Search results for: Benmoussa Rachid

Authors: Saâd Oukkass, Abderrahim Bouftou, Rachid Ouchn, L. Lebrun, Miloudi Hlaibi

Abstract:

We invariably exist in a world steeped in colors, whether in our clothing, food, cosmetics, or even medications. However, most of the dyes we use pose significant problems, being both harmful to the environment and resistant to degradation. Among these dyes, methylene blue and acid yellow 61 stand out, commonly used to dye various materials such as cotton, wood, and silk. Fortunately, various methods have been developed to treat and remove these polluting dyes, among which membrane processes play a prominent role. These methods are praised for their low energy consumption, ease of operation, and their ability to achieve effective separation of components. Adsorption on activated carbon is also a widely employed technique, complementing the basic processes. It proves particularly effective in capturing and removing organic compounds from water due to its substantial specific surface area while retaining its properties unchanged. In the context of our study, we examined two crucial aspects. Firstly, we explored the possibility of selectively extracting methylene blue from a mixture containing another dye, acid yellow 61, using a polymer inclusion membrane (PIM) made of PVA. After characterizing the morphology and porosity of the membrane, we applied kinetic and thermodynamic models to determine the values of permeability (P), initial flux (J0), association constant (Kass), and apparent diffusion coefficient (D*). Subsequently, we measured activation parameters (activation energy (Ea), enthalpy (ΔH#ass), entropy (ΔS#)). Finally, we studied the effect of activated carbon on the processes carried out through the membrane, demonstrating a clear improvement. These results make the membrane developed in this study a potentially pivotal player in the field of membrane separation.

Keywords: dyes, methylene blue, membrane, activated carbon

Procedia PDF Downloads 82

Authors: Akram Khelaifia, Salah Guettala, Nesreddine Djafar Henni, Rachid Chebili

Abstract:

Reinforced concrete shear walls are pivotal in protecting buildings from seismic forces by providing strength and stiffness. This study highlights the importance of strategically placing shear walls and optimizing the shear wall-to-floor area ratio in building design. Nonlinear analyses were conducted on an eight-story building situated in a high seismic zone, exploring various scenarios of shear wall positioning and ratios to floor area. Employing the performance-based seismic design (PBSD) approach, the study aims to meet acceptance criteria such as inter-story drift ratio and damage levels. The results indicate that concentrating shear walls in the middle of the structure during the design phase yields superior performance compared to peripheral distributions. Utilizing shear walls that fully infill the frame and adopting compound shapes (e.g., Box, U, and L) enhances reliability in terms of inter-story drift. Conversely, the absence of complete shear walls within the frame leads to decreased stiffness and degradation of shorter beams. Increasing the shear wall-to-floor area ratio in building design enhances structural rigidity and reliability regarding inter-story drift, facilitating the attainment of desired performance levels. The study suggests that a shear wall ratio of 1.0% is necessary to meet validation criteria for inter-story drift and structural damage, as exceeding this percentage leads to excessive performance levels, proving uneconomical as structural elements operate near the elastic range.

Keywords: nonlinear analyses, pushover analysis, shear wall, plastic hinge, performance level

Procedia PDF Downloads 50

Authors: Nesreddine Djafar Henni, Akram Khelaifia, Salah Guettala, Rachid Chebili

Abstract:

Reinforced concrete shear walls and vertical plate-like elements play a pivotal role in efficiently managing a building's response to seismic forces. This study investigates how the performance of reinforced concrete buildings equipped with shear walls featuring different shear wall-to-frame stiffness ratios aligns with the requirements stipulated in the Algerian seismic code RPA99v2003, particularly in high-seismicity regions. Seven distinct 3D finite element models are developed and evaluated through nonlinear static analysis. Engineering Demand Parameters (EDPs) such as lateral displacement, inter-story drift ratio, shear force, and bending moment along the building height are analyzed. The findings reveal two predominant categories of induced responses: force-based and displacement-based EDPs. Furthermore, as the shear wall-to-frame ratio increases, there is a concurrent increase in force-based EDPs and a decrease in displacement-based ones. Examining the distribution of shear walls from both force and displacement perspectives, model G with the highest stiffness ratio, concentrating stiffness at the building's center, intensifies induced forces. This configuration necessitates additional reinforcements, leading to a conservative design approach. Conversely, model C, with the lowest stiffness ratio, distributes stiffness towards the periphery, resulting in minimized induced shear forces and bending moments, representing an optimal scenario with maximal performance and minimal strength requirements.

Keywords: dual RC buildings, RC shear walls, modeling, static nonlinear pushover analysis, optimization, seismic performance

Procedia PDF Downloads 58

Authors: Raymond Puijk, Rachid Rassir, Inger N. Sierevelt, Anneke Spekenbrink-Sporen, Bart G. C. W. Pijls, Rob G. H. H. Nelissen, Peter A. Nolte

Abstract:

