Search results for: Usman D. Hamza
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 61

Search results for: Usman D. Hamza

31 Adsorption Refrigeration Working Pairs: The State-of-the-Art in the Application

Authors: Ahmed N. Shmroukh, Ahmed Hamza H. Ali, Ali K. Abel-Rahman

Abstract:

Adsorption refrigeration working pair is a vital and is the main component in the adsorption refrigeration machine. Therefore the development key is laying on the adsorption pair that leads to the improvement of the adsorption refrigeration machine. In this study the state-of-the-art in the application of the adsorption refrigeration working pairs in both classical and modern adsorption pairs are presented, compared and summarized. It is found that the maximum adsorption capacity for the classical working pairs was 0.259kg/kg for activated carbon/methanol and that for the modern working pairs was 2kg/kg for maxsorb III/R-134a. The study concluded that, the performances of the adsorption working pairs of adsorption cooling systems are still need further investigations as well as developing adsorption pairs having higher sorption capacity with low or no impact on environmental, to build compact, efficient, reliable and long life performance adsorption chillier. Also, future researches need to be focused on designing the adsorption system that provide efficient heating and cooling for the adsorbent materials through distributing the adsorbent material over heat exchanger surface, to allow good heat and mass transfer between the adsorbent and the refrigerant.

Keywords: Adsorption, Adsorbent/Adsorbate Pairs, Refrigeration.

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30 Deterministic Random Number Generator Algorithm for Cryptosystem Keys

Authors: Adi A. Maaita, Hamza A. A. Al_Sewadi

Abstract:

One of the crucial parameters of digital cryptographic systems is the selection of the keys used and their distribution. The randomness of the keys has a strong impact on the system’s security strength being difficult to be predicted, guessed, reproduced, or discovered by a cryptanalyst. Therefore, adequate key randomness generation is still sought for the benefit of stronger cryptosystems. This paper suggests an algorithm designed to generate and test pseudo random number sequences intended for cryptographic applications. This algorithm is based on mathematically manipulating a publically agreed upon information between sender and receiver over a public channel. This information is used as a seed for performing some mathematical functions in order to generate a sequence of pseudorandom numbers that will be used for encryption/decryption purposes. This manipulation involves permutations and substitutions that fulfill Shannon’s principle of “confusion and diffusion”. ASCII code characters were utilized in the generation process instead of using bit strings initially, which adds more flexibility in testing different seed values. Finally, the obtained results would indicate sound difficulty of guessing keys by attackers.

Keywords: Cryptosystems, Information Security agreement, Key distribution, Random numbers.

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29 Combined Model Predictive Controller Technique for Enhancing NAO Gait Stabilization

Authors: Brahim Brahmi, Mohammed Hamza Laraki, Mohammad Habibur Rahman, Islam M. Rasedul, M. Assad Uz-Zaman

Abstract:

The humanoid robot, specifically the NAO robot must be able to provide a highly dynamic performance on the soccer field. Maintaining the balance of the humanoid robot during the required motion is considered as one of a challenging problems especially when the robot is subject to external disturbances, as contact with other robots. In this paper, a dynamic controller is proposed in order to ensure a robust walking (stabilization) and to improve the dynamic balance of the robot during its contact with the environment (external disturbances). The generation of the trajectory of the center of mass (CoM) is done by a model predictive controller (MPC) conjoined with zero moment point (ZMP) technique. Taking into account the properties of the rotational dynamics of the whole-body system, a modified previous control mixed with feedback control is employed to manage the angular momentum and the CoM’s acceleration, respectively. This latter is dedicated to provide a robust gait of the robot in the presence of the external disturbances. Simulation results are presented to show the feasibility of the proposed strategy.

Keywords: Preview control, walking, stabilization, humanoid robot.

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28 Impact of Brand Origin on Brand Loyalty: A Case of Personal Care Products in Pakistan

Authors: Aimen Batool Bint-E-Rashid, Syed Muhammad Dawood Ali Shah, Muhammad Usman Farooq, Mahgul Anwar

Abstract:

As the world is progressing, the needs and demands of the consumer market are also changing. Nowadays the trends of consumer purchase decisions are dependent upon multiple factors. This study aims to identify the influential impact of country of origin over the perception and devotion towards daily personal care products specifically in reference to the knowledge and awareness regarding that particular brand in Pakistan. To corroborate this study, a 30-item brand origin questionnaire has been used with 300 purchase decision makers belonging to different age groups. To illustrate this study, a model has been developed based on brand origin, brand awareness and brand loyalty. Correlation and regression analysis have been used to find out the results which conclude the findings on the perspective of Pakistan’s consumer market as that brand origin has a direct relationship with brand loyalty provided that the consumer has a positive brand awareness. Support for the fact that brand origin impacts brand loyalty through brand awareness has been presented in this study.

Keywords: Brand awareness, brand loyalty, brand origin, personal care products, P&G, Unilever.

