohamed Ahmed
Abstract:
Alcoholic cardiomyopathy (ACM) is a type of acquired cardiomyopathy caused by chronic alcohol consumption. Frequently ACM is associated with arrhythmias such as atrial flutter. Our aim was to characterize the patient demographics and investigate the effect of atrial flutter (AF) on ACM. This was a retrospective cohort study using the Nationwide Inpatient Sample database to identify admissions in adults with principal and secondary diagnoses of alcoholic cardiomyopathy and atrial flutter from 2019. Multivariate linear and logistic regression models were adjusted for age, gender, race, household income, insurance status, Elixhauser comorbidity score, hospital location, bed size, and teaching status. The primary outcome was all-cause mortality, and secondary outcomes were the length of stay (LOS) and total charge in USD. There was a total of 21,855 admissions with alcoholic cardiomyopathy, of which 1,635 had atrial flutter (AF-ACM). Compared to Non-AF-ACM cohort, AF-ACM cohort had fewer females (4.89% vs 14.54%, p<0.001), were older (58.66 vs 56.13 years, p<0.001), fewer Native Americans (0.61% vs2.67%, p<0.01), had fewer smaller (19.27% vs 22.45%, p<0.01) & medium-sized hospitals (23.24% vs28.98%, p<0.01), but more large-sized hospitals (57.49% vs 48.57%, p<0.01), more Medicare (40.37% vs 34.08%, p<0.05) and fewer Medicaid insured (23.55% vs 33.70%, p=<0.001), fewer hypertension (10.7% vs 15.01%, p<0.05), and more obesity (24.77% vs 16.35%, p<0.001). Compared to Non-AF-ACM cohort, there was no difference in AF-ACM cohort mortality rate (6.13% vs 4.20%, p=0.0998), unadjusted mortality OR 1.49 (95% CI 0.92-2.40, p=0.102), adjusted mortality OR 1.36 (95% CI 0.83-2.24, p=0.221), but there was a difference in LOS 1.23 days (95% CI 0.34-2.13, p<0.01), total charge $28,860.30 (95% CI 11,883.96-45,836.60, p<0.01). In patients admitted with ACM, the presence of AF was not associated with a higher all-cause mortality rate or odds of all-cause mortality; however, it was associated with 1.23 days increase in LOS and a $28,860.30 increase in total hospitalization charge. Native Americans, older age and obesity were risk factors for the presence of AF in ACM.Keywords: alcoholic cardiomyopathy, atrial flutter, cardiomyopathy, arrhythmia
Procedia PDF Downloads 1121519 Effect of Knowledge of Bubble Point Pressure on Estimating PVT Properties from Correlations
Authors: Ahmed El-Banbi, Ahmed El-Maraghi
Abstract:
PVT properties are needed as input data in all reservoir, production, and surface facilities engineering calculations. In the absence of PVT reports on valid reservoir fluid samples, engineers rely on PVT correlations to generate the required PVT data. The accuracy of PVT correlations varies, and no correlation group has been found to provide accurate results for all oil types. The effect of inaccurate PVT data can be significant in engineering calculations and is well documented in the literature. Bubble point pressure can sometimes be obtained from external sources. In this paper, we show how to utilize the known bubble point pressure to improve the accuracy of calculated PVT properties from correlations. We conducted a systematic study using around 250 reservoir oil samples to quantify the effect of pre-knowledge of bubble point pressure. The samples spanned a wide range of oils, from very volatile oils to black oils and all the way to low-GOR oils. A method for shifting both undersaturated and saturated sections of the PVT properties curves to the correct bubble point is explained. Seven PVT correlation families were used in this study. All PVT properties (e.g., solution gas-oil ratio, formation volume factor, density, viscosity, and compressibility) were calculated using the correct bubble point pressure and the correlation estimated bubble point pressure. Comparisons between the calculated PVT properties and actual laboratory-measured values were made. It was found that pre-knowledge of bubble point pressure and using the shifting technique presented in the paper improved the correlation-estimated values by 10% to more than 30%. The most improvement was seen in the solution gas-oil ratio and formation volume factor.Keywords: PVT data, PVT properties, PVT correlations, bubble point pressure
Procedia PDF Downloads 631518 Batch and Fixed-Bed Studies of Ammonia Treated Coconut Shell Activated Carbon for Adsorption of Benzene and Toluene
Authors: Jibril Mohammed, Usman Dadum Hamza, Muhammad Idris Misau, Baba Yahya Danjuma, Yusuf Bode Raji, Abdulsalam Surajudeen
Abstract:
Volatile organic compounds (VOCs) have been reported to be responsible for many acute and chronic health effects and environmental degradations such as global warming. In this study, a renewable and low-cost coconut shell activated carbon (PHAC) was synthesized and treated with ammonia (PHAC-AM) to improve its hydrophobicity and affinity towards VOCs. Removal efficiencies and adsorption capacities of the ammonia treated activated carbon (PHAC-AM) for benzene and toluene were carried out through batch and fixed-bed studies respectively. Langmuir, Freundlich and Tempkin adsorption isotherms were tested for the adsorption process and the experimental data were best fitted by Langmuir model and least fitted by Tempkin model; the favourability and suitability of fitness were validated by equilibrium parameter (RL) and the root square mean deviation (RSMD). Judging by the deviation of the predicted values from the experimental values, pseudo-second-order kinetic model best described the adsorption kinetics than the pseudo-first-order kinetic model for the two VOCs on PHAC and PHAC-AM. In the fixed-bed study, the effect of initial VOC concentration, bed height and flow rate on benzene and toluene adsorption were studied. The highest bed capacities of 77.30 and 69.40 mg/g were recorded for benzene and toluene respectively; at 250 mg/l initial VOC concentration, 2.5 cm bed height and 4.5 ml/min flow rate. The results of this study revealed that ammonia treated activate carbon (PHAC-AM) is a sustainable adsorbent for treatment of VOCs in polluted waters.Keywords: volatile organic compounds, equilibrium and kinetics studies, batch and fixed bed study, bio-based activated carbon
Procedia PDF Downloads 2261517 Application of Numerical Modeling and Field Investigations for Groundwater Recharge Characterization at Abydos Archeological Site, Sohag, Egypt
Authors: Sherif A. Abu El-Magd, Ahmed M. Sefelnasr, Ahmed M. Masoud
Abstract:
Groundwater modeling is the way and tool for assessing and managing groundwater resources efficiently. The present work was carried out in the ancient Egyptian archeological site (Abydos) fromDynastyIandII.Theareaislocated about 13km west of the River Nilecourse, Upper Egypt. The main problem in this context is that the ground water level rise threatens and damages fragile carvings and paintings of the ancient buildings. The main objective of the present work is to identify the sources of the groundwater recharge in the site, further more, equally important there is to control the ground water level rise. Numerical modeling combined with field water level measurements was implemented to understand the ground water recharge sources. However, building a conceptual model was an important step in the groundwater modeling to phase to satisfy the modeling objectives. Therefore, boreholes, crosssections, and a high-resolution digital elevation model were used to construct the conceptual model. To understand the hydrological system in the site, the model was run under both steady state and transient conditions. Then, the model was calibrated agains the observation of the water level measurements. Finally, the results based on the modeling indicated that the groundwater recharge is originating from an indirect flow path mainly from the southeast. Besides, there is a hydraulic connection between the surface water and groundwater in the study site. The decision-makers and archeologyists could consider the present work to understand the behavior of groundwater recharge and water table level rise.Keywords: numerical modeling, archeological site, groundwater recharge, egypt
Procedia PDF Downloads 1231516 Early versus Late Percutaneous Tracheostomy in Critically Ill Adult Mechanically Ventilated Patients
Authors: Kamel Abd Elaziz Mohamed, Ahmed Yehia Mousa, Ahmed Samir ElSawy, Adel Mohamed Saleem
Abstract:
Introduction: Critically ill patients frequently require tracheostomy to simplify long term air way management. While tracheostomy indications have remained unchanged, the timing of elective tracheostomy for the ventilated patient has been questioned. Aim of the work: This study was performed to compare the differences between early and late percutaneous dilatational tracheostomy (PDT) regarding, mechanical ventilation duration (MVD), length of ICU stay, length of hospital stay, incidence of ventilator associated pneumonia and hospital outcome. Patients and methods: Forty patients who met the inclusion criteria were randomly divided into early PDT who had the tracheostomy within the first 10 days of mechanical ventilation (MV) and the late PDT who had the tracheostomy after 10 days of MV. On admission, demographic data and Acute Physiology and Chronic ill Health II and GCS were collected. The duration of mechanical ventilation, ICU length of stay (LOS) and hospital LOS were all calculated. Results: Total of 40 patients were randomized to either early PDT (n= 20) or late PDT (n= 20). There were no significant differences between both groups regarding demographic data or the scores: APACHE II (22.75± 7 vs 24.35 ± 8) and GCS (6.10 ±2 vs 7.10 ± 2.71). An early PDT showed fewer complications vs late procedure, however it was insignificant. There were significant differences between the two groups regarding mean (MVD) which was shorter in early PDT than the late PDT group (32.2± 10.5) vs (20.6 ± 13 days; p= 0.004). Mean ICU stay was shorter in early PDT than late PDT (21 .0± 513.4) vs (40.15 ±12.7 days; p 6 0.001). Mean hospital stay was shorter in early PDT than late PDT (34.60± 18.37) vs (55.60± 25.73 days; p=0.005). Patients with early PDT suffered less sepsis and VAP than late PDT, there was no difference regarding the mortality rate between the two groups. Conclusion: Early PDT is recommended for patients who require prolonged tracheal intubation in the ICU as outcomes like the duration of mechanical ventilation length of ICU stay and hospital stay were significantly shorter in early tracheostomy.Keywords: intensive care unit, early PDT, late PDT, intubation
Procedia PDF Downloads 6001515 Changes in Pulmonary Functions in Diabetes Mellitus Type 2
Authors: N. Anand, P. S. Nayyer, V. Rana, S. Verma
Abstract:
Background: Diabetes mellitus is a group of disorders characterized by hyperglycemia and associated with microvascular and macrovascular complications. Among the lesser known complications is the involvement of respiratory system. Changes in pulmonary volume, diffusion and elastic properties of lungs as well as the performance of the respiratory muscles lead to a restrictive pattern in lung functions. The present study was aimed to determine the changes in various parameters of pulmonary function tests amongst patients with Type 2 Diabetes Mellitus and also try to study the effect of duration of Diabetes Mellitus on pulmonary function tests. Methods: It was a cross sectional study performed at Dr Baba Saheb Ambedkar Hospital and Medical College in, Delhi, A Tertiary care referral centre which included 200 patients divided into 2 groups. The first group included diagnosed patients with diabetes and the second group included controls. Cases and controls symptomatic for any acute or chronic Respiratory or Cardiovascular illness or a history of smoking were excluded. Both the groups were subjected to spirometry to evaluate for the pulmonary function tests. Result: The mean Forced Vital Capacity (FVC), Forced Expiratory Volume in first second (FEV1), Peak Expiratory Flow Rate(PEFR) was found to be significantly decreased ((P < 0.001) as compared to controls while the mean ratio of Forced Expiratory Volume in First second to Forced Vital Capacity was not significantly decreased( p>0.005). There was no correlation seen with duration of the disease. Conclusion: Forced Vital Capacity (FVC), Forced Expiratory Volume in first second (FEV1), Peak Expiratory Flow Rate(PEFR) were found to be significantly decreased in patients of Diabetes mellitus while ratio of Forced Expiratory Volume in First second to Forced Vital Capacity (FEV1/FVC) was not significantly decreased. The duration of Diabetes mellitus was not found to have any statistically significant effect on Pulmonary function tests (p > 0.005).Keywords: diabetes mellitus, pulmonary function tests, forced vital capacity, forced expiratory volume in first second
Procedia PDF Downloads 3691514 Ulnar Parametacarpal Flap for Coverage of Fifth Finger Defects: Propeller Flap Concept
Authors: Ahmed M. Gad, Ahmed S. Hweidi
Abstract:
Background: Defects of the little finger and adjacent areas are not uncommon. It could be a traumatic, post-burn, or after contracture release. Different options could be used for resurfacing these defect, including skin grafts, local or regional flaps. Ulnar para-metacarpal flap described by Bakhach in 1995 based on the distal division of the dorsal branch of the ulnar artery considered a good option for that. In this work, we applied the concept of propeller flap for better mobilization and in-setting of the ulnar para-metacarpal flap. Methods: The study included 15 cases with 4 females and 11 male patients. 10 of the patients had severe post-burn contractures of little finger, and 5 had post-traumatic little finger defects. Contractures were released and resulting soft tissue defects were reconstructed with propeller ulnar para-metacarpal artery flap. The flap based on two main perforators communicating with the palmar system, it was raised based on one of them depending on the extent of the defect and rotated 180 degrees after judicious dissection of the perforator. Results: 13 flaps survived completely, one of the cases developed partial skin loss, which healed by dressing, another flap was completely lost and covered later by a full-thickness skin graft. Conclusion: Ulnar para-metacarpal flap is a reliable option to resurface the little finger as well as adjacent areas. The application of the propeller flap concept based on whether the proximal or distal communicating branch makes the rotation and in-setting of the flap easier.Keywords: little finger defects, propeller flap, regional hand defects, ulnar parametacarpal flap