Background: Among uncemented total knee arthroplasty (TKA), a wide variety of metal surface structures (MSS) and coatings exist to enhance implants' biological properties (i.e., bone ingrowth). This study explores the variety of MSS-coating combinations and compares their mid-long-term survivorships with cemented TKAs, by using data from the Dutch Arthroplasty Register. Methods: A total of 235,500 cemented and 11,132 uncemented primary TKAs with a median follow-up of 5.1 years were included. MSS-coating combinations were (1) Porous-uncoated (n=8986), (2) Beaded-hydroxyapatite (HA)(n=1093), (3) Matte-uncoated (n=846), (4) Matte-Titanium-nitride (TiN) (n=207). Five- and 10-year revision-free survival for all-cause revisions, and aseptic loosening of the tibial component, were calculated and compared by using Kaplan-Meier, Log-rank tests, and multivariable Cox proportional hazard regression analyses. Results: Ten-year survival rates with all-cause revisions as an endpoint, were 94.2% for cement, and 94.7%, 96.3%, 92.1%, and 79.0% for porous-uncoated, beaded-HA, matte-uncoated, and Matte-TiN, respectively (p<0.01). Rates for aseptic loosening were 98.8% for cemented, and 98.7%, 99.8%, 97.2%, and 94.9% for the uncemented, respectively (p<0.01).The beaded-HA implants were half the risk for an all-cause revision compared to cemented implants (p<0.01). Matte-uncoated and matte-TiN implants were at more risk of an all-cause revision than cemented implants (p=0.01, p<0.01). Proportions of revisions for aseptic loosening were comparable among most groups. Conclusion: Based on Dutch registry data, four main MSS-coating combinations among uncemented TKAs were found. survivorships for all-cause revisions and aseptic release differed widely between groups. Beaded-HA and porous-uncoated implants had the best survival rates among the uncemented TKAs and were non-inferior to the cemented TKAs.

Keywords: total knee arthroplasty, cement, uncemented, cementless;, metal surface structure, coating

Procedia PDF Downloads 152

Authors: Maha Bakakri, Rachid Tadili, Fatiha Lemmini

Abstract:

Morocco is one of the few countries that have kept their traditional crafts, despite the competition of modern industry and its impact on manual labor. Therefore the optimization of energy consumption becomes an obligation and this is the purpose of this document. In this work we present some characteristics of the furnace studied, its operating principle and the experimental measurements of the evolutions of the temperatures inside and outside the walls of the furnace, values which will be used later in the calculation of its thermal losses. In order to determine the major source of the thermal losses of the furnace we have established the heat balance of the furnace. The energy consumed, the useful energy and the thermal losses through the walls and the chimney of the furnace are calculated thanks to the experimental measurements which we realized for several firings. The results show that the energy consumption of this type of furnace is very high and that the main source of energy loss is mainly due to the heat losses of the combustion gases that escape from the furnace by the chimney while the losses through the walls are relatively small. it have opted for energy recovery as a solution where we can recover some of the heat lost through the use of a heat exchanger system using a double tube introduced into the flue gas exhaust stack compartment. The study on the heat recovery system is presented and the heat balance inside the exchanger is established. In this paper we also present the numerical modeling of heat transfer by conduction through the walls of the furnace. A numerical model has been established based on the finite volume method and the double scan method. It makes it possible to determine the temperature profile of the furnace and thus to calculate the thermal losses of its walls and to deduce the thermal losses due to the combustion gases. Validation of the model is done using the experimental measurements carried out on the furnace. The results obtained in this work, relating to the energy consumed during the operation of the furnace are important and are part of the energy efficiency framework that has become a key element in global energy policies. It is the fastest and cheapest way to solve energy, environmental and economic security problems.

Keywords: energy cunsumption, energy recovery, modeling, energy eficiency

Procedia PDF Downloads 73

Authors: Moulay Driss Mellaoui, Khadija Zaki, Khalid Abbiche, Abdallah Imjjad, Rachid Boutiddar, Abdelouahid Sbai, Aaziz Jmiai, Souad El Issami, Al Mokhtar Lamsabhi, Hanane Zejli

Abstract:

This study presents a comprehensive analysis of six isoxazolidine and isoxazoline derivatives, leveraging a multifaceted approach that combines Density Functional Theory (DFT), AdmetSAR analysis, and molecular docking simulations to explore their electronic, pharmacokinetic, and anticancer properties. Through DFT analysis, using the B3LYP-D3BJ functional and the 6-311++G(d,p) basis set, we optimized molecular geometries, analyzed vibrational frequencies, and mapped Molecular Electrostatic Potentials (MEP), identifying key sites for electrophilic attacks and hydrogen bonding. Frontier Molecular Orbital (FMO) analysis and Density of States (DOS) plots revealed varying stability levels among the compounds, with 1b, 2b, and 3b showing slightly higher stability. Chemical potential assessments indicated differences in binding affinities, suggesting stronger potential interactions for compounds 1b and 2b. AdmetSAR analysis predicted favorable human intestinal absorption (HIA) rates for all compounds, highlighting compound 3b superior oral effectiveness. Molecular docking and molecular dynamics simulations were conducted on isoxazolidine and 4-isoxazoline derivatives targeting the EGFR receptor (PDB: 1JU6). Molecular docking simulations confirmed the high affinity of these compounds towards the target protein 1JU6, particularly compound 3b, among the isoxazolidine derivatives, compound 3b exhibited the most favorable binding energy, with a g score of -8.50 kcal/mol. Molecular dynamics simulations over 100 nanoseconds demonstrated the stability and potential of compound 3b as a superior candidate for anticancer applications, further supported by structural analyses including RMSD, RMSF, Rg, and SASA values. This study underscores the promising role of compound 3b in anticancer treatments, providing a solid foundation for future drug development and optimization efforts.