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27 Frequent Itemset Mining Using Rough-Sets

Authors: Usman Qamar, Younus Javed

Abstract:

Frequent pattern mining is the process of finding a pattern (a set of items, subsequences, substructures, etc.) that occurs frequently in a data set. It was proposed in the context of frequent itemsets and association rule mining. Frequent pattern mining is used to find inherent regularities in data. What products were often purchased together? Its applications include basket data analysis, cross-marketing, catalog design, sale campaign analysis, Web log (click stream) analysis, and DNA sequence analysis. However, one of the bottlenecks of frequent itemset mining is that as the data increase the amount of time and resources required to mining the data increases at an exponential rate. In this investigation a new algorithm is proposed which can be uses as a pre-processor for frequent itemset mining. FASTER (FeAture SelecTion using Entropy and Rough sets) is a hybrid pre-processor algorithm which utilizes entropy and roughsets to carry out record reduction and feature (attribute) selection respectively. FASTER for frequent itemset mining can produce a speed up of 3.1 times when compared to original algorithm while maintaining an accuracy of 71%.

Keywords: Rough-sets, Classification, Feature Selection, Entropy, Outliers, Frequent itemset mining.

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26 Trusting Smart Speakers: Analysing the Different Levels of Trust between Technologies

Authors: Alec Wells, Aminu Bello Usman, Justin McKeown

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The growing usage of smart speakers raises many privacy and trust concerns compared to other technologies such as smart phones and computers. In this study, a proxy measure of trust is used to gauge users’ opinions on three different technologies based on an empirical study, and to understand which technology most people are most likely to trust. The collected data were analysed using the Kruskal-Wallis H test to determine the statistical differences between the users’ trust level of the three technologies: smart speaker, computer and smart phone. The findings of the study revealed that despite the wide acceptance, ease of use and reputation of smart speakers, people find it difficult to trust smart speakers with their sensitive information via the Direct Voice Input (DVI) and would prefer to use a keyboard or touchscreen offered by computers and smart phones. Findings from this study can inform future work on users’ trust in technology based on perceived ease of use, reputation, perceived credibility and risk of using technologies via DVI.

Keywords: Direct voice input, risk, security, technology and trust.

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25 A Framework for Scalable Autonomous P2P Resource Discovery for the Grid Implementation

Authors: Hesham A. Ali, Mofreh M. Salem, Ahmed A. Hamza

Abstract:

Recently, there have been considerable efforts towards the convergence between P2P and Grid computing in order to reach a solution that takes the best of both worlds by exploiting the advantages that each offers. Augmenting the peer-to-peer model to the services of the Grid promises to eliminate bottlenecks and ensure greater scalability, availability, and fault-tolerance. The Grid Information Service (GIS) directly influences quality of service for grid platforms. Most of the proposed solutions for decentralizing the GIS are based on completely flat overlays. The main contributions for this paper are: the investigation of a novel resource discovery framework for Grid implementations based on a hierarchy of structured peer-to-peer overlay networks, and introducing a discovery algorithm utilizing the proposed framework. Validation of the framework-s performance is done via simulation. Experimental results show that the proposed organization has the advantage of being scalable while providing fault-isolation, effective bandwidth utilization, and hierarchical access control. In addition, it will lead to a reliable, guaranteed sub-linear search which returns results within a bounded interval of time and with a smaller amount of generated traffic within each domain.

Keywords: Grid computing, grid information service, P2P, resource discovery.

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24 Sinusoidal Roughness Elements in a Square Cavity

Authors: M. Yousaf, S. Usman

Abstract:

Numerical studies were conducted using Lattice Boltzmann Method (LBM) to study the natural convection in a square cavity in the presence of roughness. An algorithm based on a single relaxation time Bhatnagar-Gross-Krook (BGK) model of Lattice Boltzmann Method (LBM) was developed. Roughness was introduced on both the hot and cold walls in the form of sinusoidal roughness elements. The study was conducted for a Newtonian fluid of Prandtl number (Pr) 1.0. The range of Ra number was explored from 10^3 to 10^6 in a laminar region. Thermal and hydrodynamic behavior of fluid was analyzed using a differentially heated square cavity with roughness elements present on both the hot and cold wall. Neumann boundary conditions were introduced on horizontal walls with vertical walls as isothermal. The roughness elements were at the same boundary condition as corresponding walls. Computational algorithm was validated against previous benchmark studies performed with different numerical methods, and a good agreement was found to exist. Results indicate that the maximum reduction in the average heat transfer was 16.66 percent at Ra number 10^5.

Keywords: Lattice Boltzmann Method Natural convection, Nusselt Number Rayleigh number, Roughness.

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23 Ligand-Depended Adsorption Characteristics of Silver Nanoparticles on Activated Carbon

Authors: Hamza Simsir, Nurettin Eltugral, Selhan Karagoz

Abstract:

Surface modification and functionalization has been an important tool for scientists in order to open new frontiers in nanoscience and nanotechnology. Desired surface characteristics for the intended applications can be achieved with surface functionalization. In this work, the effect of water soluble ligands on the adsorption capabilities of silver nanoparticles onto AC which was synthesized from German beech wood was investigated. Sodium borohydride (NaBH4) and polyvinyl alcohol (PVA) were used as the ligands. Silver nanoparticles with different surface coatings have average sizes range from 10 to 13 nm. They were synthesized in aqueous media by reducing Ag (I) ion in the presence of ligands. These particles displayed adsorption tendencies towards AC when they were mixed together and shaken in distilled water. Silver nanoparticles (NaBH4-AgNPs) reduced and stabilized by NaBH4 adsorbed onto AC with a homogenous dispersion of aggregates with sizes in the range of 100-400 nm. Beside, silver nanoparticles, which were prepared in the presence of both NaBH4 and PVA (NaBH4/PVA-Ag NPs), demonstrated that NaBH4/PVA-Ag NPs adsorbed and dispersed homogenously but, they aggregated with larger sizes on the AC surface (range from 300 to 600 nm). In addition, desorption resistance of Ag nanoparticles were investigated in distilled water. According to the results AgNPs were not desorbed on the AC surface in distilled water.