Procedia PDF Downloads 1981513 Awareness of Drug Interactions among Physicians at Governmental Health Centers in Bahrain
Authors: Yasin I. Tayem, Jamil Ahmed, Mahmood Bahzad, Abdullah Alnama, Fahad Al Asfoor, Mahmood A. Jalil, Mohammed Radhi, Ahmed Alenezi, Khalid A. J. Al-Khaja
Abstract:
Drug-drug interactions (DDIs) represent a significant cause of patient’s morbidity and mortality. The rate of DDIs is rapidly increasing worldwide with the increasing proportion of ageing population and frequent requirement of polypharmacy-prescription of multiple drugs to treat comorbidities. Prescribing physicians are responsible for checking their prescriptions for the presence and severity of DDIs. However, since a large number of new drugs are approved and marketed every year, new interactions between medications are increasingly reported. Consequently, it is no longer practical for physicians to rely only upon their previous knowledge of medicine to avoid potential DDIs. The aim of this study was to explore the perceptions of physicians working at primary healthcare centers in Bahrain towards DDIs and how they manage them during their practice. Methodology: In this cross-sectional study, physicians working at all governmental primary healthcare centers in Bahrain were invited to voluntarily, privately and anonymously respond to a self-administered questionnaire. The questionnaire aims to assess their self-reported knowledge of DDIs and how they check for them in their practice. The participants were requested to provide socio demographic data and information related to their attitudes towards DDIs including strategies they employ for detecting and managing them, and their awareness of drugs which commonly cause DDIs. At the end of the questionnaire, an open-ended item was added to allow participants to further add any comment. Findings and Conclusions: The study is going on currently, and the results and conclusions will be presented at the conference.Keywords: awareness, drug interactions, health centres, physicians
Procedia PDF Downloads 2441512 Predicting Returns Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models
Authors: Shay Kee Tan, Kok Haur Ng, Jennifer So-Kuen Chan
Abstract:
This paper extends the conditional autoregressive range (CARR) model to multivariate CARR (MCARR) model and further to the two-stage MCARR-return model to model and forecast volatilities, correlations and returns of multiple financial assets. The first stage model fits the scaled realised Parkinson volatility measures using individual series and their pairwise sums of indices to the MCARR model to obtain in-sample estimates and forecasts of volatilities for these individual and pairwise sum series. Then covariances are calculated to construct the fitted variance-covariance matrix of returns which are imputed into the stage-two return model to capture the heteroskedasticity of assets’ returns. We investigate different choices of mean functions to describe the volatility dynamics. Empirical applications are based on the Standard and Poor 500, Dow Jones Industrial Average and Dow Jones United States Financial Service Indices. Results show that the stage-one MCARR models using asymmetric mean functions give better in-sample model fits than those based on symmetric mean functions. They also provide better out-of-sample volatility forecasts than those using CARR models based on two robust loss functions with the scaled realised open-to-close volatility measure as the proxy for the unobserved true volatility. We also find that the stage-two return models with constant means and multivariate Student-t errors give better in-sample fits than the Baba, Engle, Kraft, and Kroner type of generalized autoregressive conditional heteroskedasticity (BEKK-GARCH) models. The estimates and forecasts of value-at-risk (VaR) and conditional VaR based on the best MCARR-return models for each asset are provided and tested using Kupiec test to confirm the accuracy of the VaR forecasts.Keywords: range-based volatility, correlation, multivariate CARR-return model, value-at-risk, conditional value-at-risk
Procedia PDF Downloads 99