Keywords: isoxazolines, DFT, molecular docking, molecular dynamic, ADMET, drugs.

Procedia PDF Downloads 49

Authors: Bouchiha Hanene, Rouabhi Rachid, Bouchama Khaled, Djebar Berrebbah Houraya, Djebar Mohamed Reda

Abstract:

Recently, some natural products such as essentials oils (EOs) have been used in the fields as alternative to synthetic compounds, to minimize the negative impacts to the environment. This fact has led to questions about the possible impact of EOs on ecosystems. Currently in toxicology, the use of alternative models can help to understand the mechanisms of toxic action, at different levels of organization of ecosystems. Algae, protozoa and bacteria form the base of the food chain and protozoan cells are used as bioindicators often of pollution in environment. Unicellular organisms offer the possibility of direct study of independent cells with specific characteristics of individual cells and whole organisms at the same time. This unicellular facilitates the study of physiological processes, and effects of pollutants at the cellular level, which makes it widely used to assess the toxic effects of various xenobiotics. This study aimed to verify the effects of EOs of one famous plant used tremendously in our folk medicine, namely Artemisia herba alba in causing acute toxicity (24 hours) and chronic (15 days) toxicity for model cellular (Paramecium sp). To this end, cellular’s of paramecium were exposed to various concentrations (Three doses were chosen) of EOs extracted from plant (Artemisia herba alba). In the first experiment, the cellular s cultures were exposed for 48 hours to different concentrations to determine the median lethal concentration (DL50). We followed the evolution of physiological parameters (growth), biochemical (total proteins, respiratory metabolism), as well as the variations of a bio marker the GSH. Our results highlighted a light inhibition of the growth of the protozoa as well as a disturbance of the contents of total proteins and a reduction in the reduced rate of glutathione. The polarographic study revealed a stimulation of the consumption of O2 and this at the treated cells.

Keywords: essential oils, protozoa, bio indicators, toxicity, Growth, bio marker, proteins, polarographic

Procedia PDF Downloads 346

Authors: Mohamed Moussaoui, Mouna Baassi, Soukayna Baammi, Hatim Soufi, Mohammed Salah, Rachid Daoud, Achraf EL Allali, Mohammed Elalaoui Belghiti, Said Belaaouad

Abstract:

The present study aims to investigate the quantitative structure-activity relationship (QSAR) of a series of Thiazole derivatives reported as anticancer agents (hepatocellular carcinoma), using principally the electronic descriptors calculated by the density functional theory (DFT) method and by applying the multiple linear regression method. The developed model showed good statistical parameters (R²= 0.725, R²ₐ𝒹ⱼ= 0.653, MSE = 0.060, R²ₜₑₛₜ= 0.827, Q²𝒸ᵥ = 0.536). The energy of the highest occupied molecular orbital (EHOMO) orbital, electronic energy (TE), shape coefficient (I), number of rotatable bonds (NROT), and index of refraction (n) were revealed to be the main descriptors influencing the anti-cancer activity. Additional Thiazole derivatives were then designed and their activities and pharmacokinetic properties were predicted using the validated QSAR model. These designed molecules underwent evaluation through molecular docking (MD) and molecular dynamic (MD) simulations, with binding affinity calculated using the MMPBSA script according to a 100 ns simulation trajectory. This process aimed to study both their affinity and stability towards Cyclin-Dependent Kinase 2 (CDK2), a target protein for cancer disease treatment. The research concluded by identifying four CDK2 inhibitors - A1, A3, A5, and A6 - displaying satisfactory pharmacokinetic properties. MDs results indicated that the designed compound A5 remained stable in the active center of the CDK2 protein, suggesting its potential as an effective inhibitor for the treatment of hepatocellular carcinoma. The findings of this study could contribute significantly to the development of effective CDK2 inhibitors.

Keywords: QSAR, ADMET, Thiazole, anticancer, molecular docking, molecular dynamic simulations, MMPBSA calculation

Procedia PDF Downloads 110

Authors: Bruno Tassin, Robin Treilles, Cleo Stratmann, Minh Trang Nguyen, Sam Azimi, Vincent Rocher, Rachid Dris, Johnny Gasperi

Abstract:

Microplastics (<5mm) in the environment and in hydro systems is one of the major present environmental issues. Over the last five years a research programme was conducted in order to assess the behavior of microplastics in the Seine river catchment, in a Man-Land-Sea continuum approach. Results show that microplastic concentration varies at the seasonal scale, but also at much smaller scales, during flood events and with tides in the estuary for instance. Moreover, microplastic sampling and characterization issues emerged throughout this work. The Seine river is a 750km long river flowing in Northwestern France. It crosses the Paris megacity (12 millions inhabitants) and reaches the English Channel after a 170 km long estuary. This site is a very relevant one to assess the effect of anthropogenic pollution as the mean river flow is low (mean flow around 350m³/s) while the human presence and activities are very intense. Monthly monitoring of the microplastic concentration took place over a 19-month period and showed significant temporal variations at all sampling stations but no significant upstream-downstream increase, indicating a possible major sink to the sediment. At the scale of a major flood event (winter and spring 2018), microplastic concentration shows an evolution similar to the well-known suspended solids concentration, with an increase during the increase of the flow and a decrease during the decrease of the flow. Assessing the position of the concentration peak in relation to the flow peak was unfortunately impossible. In the estuary, concentrations vary with time in connection with tides movements and in the water column in relation to the salinity and the turbidity. Although major gains of knowledge on the microplastic dynamics in the Seine river have been obtained over the last years, major gaps remain to deal mostly with the interaction with the dynamics of the suspended solids, the selling processes in the water column and the resuspension by navigation or shear stress increase. Moreover, the development of efficient chemical characterization techniques during the 5 year period of this pluriannual research programme led to the improvement of the sampling techniques in order to access smaller microplastics (>10µm) as well as larger but rare ones (>500µm).