Keywords: Activated carbon, adsorption, ligand, silver nanoparticles.

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22 Blockchain for IoT Security and Privacy in Healthcare Sector

Authors: Umair Shafique, Hafiz Usman Zia, Fiaz Majeed, Samina Naz, Javeria Ahmed, Maleeha Zainab

Abstract:

The Internet of Things (IoT) has become a hot topic for the last couple of years. This innovative technology has shown promising progress in various areas and the world has witnessed exponential growth in multiple application domains. Researchers are working to investigate its aptitudes to get the best from it by harnessing its true potential. But at the same time, IoT networks open up a new aspect of vulnerability and physical threats to data integrity, privacy, and confidentiality. It is due to centralized control, data silos approach for handling information, and a lack of standardization in the IoT networks. As we know, blockchain is a new technology that involves creating secure distributed ledgers to store and communicate data. Some of the benefits include resiliency, integrity, anonymity, decentralization, and autonomous control. The potential for blockchain technology to provide the key to managing and controlling IoT has created a new wave of excitement around the idea of putting that data back into the hands of the end-users. In this manuscript, we have proposed a model that combines blockchain and IoT networks to address potential security and privacy issues in the healthcare domain and how various stakeholders will interact with the system.

Keywords: Internet of Things, IoT, blockchain, data integrity, authentication, data privacy.

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21 Assessment of Time-Lapse in Visible and Thermal Face Recognition

Authors: Sajad Farokhi, Siti Mariyam Shamsuddin, Jan Flusser, Usman Ullah Sheikh

Abstract:

Although face recognition seems as an easy task for human, automatic face recognition is a much more challenging task due to variations in time, illumination and pose. In this paper, the influence of time-lapse on visible and thermal images is examined. Orthogonal moment invariants are used as a feature extractor to analyze the effect of time-lapse on thermal and visible images and the results are compared with conventional Principal Component Analysis (PCA). A new triangle square ratio criterion is employed instead of Euclidean distance to enhance the performance of nearest neighbor classifier. The results of this study indicate that the ideal feature vectors can be represented with high discrimination power due to the global characteristic of orthogonal moment invariants. Moreover, the effect of time-lapse has been decreasing and enhancing the accuracy of face recognition considerably in comparison with PCA. Furthermore, our experimental results based on moment invariant and triangle square ratio criterion show that the proposed approach achieves on average 13.6% higher in recognition rate than PCA.

Keywords: Infrared Face recognition, Time-lapse, Zernike moment invariants

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20 Assessment of the Administration and Services of Public Access Computers in Academic Libraries in Kaduna State, Nigeria

Authors: Usman Ahmed Adam, Umar Ibrahim, Ezra S. Gbaje

Abstract:

This study is posed to explore the practice of Public Access Computers (PACs) in academic libraries in Kaduna State, Nigeria. The study aimed to determine the computers and other tools available, their services and challenges of the practices. Three questions were framed to identify number of public computers and tools available, their services and problems faced during the practice. The study used qualitative research design along with semi-constructed interview and observation as tools for data collection. Descriptive analysis was employed to analyze the data. The sample size of the study comprises 52 librarian and IT staff from the seven academic institutions in Kaduna State. The findings revealed that, PACs were provided for access to the Internet, digital resources, library catalogue and training services. The study further explored that, despite the limit number of the computers, users were not allowed to enjoy many services. The study recommends that libraries in Kaduna state should provide more public computers to be able to cover the population of their users; libraries should allow users to use the computers without limitations and restrictions.

Keywords: Academic libraries, computers in the library, digital libraries, public computers.

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19 The Use of SD Bioline TB AgMPT64® Detection Assay for Rapid Characterization of Mycobacteria in Nigeria

Authors: S. Ibrahim, U. B. Abubakar, S. Danbirni, A. Usman, F. M. Ballah, C. A. Kudi, L. Lawson, G. H. Abdulrazak, I. A. Abdulkadir

Abstract:

Performing culture and characterization of mycobacteria in low resource settings like Nigeria is a very difficult task to undertake because of the very few and limited laboratories carrying out such an experiment; this is a largely due to stringent and laborious nature of the tests. Hence, a rapid, simple and accurate test for characterization is needed. The “SD BIOLINE TB Ag MPT 64 Rapid ®” is a simple and rapid immunochromatographic test used in differentiating Mycobacteria into Mycobacterium tuberculosis (NTM). The 100 sputa were obtained from patients suspected to be infected with tuberculosis and presented themselves to hospitals for check-up and treatment were involved in the study. The samples were cultured in a class III Biosafety cabinet and level III biosafety practices were followed. Forty isolates were obtained from the cultured sputa, and there were identified as Acid-fast bacilli (AFB) using Zeihl-Neelsen acid-fast stain. All the isolates (AFB positive) were then subjected to the SD BIOLINE Analyses. A total of 31 (77.5%) were characterized as MTBC, while nine (22.5%) were NTM. The total turnaround time for the rapid assay was just 30 minutes as compared to a few days of phenotypic and genotypic method. It was simple, rapid and reliable test to differentiate MTBC from NTM.

Keywords: Culture, mycobacteria, non-tuberculous mycobacteria, SD bioline.

