Search results for: Maatoug Hassine

Authors: Maatoug Hassine, Mourad Hrizi

Abstract:

In this paper, we consider a geometric inverse source problem for the heat equation with Dirichlet and Neumann boundary data. We will reconstruct the exact form of the unknown source term from additional boundary conditions. Our motivation is to detect the location, the size and the shape of source support. We present a one-shot algorithm based on the Kohn-Vogelius formulation and the topological gradient method. The geometric inverse source problem is formulated as a topology optimization one. A topological sensitivity analysis is derived from a source function. Then, we present a non-iterative numerical method for the geometric reconstruction of the source term with unknown support using a level curve of the topological gradient. Finally, we give several examples to show the viability of our presented method.

Keywords: geometric inverse source problem, heat equation, topological optimization, topological sensitivity, Kohn-Vogelius formulation

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Authors: Abderrazek Ben Maatoug, Ibrahim Fatnassi, Wassim Ben Ayed

Abstract:

In this paper we investigate the issue of market risk quantification for Middle East and North Africa (MENA) Islamic market equity. We use Value-at-Risk (VaR) as a measure of potential risk in Islamic stock market, for long and short position, based on Riskmetrics model and the conditional parametric ARCH class model volatility with normal, student and skewed student distribution. The sample consist of daily data for the 2006-2014 of 11 Islamic stock markets indices. We conduct Kupiec and Engle and Manganelli tests to evaluate the performance for each model. The main finding of our empirical results show that (i) the superior performance of VaR models based on the Student and skewed Student distribution, for the significance level of α=1% , for all Islamic stock market indices, and for both long and short trading positions (ii) Risk Metrics model, and VaR model based on conditional volatility with normal distribution provides the best accurate VaR estimations for both long and short trading positions for a significance level of α=5%.

Keywords: value-at-risk, risk management, islamic finance, GARCH models

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Authors: Amira ben Hassine, A. Valverde, V. Serafín, C. Muñoz-San Martín, M. Garranzo-Asensio, M. Gamella, R. Barderas, M. Pedrero, N. Raouafi, S. Campuzano, P. Yáñez-Sedeño, J. M. Pingarrón

Abstract:

This work describes the development of a dual electrochemical immunosensing platform for accurate determination of two target proteins, IL-13 Receptor α2 (IL-13Rα2) and E-cadherin (E-cad). The proposed methodology is based on the use of sandwich immunosensing approaches (involving horseradish peroxidase-labeled detector antibodies) implemented onto magnetic microbeads (MBs) and amperometric transduction at screen-printed dual carbon electrodes (SPdCEs). The magnetic bioconjugates were captured onto SPdCEs and the amperometric transduction was performed using the H2O2/hydroquinone (HQ) system. Under optimal experimental conditions, the developed bio platform demonstrates linear concentration ranges of 1.0–25 and 5.0-100 ng mL-1, detection limits of 0.28 and 1.04 ng mL-1 for E-cad and IL-13Rα2, respectively, and excellent selectivity against other non-target proteins. The developed immuno-platform also offers a good reproducibility among amperometric responses provided by nine different sensors constructed in the same manner (Relative Standard Deviation values of 3.1% for E-cad and 4.3% for IL-13Rα2). Moreover, obtained results confirm the practical applicability of this bio-platform for the accurate determination of the endogenous levels of both extracellular receptors in colon cancer cells (both intact and lysed) with different metastatic potential and serum and tissues from patients diagnosed with colorectal cancer at different grades. Interesting features in terms of, simplicity, speed, portability and sample amount required to provide quantitative results, make this immuno-platform more compatible than conventional methodologies with the clinical diagnosis and prognosis at the point of care.

Keywords: electrochemistry, mmunosensors, biosensors, E-cadherin, IL-13 receptor α2, cancer colorectal

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