Keywords: microplastics, Paris megacity, seine river, suspended solids

Procedia PDF Downloads 199

Authors: Mohamed Alimoussa, Alice Porebski, Nicolas Vandenbroucke, Rachid Oulad Haj Thami, Sana El Fkihi

Abstract:

Color and texture are highly discriminant visual cues that provide an essential information in many types of images. Color texture representation and classification is therefore one of the most challenging problems in computer vision and image processing applications. Color textures can be represented in different color spaces by using multiple image descriptors which generate a high dimensional set of texture features. In order to reduce the dimensionality of the feature set, feature selection techniques can be used. The goal of feature selection is to find a relevant subset from an original feature space that can improve the accuracy and efficiency of a classification algorithm. Traditionally, feature selection is focused on removing irrelevant features, neglecting the possible redundancy between relevant ones. This is why some feature selection approaches prefer to use feature clustering analysis to aid and guide the search. These techniques can be divided into two categories. i) Feature clustering-based ranking algorithm uses feature clustering as an analysis that comes before feature ranking. Indeed, after dividing the feature set into groups, these approaches perform a feature ranking in order to select the most discriminant feature of each group. ii) Feature clustering-based subset search algorithms can use feature clustering following one of three strategies; as an initial step that comes before the search, binded and combined with the search or as the search alternative and replacement. In this paper, we propose a new feature clustering-based sequential selection approach for the purpose of color texture representation and classification. Our approach is a three step algorithm. First, irrelevant features are removed from the feature set thanks to a class-correlation measure. Then, introducing a new automatic feature clustering algorithm, the feature set is divided into several feature clusters. Finally, a sequential search algorithm, based on a filter model and a separability measure, builds a relevant and non redundant feature subset: at each step, a feature is selected and features of the same cluster are removed and thus not considered thereafter. This allows to significantly speed up the selection process since large number of redundant features are eliminated at each step. The proposed algorithm uses the clustering algorithm binded and combined with the search. Experiments using a combination of two well known texture descriptors, namely Haralick features extracted from Reduced Size Chromatic Co-occurence Matrices (RSCCMs) and features extracted from Local Binary patterns (LBP) image histograms, on five color texture data sets, Outex, NewBarktex, Parquet, Stex and USPtex demonstrate the efficiency of our method compared to seven of the state of the art methods in terms of accuracy and computation time.

Keywords: feature selection, color texture classification, feature clustering, color LBP, chromatic cooccurrence matrix

Procedia PDF Downloads 138

Authors: Aiman Mazhar Qureshi, Ahmed Rachid

Abstract:

Extreme heat events are emerging human environmental health concerns in dense urban areas due to anthropogenic activities. High spatial and temporal resolution heat maps are important for urban heat adaptation and mitigation, helping to indicate hotspots that are required for the attention of city planners. The Heat Vulnerability Index (HVI) is the important approach used by decision-makers and urban planners to identify heat-vulnerable communities and areas that require heat stress mitigation strategies. Amiens is a medium-sized French city, where the average temperature has been increasing since the year 2000 by +1°C. Extreme heat events are recorded in the month of July for the last three consecutive years, 2018, 2019 and 2020. Poor air quality, especially ground-level ozone, has been observed mainly during the same hot period. In this study, we evaluated the HVI in Amiens during extreme heat days recorded last three years (2018,2019,2020). The Principal Component Analysis (PCA) technique is used for fine-scale vulnerability mapping. The main data we considered for this study to develop the HVI model are (a) socio-economic and demographic data; (b) Air pollution; (c) Land use and cover; (d) Elderly heat-illness; (e) socially vulnerable; (f) Remote sensing data (Land surface temperature (LST), mean elevation, NDVI and NDWI). The output maps identified the hot zones through comprehensive GIS analysis. The resultant map shows that high HVI exists in three typical areas: (1) where the population density is quite high and the vegetation cover is small (2) the artificial surfaces (built-in areas) (3) industrial zones that release thermal energy and ground-level ozone while those with low HVI are located in natural landscapes such as rivers and grasslands. The study also illustrates the system theory with a causal diagram after data analysis where anthropogenic activities and air pollution appear in correspondence with extreme heat events in the city. Our suggested index can be a useful tool to guide urban planners and municipalities, decision-makers and public health professionals in targeting areas at high risk of extreme heat and air pollution for future interventions adaptation and mitigation measures.