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18 Role of Feedbacks in Simulation-Based Learning

Authors: Usman Ghani

Abstract:

Feedback is a vital element for improving student learning in a simulation-based training as it guides and refines learning through scaffolding. A number of studies in literature have shown that students’ learning is enhanced when feedback is provided with personalized tutoring that offers specific guidance and adapts feedback to the learner in a one-to-one environment. Thus, emulating these adaptive aspects of human tutoring in simulation provides an effective methodology to train individuals. This paper presents the results of a study that investigated the effectiveness of automating different types of feedback techniques such as Knowledge-of-Correct-Response (KCR) and Answer-Until- Correct (AUC) in software simulation for learning basic information technology concepts. For the purpose of comparison, techniques like simulation with zero or no-feedback (NFB) and traditional hands-on (HON) learning environments are also examined. The paper presents the summary of findings based on quantitative analyses which reveal that the simulation based instructional strategies are at least as effective as hands-on teaching methodologies for the purpose of learning of IT concepts. The paper also compares the results of the study with the earlier studies and recommends strategies for using feedback mechanism to improve students’ learning in designing and simulation-based IT training.

Keywords: Simulation, feedback, training, hands-on, labs.

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17 Flow Analysis of Viscous Nanofluid Due to Rotating Rigid Disk with Navier’s Slip: A Numerical Study

Authors: Khalil Ur Rehman, M. Y. Malik, Usman Ali

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In this paper, the problem proposed by Von Karman is treated in the attendance of additional flow field effects when the liquid is spaced above the rotating rigid disk. To be more specific, a purely viscous fluid flow yield by rotating rigid disk with Navier’s condition is considered in both magnetohydrodynamic and hydrodynamic frames. The rotating flow regime is manifested with heat source/sink and chemically reactive species. Moreover, the features of thermophoresis and Brownian motion are reported by considering nanofluid model. The flow field formulation is obtained mathematically in terms of high order differential equations. The reduced system of equations is solved numerically through self-coded computational algorithm. The pertinent outcomes are discussed systematically and provided through graphical and tabular practices. A simultaneous way of study makes this attempt attractive in this sense that the article contains dual framework and validation of results with existing work confirms the execution of self-coded algorithm for fluid flow regime over a rotating rigid disk.

Keywords: Nanoparticles, Newtonian fluid model, chemical reaction, heat source/sink.

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16 Experimental Study on Adsorption Capacity of Activated Carbon Pairs with Different Refrigerants

Authors: Ahmed N. Shmroukh, Ahmed Hamza H. Ali, Ali K. Abel-Rahman

Abstract:

This study is experimentally targeting to develop effective in heat and mass transfer processes for the adsorbate to obtain applicable adsorption capacity data. This is done by using fin and tube heat exchanger core and the adsorbate is adhesive over its surface and located as the core of the adsorber. The pairs are activated carbon powder/R-134a, activated carbon powder/R-407c, activated carbon powder/R-507A, activated carbon granules/R-507A, activated carbon granules/R-407c and activated carbon granules/R-134a, at different adsorption temperatures of 25, 30, 35 and 50°C. The following is results is obtained: at adsorption temperature of 25 °C the maximum adsorption capacity is found to be 0.8352kg/kg for activated carbon powder with R-134a and the minimum adsorption capacity found to be 0.1583kg/kg for activated carbon granules with R-407c. While, at adsorption temperature of 50°C the maximum adsorption capacity is found to be 0.3207kg/kg for activated carbon powder with R-134a and the minimum adsorption capacity found to be 0.0609kg/kg for activated carbon granules with R-407c. Therefore, the activated carbon powder/R-134a pair is highly recommended to be used as adsorption refrigeration working pair because of its higher maximum adsorption capacity than the other tested pairs, to produce a compact, efficient and reliable for long life performance adsorption refrigeration system.

Keywords: Adsorption, Adsorbent/Adsorbate Pairs, Adsorption Capacity, Refrigeration.

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15 Impact of Solar Energy Based Power Grid for Future Prospective of Pakistan

Authors: Muhammd Usman Sardar, Mazhar Hussain Baloch, Muhammad Shahbaz Ahmad, Zahir Javed Paracha

Abstract:

Shortfall of electrical energy in Pakistan is a challenge adversely affecting its industrial output and social growth. As elsewhere, Pakistan derives its electrical energy from a number of conventional sources. The exhaustion of petroleum and conventional resources, the rising costs coupled with extremely adverse climatic effects are taking its toll especially on the under-developed countries like Pakistan. As alternate, renewable energy sources like hydropower, solar, wind, even bio-energy and a mix of some or all of them could provide a credible alternative to the conventional energy resources that would not only be cleaner but sustainable as well. As a model, solar energy-based power grid for the near future has been attempted to offset the energy shortfalls as a mix with our existing sustainable natural energy resources. An assessment of solar energy potential for electricity generation is being presented for fulfilling the energy demands with higher level of reliability and sustainability. This model is based on the premise that solar energy potential of Pakistan is not only reliable but also sustainable. This research estimates the present & future approaching renewable energy resource specially the impact of solar energy based power grid for mitigating energy shortage in Pakistan.

Keywords: Powergrid network, solar photovoltaic (SPV) setups, solar power generation, solar energy technology (SET).