Keywords: heat vulnerability index, heat mapping, heat health-illness, remote sensing, urban heat mitigation

Procedia PDF Downloads 151

Authors: Malika Imoula, Rachid Saci, Renee Gatignol

Abstract:

A numerical investigation is carried out to analyze vortex flows in a free surface cylinder, driven by the independent rotation and differentially heated boundaries. As a basic uncontrolled isothermal flow, we consider configurations which exhibit steady axisymmetric toroidal type vortices which occur at the free surface; under given rates of the bottom disk uniform rotation and for selected aspect ratios of the enclosure. In the isothermal case, we show that sidewall differential rotation constitutes an effective kinematic means of flow control: the reverse flow regions may be suppressed under very weak co-rotation rates, while an enhancement of the vortex patterns is remarked under weak counter-rotation. However, in this latter case, high rates of counter-rotation reduce considerably the strength of the meridian flow and cause its confinement to a narrow layer on the bottom disk, while the remaining bulk flow is diffusion dominated and controlled by the sidewall rotation. The main control parameters in this case are the rotational Reynolds number, the cavity aspect ratio and the rotation rate ratio defined. Then, the study proceeded to consider the sensitivity of the vortex pattern, within the Boussinesq approximation, to a small temperature gradient set between the ambient fluid and an axial thin rod mounted on the cavity axis. Two additional parameters are introduced; namely, the Richardson number Ri and the Marangoni number Ma (or the thermocapillary Reynolds number). Results revealed that reducing the rod length induces the formation of on-axis bubbles instead of toroidal structures. Besides, the stagnation characteristics are significantly altered under the combined effects of buoyant-thermocapillary convection. Buoyancy, induced under sufficiently high Ri, was shown to predominate over the thermocapillay motion; causing the enhancement (suppression) of breakdown when the rod is warmer (cooler) than the ambient fluid. However, over small ranges of Ri, the sensitivity of the flow to surface tension gradients was clearly evidenced and results showed its full control over the occurrence and location of breakdown. In particular, detailed timewise evolution of the flow indicated that weak thermocapillary motion was sufficient to prevent the formation of toroidal patterns. These latter detach from the surface and undergo considerable size reduction while moving towards the bulk flow before vanishing. Further calculations revealed that the pattern reappears with increasing time as steady bubble type on the rod. However, in the absence of the central rod and also in the case of small rod length l, the flow evolved into steady state without any breakdown.

Keywords: buoyancy, cylinder, surface tension, toroidal vortex

Procedia PDF Downloads 360

Authors: Brady Manescau, Ilyas Sellami, Khaled Chetehouna, Charles De Izarra, Rachid Nait-Said, Fati Zidani

Abstract:

During a fire in an oil and gas refinery, several thermal accidents can occur and cause serious damage to people and environment. Among these accidents, the BLEVE (Boiling Liquid Expanding Vapor Explosion) is most observed and remains a major concern for risk decision-makers. It corresponds to a violent vaporization of explosive nature following the rupture of a vessel containing a liquid at a temperature significantly higher than its normal boiling point at atmospheric pressure. Their effects on the environment generally appear in three ways: blast overpressure, radiation from the fireball if the liquid involved is flammable and fragment hazards. In order to estimate the potential damage that would be caused by such an explosion, risk decision-makers often use quantitative risk analysis (QRA). This analysis is a rigorous and advanced approach that requires a reliable data in order to obtain a good estimate and control of risks. However, in most cases, the data used in QRA are obtained from the empirical correlations. These empirical correlations generally overestimate BLEVE effects because they are based on simplifications and do not take into account real parameters like the geometry effect. Considering that these risk analyses are based on an assessment of BLEVE effects on human life and plant equipment, more precise and reliable data should be provided. From this point of view, the CFD modeling of BLEVE effects appears as a solution to the empirical law limitations. In this context, the main objective is to develop a numerical tool in order to predict BLEVE thermal effects using the CFD code FDS version 6. Simulations are carried out with a mesh size of 1 m. The fireball source is modeled as a vertical release of hot fuel in a short time. The modeling of fireball dynamics is based on a single step combustion using an EDC model coupled with the default LES turbulence model. Fireball characteristics (diameter, height, heat flux and lifetime) issued from the large scale BAM experiment are used to demonstrate the ability of FDS to simulate the various steps of the BLEVE phenomenon from ignition up to total burnout. The influence of release parameters such as the injection rate and the radiative fraction on the fireball heat flux is also presented. Predictions are very encouraging and show good agreement in comparison with BAM experiment data. In addition, a numerical study is carried out on an operational propane accumulator in an Algerian gas processing plant of SONATRACH company located in the Hassi R’Mel Gas Field (the largest gas field in Algeria).

Keywords: BLEVE effects, CFD, FDS, fireball, LES, QRA

Procedia PDF Downloads 186

Authors: Rachid Belhachemi, Pierre Rostan, Alexandra Rostan

Abstract:

This paper develops a discrete-time option pricing model for index options. The model consists of two key ingredients. First, daily stock return innovations are driven by a continuous hidden threshold mixed skew-normal (HTSN) distribution which generates conditional non-normality that is needed to fit daily index return. The most important feature of the HTSN is the inclusion of a latent state variable with a continuum of states, unlike the traditional mixture distributions where the state variable is discrete with little number of states. The HTSN distribution belongs to the class of univariate probability distributions where parameters of the distribution capture the dependence between the variable of interest and the continuous latent state variable (the regime). The distribution has an interpretation in terms of a mixture distribution with time-varying mixing probabilities. It has been shown empirically that this distribution outperforms its main competitor, the mixed normal (MN) distribution, in terms of capturing the stylized facts known for stock returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence. Second, heteroscedasticity in the model is captured by a threeexogenous-factor GARCH model (GARCHX), where the factors are taken from the principal components analysis of various world indices and presents an application to option pricing. The factors of the GARCHX model are extracted from a matrix of world indices applying principal component analysis (PCA). The empirically determined factors are uncorrelated and represent truly different common components driving the returns. Both factors and the eight parameters inherent to the HTSN distribution aim at capturing the impact of the state of the economy on price levels since distribution parameters have economic interpretations in terms of conditional volatilities and correlations of the returns with the hidden continuous state. The PCA identifies statistically independent factors affecting the random evolution of a given pool of assets -in our paper a pool of international stock indices- and sorting them by order of relative importance. The PCA computes a historical cross asset covariance matrix and identifies principal components representing independent factors. In our paper, factors are used to calibrate the HTSN-GARCHX model and are ultimately responsible for the nature of the distribution of random variables being generated. We benchmark our model to the MN-GARCHX model following the same PCA methodology and the standard Black-Scholes model. We show that our model outperforms the benchmark in terms of RMSE in dollar losses for put and call options, which in turn outperforms the analytical Black-Scholes by capturing the stylized facts known for index returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence.

Keywords: continuous hidden threshold, factor models, GARCHX models, option pricing, risk-premium

Procedia PDF Downloads 297

Authors: Soumia Hammadi, Imane Nouacer, Lamine Hamida, Younes A. Hammadi, Rachid Chaibi

Abstract:

Aims and objective: In the present work, we investigate the impact of both acute and chronic diabetes mellitus induced by streptozotocin (STZ) on the hypothalamus of the small gerbil (Gerbillus gerbillus). In this purpose, we aimed to study the histologic structure of the gerbil’s hypothalamic supraoptic (NSO) and paraventricular nucleus (NPV) at two distinct time points: two days and 30 days after diabetes onset. Methods: We conducted our investigation using 19 adult male gerbils weighing 25 to 28 g, divided into three groups as follow: Group I: Control gerbils (n=6) received an intraperitoneal injection of citrate buffer. Group II: STZ-diabetic gerbils (n=8) received a single intraperitoneal injection of STZ at a dose of 165 mg/kg of body weight. Diabetes onset (D0) is considered with the first hyperglycemia level exceeding 2,5 g/L. This group was further divided into two subgroups: Group II-1: Experimental Gerbils, at acute state of diabetes (n=8) sacrificed after 02 days of diabetes onset, Group II-2: Experimental Gerbils at chronic state of diabetes (n=7) sacrificed after 30 days of diabetes onset. Two and 30 days after diabetes onset, gerbils had blood drawn from the retro-orbital sinus into EDTA tubes. After centrifugation at -4°C, plasma was frozen at -80°C for later measurement of Cortisol, ACTH, and insulin. Afterward, animals were decapitated; their brain was removed, weighed, fixed in aqueous bouin, and processed and stained with Toluidine Bleu stain for histo-stereological analysis. A comparison was done with control gerbils treated with citrate buffer. Results: Compared to control gerbils, at 02 Days post diabetes onset, the neuronal somata of the paraventricular (NPV) and supraoptic nuclei (NSO) expressed numerous vacuoles of various sizes, we distinct also a neuronal juxtaposition and several unidentifiable vacuolated profiles were also seen in the neuropile. At the same time, we revealed the presence of à shrunken and condensed nuclei, which seem to touch the parvocellular neurons ( NPV); this leads us to suggest the presence of an apoptotic process in the early stage of diabetes. At 30 days of diabetes mellitus, the NPV manifests a few neurons with a distant appearance, in addition the magnocellular neurons in both NPV and NSO were hypertrophied with a rich euchromatin nucleus, a well-defined nucleolus, and a granular cytoplasm. Despite the neuronal degeneration at this stage, unexpectedly, ACTH registers a continuous significant high level compared to the early stage of diabetes mellitus and to control gerbils. Conclusion: The results suggest that the induction of diabetes mellitus using STZ in the small gerbils lead to alterations in the structure and morphology of the hypothalamus and hyper-secretion of ACTH and cortisol, possibly indicating hyperactivity of the hypothalamo-pituitary adrenal axis (HPA) during both the early and later stages of the disease. The subsequent quantitative evaluation of CRH, immunehistochemical evaluation of apoptosis, and oxidative stress assessment could corroborate our results.

Keywords: diabetes type 1., streptozotocin., small gerbil., hypothalamus., paraventricular nucleus., supraoptic nucleus.

Procedia PDF Downloads 75

Authors: John Hardy

Abstract:

Over the last decade, the increasing utility of extremist narratives to the operational effectiveness of terrorist organizations has been evidenced by the proliferation of inspired or affiliated attacks across the world. Famous examples such as regional al-Qaeda affiliates and the self-styled “Islamic State” demonstrate the effectiveness of leveraging communication technologies to disseminate propaganda, recruit members, and orchestrate attacks. Terrorist organizations with the capacity to harness the communicative power offered by digital communication technologies and effective political narratives have held an advantage over their targets in recent years. Terrorists have leveraged the perceived legitimacy of grass-roots actors to appeal to a global audience of potential supporters and enemies alike, and have wielded a proficiency in profile-raising which remains unmatched by counter terrorism narratives around the world. In contrast, many attempts at propagating official counter-narratives have been received by target audiences as illegitimate, top-down and impersonally bureaucratic. However, the benefits provided by widespread communication and extremist narratives have come at an operational cost. Terrorist organizations now face a significant challenge in protecting their access to communications technologies and authority over the content they create and endorse. The dissemination of effective narratives has emerged as a core function of terrorist organizations with international reach via inspired or affiliated attacks. As such, it has become a critical function which can be targeted by intelligence and security forces. This study applies network targeting principles which have been used by coalition forces against a range of non-state actors in the Middle East and South Asia to the communicative function of terrorist organizations. This illustrates both a conceptual link between functional targeting and operational disruption in the abstract and a tangible impact on the operational effectiveness of terrorists by degrading communicative ability and legitimacy. Two case studies highlight the utility of applying functional targeting against terrorist organizations. The first case is the targeted killing of Anwar al-Awlaki, an al-Qaeda propagandist who crafted a permissive narrative and effective propaganda videos to attract recruits who committed inspired terrorist attacks in the US and overseas. The second is a series of operations against Islamic State propagandists in Syria, including the capture or deaths of a cadre of high profile Islamic State members, including Junaid Hussain, Abu Mohammad al-Adnani, Neil Prakash, and Rachid Kassim. The group of Islamic State propagandists were linked to a significant rise in affiliated and enabled terrorist attacks and were subsequently targeted by law enforcement and military agencies. In both cases, the disruption of communication between the terrorist organization and recruits degraded both communicative and operational functions. Effective functional targeting on member recruitment and operational tempo suggests that narratives are a critical function which can be leveraged against terrorist organizations. Further application of network targeting methods to terrorist narratives may enhance the efficacy of a range of counter terrorism techniques employed by security and intelligence agencies.

Keywords: countering violent extremism, counter terrorism, intelligence, terrorism, violent extremism

Procedia PDF Downloads 292

Authors: Rachid Dris, Robin Treilles, Max Beaurepaire, Minh Trang Nguyen, Sam Azimi, Vincent Rocher, Johnny Gasperi, Bruno Tassin

Abstract:

Microplastic sources and fluxes in urban catchments are only poorly studied. Most often, the approaches taken focus on a single source and only carry out a description of the contamination levels and type (shape, size, polymers). In order to gain an improved knowledge of microplastic inputs at urban scales, estimating and comparing various fluxes is necessary. The Laboratoire Eau, Environnement et Systèmes Urbains (LEESU), the Laboratoire Eau Environnement (LEE) and the SIAAP (Service public de l’assainissement francilien) initiated several projects to investigate different urban sources and flows of microplastics. A systemic approach is undertaken at the scale of Paris Megacity, and several compartments are considered, including atmospheric fallout, wastewater treatments plants, runoff and combined sewer overflows. These investigations are carried out within the Limnoplast and OPUR projects. Atmospheric fallout was sampled during consecutive periods ranging from 2 to 3 weeks with a stainless-steel funnel. Both wet and dry periods were considered. Different treatment steps were sampled in 2 wastewater treatment plants (Seine-Amont for activated sludge and Seine-Centre for biofiltration) of the SIAAP, including sludge samples. Microplastics were also investigated in combined sewer overflows as well as in stormwater at the outlet suburban catchment (Sucy-en-Brie, France) during four rain events. Samples are treated using hydroperoxide digestion (H₂O₂ 30 %) in order to reduce organic material. Microplastics are then extracted from the samples with a density separation step using NaI (d=1.6 g.cm⁻³). Samples are filtered on metallic filters with a porosity of 14 µm between steps to separate them from the solutions (H₂O₂ and NaI). The last filtration was carried out on alumina filters. Infrared mapping analysis (using a micro-FTIR with an MCT detector) is performed on each alumina filter. The resulting maps are analyzed using a microplastic analysis software simple, developed by Aalborg University, Denmark and Alfred Wegener Institute, Germany. Blanks were systematically carried out to consider sample contamination. This presentation aims at synthesizing the data found in the various projects. In order to carry out a systemic approach and compare the various inputs, all the data were converted into annual microplastic fluxes (number of microplastics per year), and extrapolated to the Parisian agglomeration. PP, PE and alkyd are the most prevalent polymers found in storm water samples. Rain intensity and microplastic concentrations did not show any clear correlation. Considering the runoff volumes and the impervious surface area of the studied catchment, a flux of 4*107–9*107 MPs.yr⁻¹.ha⁻¹ was estimated. Samples of wastewater treatment plants and atmospheric fallout are currently being analyzed in order to finalize this assessment. The representativeness of such samplings and uncertainties related to the extrapolations will be discussed and gaps in knowledge will be identified. The data provided by such an approach will help to prioritize future research as well as policy efforts.

Keywords: microplastics, atmosphere, wastewater, urban runoff, Paris megacity, urban waters

Procedia PDF Downloads 181

Authors: Mamert Mbonimpa, Ousseynou Kanteye, Élysée Tshibangu Ngabu, Rachid Amrou, Abdelkabir Maqsoud, Tikou Belem

Abstract:

The management of mine wastes (waste rocks and tailings) containing sulphide minerals such as pyrite and pyrrhotite represents the main environmental challenge for the mining industry. Indeed, acid mine drainage (AMD) can be generated when these wastes are exposed to water and air. AMD is characterized by low pH and high concentrations of heavy metals, which are toxic to plants, animals, and humans. It affects the quality of the ecosystem through water and soil pollution. Different techniques involving soil materials can be used to control AMD generation, including impermeable covers (compacted clays) and oxygen barriers. The latter group includes covers with capillary barrier effects (CCBE), a multilayered cover that include the moisture retention layer playing the role of an oxygen barrier. Once AMD is produced at a mine site, it must be treated so that the final effluent at the mine site complies with regulations and can be discharged into the environment. Active neutralization with lime is one of the treatment methods used. This treatment produces sludge that is usually stored in sedimentation ponds. Other sludge management alternatives have been examined in recent years, including sludge co-disposal with tailings or waste rocks, disposal in underground mine excavations, and storage in technical landfill sites. Considering the ability of AMD neutralization sludge to maintain an alkaline to neutral pH for decades or even centuries, due to the excess alkalinity induced by residual lime within the sludge, valorization of sludge in specific applications could be an interesting management option. If done efficiently, the reuse of sludge could free up storage ponds and thus reduce the environmental impact. It should be noted that mixtures of sludge and soils could potentially constitute usable materials in CCBE for the rehabilitation of acid-generating mine sites, while sludge alone is not suitable for this purpose. The high sludge water content (up to 300%), even after sedimentation, can, however, constitute a geotechnical challenge. Adding lime to the mixtures can reduce the water content and improve the geotechnical properties. The objective of this paper is to investigate the impact of the sludge content (30, 40 and 50%) in sand-sludge mixtures (SSM) on their hydrogeotechnical properties (compaction, shrinkage behaviour, saturated hydraulic conductivity, and water retention curve). The impact of lime addition (dosages from 2% to 6%) on the moisture content, dry density after compaction and saturated hydraulic conductivity of SSM was also investigated. Results showed that sludge adding to sand significantly improves the saturated hydraulic conductivity and water retention capacity, but the shrinkage increased with sludge content. The dry density after compaction of lime-treated SSM increases with the lime dosage but remains lower than the optimal dry density of the untreated mixtures. The saturated hydraulic conductivity of lime-treated SSM after 24 hours of cure decreases by 3 orders of magnitude. Considering the hydrogeotechnical properties obtained with these mixtures, it would be possible to design CCBE whose moisture retention layer is made of SSM. Physical laboratory models confirmed the performance of such CCBE.

Keywords: mine waste, AMD neutralization sludge, sand-sludge mixture, hydrogeotechnical properties, mine site reclamation, CCBE

Procedia PDF Downloads 57

Authors: Rachid Essamoud, Abdelkrim Afenzar, Ahmed Belqadi

Abstract:

During the Early Mesozoic, the northwestern part of the African continent was affected by initial fracturing associated with the early stages of the opening of the Central Atlantic (Atlantic Rift). During this rifting phase, the Moroccan Meseta experienced an extensive tectonic regime. This extension favored the formation of a set of rift-type basins, including the Mohammedia-Benslimane-ElGara-Berrechid basin. Thus, it is essential to know the nature of the deposits in this basin and their evolution over time as well as their relationship with the basaltic effusion of the Central Atlantic Magmatic Province (CAMP). These deposits are subdivided into two large series: The Lower clay-salt series attributed to the Triassic and the Upper clay-salt series attributed to the Liassic. The two series are separated by the Upper Triassic-Lower Liassic basaltic complex. The detailed sedimentological analysis made it possible to characterize four mega-sequences, fifteen types of facies and eight architectural elements and facies associations in the Triassic series. A progressive decrease observed in paleo-slope over time led to the evolution of the paleoenvironment from a proximal system of alluvial fans to a braided fluvial style, then to an anastomosed system. These environments eventually evolved into an alluvial plain associated with a coastal plain where playa lakes, mudflats and lagoons had developed. The pure and massive halitic facies at the top of the series probably indicate an evolution of the depositional environment towards a shallow subtidal environment. The presence of these evaporites indicates a climate that favored their precipitation, in this case, a fairly hot and humid climate. The sedimentological analysis of the supra-basaltic part shows that during the Lower Liassic, the paleopente after basaltic effusion remained weak with distal environments. The faciological analysis revealed the presence of four major sandstone, silty, clayey and evaporitic lithofacies organized in two mega-sequences: the sedimentation of the first rock-salt mega-sequence took place in a brine depression system free, followed by saline mudflats under continental influences. The upper clay mega-sequence displays facies documenting sea level fluctuations from the final transgression of the Tethys or the opening Atlantic. Saliferous sedimentation is therefore favored from the Upper Triassic, but experienced a sudden rupture by the emission of basaltic flows which are interstratified in the azoic salt clays of very shallow seas. This basaltic emission which belongs to the CAMP would come from a fissural volcanism probably carried out through transfer faults located in the NW and SE of the basin. Their emplacement is probably subaquatic to subaerial. From a chronological and paleogeographic point of view, this main volcanism, dated between the Upper Triassic and the Lower Liassic (180-200 MA), is linked to the fragmentation of Pangea and managed by a progressive expansion triggered in the West in close relation with the initial phases of Central Atlantic rifting and seems to coincide with the major mass extinction at the Triassic-Jurassic boundary.

Keywords: Basalt, CAMP, Liassic, sedimentology, Triassic, Morocco

Procedia PDF Downloads 75