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14 Arabic Literature as a Tool for Educational Transformation in Nigeria

Authors: Abdulfatah A Raji

Abstract:

This paper started with the definitions of literature, Arabic literature, transformation and went further to highlight the components of educational transformation. The general history of Arabic literature was discussed with focus on how it undergoes some transformations from pre-Islamic period through Quranic era, Abbasid literature to renaissance period in which the modernization of Arabic literature started in Egypt. It also traces the spread of Arabic literature in Nigeria from the pre-colonial era during the Kanuri rulers to Jihad of Usman Dan Fodio and the development of literature which manifested to the Teacher’s Colleges and Bayero University in Northern Nigeria. Also, the establishment of primary and post-primary schools by Muslim organizations in many cities and towns of the Western part of Nigeria. Literary criticism was also discussed in line with Arabic literature. Poetry work of eminent poets were cited to show its importance in line with educational transformation in Nigerian literature and lessons from the cited Arabic poetry works were also highlighted to include: motivation to behave well and to tolerate others, better spirits of interaction, love and co-existence among different sexes, religion etc. All these can help in developing a better educational transformation in Nigeria which can in turn help in how to conduct researches for national development. The paper recommended compulsory Arabic literature at all levels of the nations’ educational system as well as publication of Arabic books and journals to encourage peace in this era of conflicts and further transform Nigeria’s educational system for better.

Keywords: Arabic, literature, peace, development, Nigeria

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13 Effect of the Truss System to the Flexural Behavior of the External Reinforced Concrete Beams

Authors: Rudy Djamaluddin, Yasser Bachtiar, Rita Irmawati, Abd. Madjid Akkas, Rusdi Usman Latief

Abstract:

The aesthetic qualities and the versatility of reinforced concrete have made it a popular choice for many architects and structural engineers. Therefore, the exploration of natural materials such as gravels and sands as well as lime-stone for cement production is increasing to produce a concrete material. The exploration must affect to the environment. Therefore, the using of the concrete materials should be as efficient as possible. According to its natural behavior of the concrete material, it is strong in compression and weak in tension. Therefore the contribution of the tensile stresses of the concrete to the flexural capacity of the beams is neglected. However, removing of concrete on tension zone affects to the decreasing of flexural capacity. Introduce the strut action of truss structures may an alternative to solve the decreasing of flexural capacity. A series of specimens were prepared to clarify the effect of the truss structures in the concrete beams without concrete on the tension zone. Results indicated that the truss system is necessary for the external reinforced concrete beams. The truss system of concrete beam without concrete on tension zone (BR) could develop almost same capacity to the normal beam (BN). It can be observed also that specimens BR has lower number of cracks than specimen BN. This may be caused by the fact that there was no bonding effect on the tensile reinforcement on specimen BR to distribute the cracks.

Keywords: External Reinforcement, Truss, Concrete Beams.

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12 Low Resolution Single Neural Network Based Face Recognition

Authors: Jahan Zeb, Muhammad Younus Javed, Usman Qayyum

Abstract:

This research paper deals with the implementation of face recognition using neural network (recognition classifier) on low-resolution images. The proposed system contains two parts, preprocessing and face classification. The preprocessing part converts original images into blurry image using average filter and equalizes the histogram of those image (lighting normalization). The bi-cubic interpolation function is applied onto equalized image to get resized image. The resized image is actually low-resolution image providing faster processing for training and testing. The preprocessed image becomes the input to neural network classifier, which uses back-propagation algorithm to recognize the familiar faces. The crux of proposed algorithm is its beauty to use single neural network as classifier, which produces straightforward approach towards face recognition. The single neural network consists of three layers with Log sigmoid, Hyperbolic tangent sigmoid and Linear transfer function respectively. The training function, which is incorporated in our work, is Gradient descent with momentum (adaptive learning rate) back propagation. The proposed algorithm was trained on ORL (Olivetti Research Laboratory) database with 5 training images. The empirical results provide the accuracy of 94.50%, 93.00% and 90.25% for 20, 30 and 40 subjects respectively, with time delay of 0.0934 sec per image.

Keywords: Average filtering, Bicubic Interpolation, Neurons, vectorization.

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11 The Proof of Analogous Results for Martingales and Partial Differential Equations Options Price Valuation Formulas Using Stochastic Differential Equation Models in Finance

Authors: H. D. Ibrahim, H. C. Chinwenyi, A. H. Usman

Abstract:

Valuing derivatives (options, futures, swaps, forwards, etc.) is one uneasy task in financial mathematics. The two ways this problem can be effectively resolved in finance is by the use of two methods (Martingales and Partial Differential Equations (PDEs)) to obtain their respective options price valuation formulas. This research paper examined two different stochastic financial models which are Constant Elasticity of Variance (CEV) model and Black-Karasinski term structure model. Assuming their respective option price valuation formulas, we proved the analogous of the Martingales and PDEs options price valuation formulas for the two different Stochastic Differential Equation (SDE) models. This was accomplished by using the applications of Girsanov theorem for defining an Equivalent Martingale Measure (EMM) and the Feynman-Kac theorem. The results obtained show the systematic proof for analogous of the two (Martingales and PDEs) options price valuation formulas beginning with the Martingales option price formula and arriving back at the Black-Scholes parabolic PDEs and vice versa.

Keywords: Option price valuation, Martingales, Partial Differential Equations, PDEs, Equivalent Martingale Measure, Girsanov Theorem, Feyman-Kac Theorem, European Put Option.

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10 Dynamic Threshold Adjustment Approach For Neural Networks

Authors: Hamza A. Ali, Waleed A. J. Rasheed

Abstract:

The use of neural networks for recognition application is generally constrained by their inherent parameters inflexibility after the training phase. This means no adaptation is accommodated for input variations that have any influence on the network parameters. Attempts were made in this work to design a neural network that includes an additional mechanism that adjusts the threshold values according to the input pattern variations. The new approach is based on splitting the whole network into two subnets; main traditional net and a supportive net. The first deals with the required output of trained patterns with predefined settings, while the second tolerates output generation dynamically with tuning capability for any newly applied input. This tuning comes in the form of an adjustment to the threshold values. Two levels of supportive net were studied; one implements an extended additional layer with adjustable neuronal threshold setting mechanism, while the second implements an auxiliary net with traditional architecture performs dynamic adjustment to the threshold value of the main net that is constructed in dual-layer architecture. Experiment results and analysis of the proposed designs have given quite satisfactory conducts. The supportive layer approach achieved over 90% recognition rate, while the multiple network technique shows more effective and acceptable level of recognition. However, this is achieved at the price of network complexity and computation time. Recognition generalization may be also improved by accommodating capabilities involving all the innate structures in conjugation with Intelligence abilities with the needs of further advanced learning phases.

Keywords: Classification, Recognition, Neural Networks, Pattern Recognition, Generalization.

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9 Use of GIS for the Performance Evaluation of Canal Irrigation System in Rice Wheat Cropping Zone

Authors: Umm-e- Kalsoom, M. Arshad, Sadia Iqbal, M. Usman, M. Adnan

Abstract:

The research study evaluated the performance of irrigation system by using special scientific tools like Remote Sensing and GIS technology, so that proper measurements could be taken for the sustainable agriculture and water management. Different performance evaluation parameters had been calculated for the purposed data was gathered from field investigation and different government and private organizations. According to the calculations, organic matter ranges from 0.19% (low value) to 0.76% (high value). In flat irrigation system for wheat yield ranges from 3347.16 to 5260.39 kg/ha, while the total water applied to wheat crop ranges from 252.94 to 279.19 mm and WUE ranges from 13.07 to 18.37 kg/ha/mm. For rice yield ranges from 3347.47 to 5433.07 kg/ha with total water supplied to rice crop ranges from 764.71 to 978.15 mm and WUE ranges from 3.49 to 5.71 kg/ha/mm. Similarly, in raised bed system wheat yield ranges from 4569.13 to 6008.60 kg/ha, total water supplied ranges from 158.87 to 185.09 mm and WUE ranges from 27.20 to 33.54 kg/ha/mm while in rice crop, yield ranges from 5285.04 to 6716.69 kg/ha, total water supplied ranges from 600.72 to 755.06 mm and WUE ranges from 6.41 to 10.05 kg/ha/mm. Almost 51.3% water saving is observed in bed irrigation system as compared to flat system. Less water supplied to beds is more affective as its WUE value is higher than flat system where more water is supplied in both the seasons. Similarly, RWS values show that maximum water deficit while minimum area is getting adequate water supply. Greater yield is recorded in bed system as plant per square meter is more in bed system in comparison of flat system Thus, the integration of GIS tools to regularly compute performance indices could provide irrigation managers with the means for managing efficiently the irrigation system.

Keywords: Field survey, Relative Water Supply (RWS), Remote sensing maps, Water Use Efficiency (WUE).

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8 New Simultaneous High Performance Liquid Chromatographic Method for Determination of NSAIDs and Opioid Analgesics in Advanced Drug Delivery Systems and Human Plasma

Authors: Asad Ullah Madni, Mahmood Ahmad, Naveed Akhtar, Muhammad Usman

Abstract:

A new and cost effective RP-HPLC method was developed and validated for simultaneous analysis of non steroidal anti inflammatory dugs Diclofenac sodium (DFS), Flurbiprofen (FLP) and an opioid analgesic Tramadol (TMD) in advanced drug delivery systems (Liposome and Microcapsules), marketed brands and human plasma. Isocratic system was employed for the flow of mobile phase consisting of 10 mM sodium dihydrogen phosphate buffer and acetonitrile in molar ratio of 67: 33 with adjusted pH of 3.2. The stationary phase was hypersil ODS column (C18, 250×4.6 mm i.d., 5 μm) with controlled temperature of 30 C°. DFS in liposomes, microcapsules and marketed drug products was determined in range of 99.76-99.84%. FLP and TMD in microcapsules and brands formulation were 99.78 - 99.94 % and 99.80 - 99.82 %, respectively. Single step liquid-liquid extraction procedure using combination of acetonitrile and trichloroacetic acid (TCA) as protein precipitating agent was employed. The detection limits (at S/N ratio 3) of quality control solutions and plasma samples were 10, 20, and 20 ng/ml for DFS, FLP and TMD, respectively. The Assay was acceptable in linear dynamic range. All other validation parameters were found in limits of FDA and ICH method validation guidelines. The proposed method is sensitive, accurate and precise and could be applicable for routine analysis in pharmaceutical industry as well as in human plasma samples for bioequivalence and pharmacokinetics studies.

Keywords: Diclofenac Sodium, Flurbiprofen, Tramadol, HPLCUV detection, Validation.

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7 Effect of Leaf Essential Oil of Citrus sinensis at Different Harvest Time on Some Liver and Kidney Function Indices of Diabetic Rats

Authors: O. Soji-Omoniwa, N. O. Muhammad, L. A. Usman, B. P. Omoniwa

Abstract:

This study was conducted to investigate the effect of the leaf essential oil of C. sinensis harvested at 7.00a.m and 4.00p.m on some Liver and Kidney function indices of diabetic rats as well as investigate the effect of time of harvest on the observed effect. Experimental animals were divided into 4 groups (A, B, C and D). Diabetes mellitus was induced in all animals, except the normal control group (Group A), by injecting 150mg/kg body weight of alloxan monohydrate intraperitoneally. Group A received distilled water while group B (diabetic control group) was not treated. Group C and D were treated with leaf essential oil of C. sinensis harvested at 7.00 a.m and 4.00p.m respectively at a dose of 110 mg/kg body weight every other day for 15 days. Alkaline phosphatase (ALP), Alanine Transaminase (ALT) and Aspartate Transaminase (AST) activity was evaluated in the serum, Liver and Kidney of studied animals. Total and Direct Bilirubin level, Total Protein and Globulin, Creatinine and Urea level were also evaluated. Result showed that creatinine and urea, serum ALP, AST and ALT levels was significantly reduced (p < 0.05), while the levels of total Protein and Globulin increased significantly (p < 0.05) for the treated animals compared to the diabetic control group. In conclusion, the leaf essential oil of Citrus sinensis ameliorated the impaired renal and liver function; however, the time of harvest of the leaf does not significantly affect its ameliorative effect.

Keywords: C. sinensis, Function indices, Harvest time, Leaf essential oil.

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6 Pharmaceutical Microencapsulation Technology for Development of Controlled Release Drug Delivery systems

Authors: Mahmood Ahmad, Asadullah Madni, Muhammad Usman, Abubakar Munir, Naveed Akhtar, Haji M. Shoaib Khan

Abstract:

This article demonstrated development of controlled release system of an NSAID drug, Diclofenac sodium employing different ratios of Ethyl cellulose. Diclofenac sodium and ethyl cellulose in different proportions were processed by microencapsulation based on phase separation technique to formulate microcapsules. The prepared microcapsules were then compressed into tablets to obtain controlled release oral formulations. In-vitro evaluation was performed by dissolution test of each preparation was conducted in 900 ml of phosphate buffer solution of pH 7.2 maintained at 37 ± 0.5 °C and stirred at 50 rpm. At predetermined time intervals (0, 0.5, 1.0, 1.5, 2, 3, 4, 6, 8, 10, 12, 16, 20 and 24 hrs). The drug concentration in the collected samples was determined by UV spectrophotometer at 276 nm. The physical characteristics of diclofenac sodium microcapsules were according to accepted range. These were off-white, free flowing and spherical in shape. The release profile of diclofenac sodium from microcapsules was found to be directly proportional to the proportion of ethylcellulose and coat thickness. The in-vitro release pattern showed that with ratio of 1:1 and 1:2 (drug: polymer), the percentage release of drug at first hour was 16.91 and 11.52 %, respectively as compared to 1:3 which is only 6.87 % with in this time. The release mechanism followed higuchi model for its release pattern. Tablet Formulation (F2) of present study was found comparable in release profile the marketed brand Phlogin-SR, microcapsules showed an extended release beyond 24 h. Further, a good correlation was found between drug release and proportion of ethylcellulose in the microcapsules. Microencapsulation based on coacervation found as good technique to control release of diclofenac sodium for making the controlled release formulations.

Keywords: Diclofenac sodium, Microencapsulationtechnology, Ethylcellulose, In-Vitro Release Profile

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5 The Study of Implications on Modern Businesses Performances by Digital Communities: Case of Data Leak

Authors: Asim Majeed, Anwar Ul Haq, Mike, Lloyd-Williams, Arshad Jamal, Usman Butt

Abstract:

This study aims to investigate the impact of data leak of M&S customers on digital communities. Modern businesses are using digital communities as an important public relations tool for marketing purposes. This form of communication helps companies to build better relationship with their customers which also act as another source of information. The communication between the customers and the organizations is not regulated so users may post positive and negative comments. There are new platforms being developed on a daily basis and it is very crucial for the businesses to not only get themselves familiar with those but also know how to reach their existing and perspective consumers. The driving force of marketing and communication in modern businesses is the digital communities and these are continuously increasing and developing. This phenomenon is changing the way marketing is conducted. The current research has discussed the implications on M&S business performance since the data was exploited on digital communities; users contacted M&S and raised the security concerns. M&S closed down its website for few hours to try to resolve the issue. The next day M&S made a public apology about this incidence. This information was proliferated on various digital communities and it has impacted negatively on M&S brand name, sales and customers. The content analysis approach is being used to collect qualitative data from 100 digital bloggers including social media communities such as Facebook and Twitter. The results and finding provide useful new insights into the nature and form of security concerns of digital users. Findings have theoretical and practical implications. This research will showcase a large corporation utilizing various digital community platforms and can serve as a model for future organizations.

Keywords: Digital, communities, performance, dissemination, implications, data, exploitation.

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4 Effect of Thickness on Structural and Electrical Properties of CuAlS2 Thin Films Grown by Two Stage Vacuum Thermal Evaporation Technique

Authors: A. U. Moreh, M. Momoh, H. N. Yahya, B. Hamza, I. G. Saidu, S. Abdullahi

Abstract:

This work studies the effect of thickness on structural and electrical properties of CuAlS2 thin films grown by two stage vacuum thermal evaporation technique. CuAlS2 thin films of thicknesses 50nm, 100nm and 200nm were deposited on suitably cleaned corning 7059 glass substrate at room temperature (RT). In the first stage Cu-Al precursors were grown at room temperature by thermal evaporation and in the second stage Cu-Al precursors were converted to CuAlS2 thin films by sulfurisation under sulfur atmosphere at the temperature of 673K. The structural properties of the films were examined by X-ray diffraction (XRD) technique while electrical properties of the specimens were studied using four point probe method. The XRD studies revealed that the films are of crystalline in nature having tetragonal structure. The variations of the micro-structural parameters, such as crystallite size (D), dislocation density ( ), and micro-strain ( ), with film thickness were investigated. The results showed that the crystallite sizes increase as the thickness of the film increases. The dislocation density and micro-strain decreases as the thickness increases. The resistivity (  ) of CuAlS2 film is found to decrease with increase in film thickness, which is related to the increase of carrier concentration with film thickness. Thus thicker films exhibit the lowest resistivity and high carrier concentration, implying these are the most conductive films. Low electrical resistivity and high carrier concentration are widely used as the essential components in various optoelectronic devices such as light-emitting diode and photovoltaic cells.

Keywords: Crystalline, CuAlS2, evaporation, resistivity, sulfurisation, thickness.

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3 Khilafat from Khilafat-e-Rashida: The Only Form of Governance to Unite Muslim Countries

Authors: Zoaib Mirza

Abstract:

Half of the Muslim countries in the world have declared Islam the state religion in their constitutions. Yet, none of these countries have implemented authentic Islamic laws in line with the Quran (Holy Book), practices of Prophet Mohammad (P.B.U.H) called the Sunnah, and his four successors known as the Rightly Guided - Khalifa. Since their independence, these countries have adopted different government systems like Democracy, Dictatorship, Republic, Communism, and Monarchy. Instead of benefiting the people, these government systems have put these countries into political, social, and economic crises. These Islamic countries do not have equal representation and membership in worldwide political forums. Western countries lead these forums. Therefore, it is now imperative for the Muslim leaders of all these countries to collaborate, reset, and implement the original Islamic form of government, which led to the prosperity and success of people, including non-Muslims, 1400 years ago. They should unite as one nation under Khalifat, which means establishing the authority of Allah (SWT) and following the divine commandments related to the social, political, and economic systems. As they have declared Islam in their constitution, they should work together to apply the divine framework of the governance revealed by Allah (SWT) and implemented by Prophet Mohammad (P.B.U.H) and his four successors called Khalifas. This paper provides an overview of the downfall and the end of the Khalifat system by 1924, the ways in which the West caused political, social, and economic crises in the Muslim countries, and finally, a summary of the social, political, and economic systems implemented by the Prophet Mohammad (P.B.U.H) and his successors, Khalifas, called the Rightly Guided – Hazrat Abu Bakr (RA), Hazrat Omar (RA), Hazrat Usman (RA), and Hazrat Ali (RA).

Keywords: Khalifat, Khilafat-e-Rashida, The Rightly Guided, colonization, capitalism, neocolonization, government systems.

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2 Grade and Maximum Tumor Dimension as Determinants of Lymphadenectomy in Patients with Endometrioid Endometrial Cancer (EEC)

Authors: Ali A. Bazzi, Ameer Hamza, Riley O’Hara, Kimberly Kado, Karen H. Hagglund, Lamia Fathallah, Robert T. Morris

Abstract:

Introduction: Endometrial Cancer is a common gynecologic malignancy primarily treated with complete surgical staging, which may include complete pelvic and para-aortic lymphadenectomy. The role of lymphadenectomy is controversial, especially the intraoperative indications for the procedure. Three factors are important in decision to proceed with lymphadenectomy: Myometrial invasion, maximum tumor dimension, and histology. Many institutions incorporate these criteria in varying degrees in the decision to proceed with lymphadenectomy. This investigation assesses the use of intraoperatively measured MTD with and without pre-operative histologic grade. Methods: This study compared retrospectively EEC patients with intraoperatively measured MTD ≤2 cm to those with MTD >2 cm from January 1, 2002 to August 31, 2017. This assessment compared those with MTD ≤ 2cm with endometrial biopsy (EB) grade 1-2 to patients with MTD > 2cm with EB grade 3. Lymph node metastasis (LNM), recurrence, and survival were compared in these groups. Results: This study reviewed 222 patient cases. In tumors > 2 cm, LNM occurred in 20% cases while in tumors ≤ 2 cm, LNM was found in 6% cases (p=0.04). Recurrence and mean survival based on last follow up visit in these two groups were not statistically different (p=0.78 and 0.36 respectively). Data demonstrated a trend that when combined with preoperative EB International Federation of Gynecology and Obstetrics (FIGO) grade, a higher proportion of patients with EB FIGO Grade 3 and MTD > 2 cm had LNM compared to those with EB FIGO Grade 1-2 and MTD ≤ 2 cm (43% vs, 11%, p=0.06). LNM was found in 15% of cases in which lymphadenectomy was performed based on current practices, whereas if the criteria of EB FIGO 3 and MTD > 2 cm were used the incidence of LNM would have been 44% cases. However, using this criterion, two patients would not have had their nodal metastases detected. Compared to the current practice, the sensitivity and specificity of the proposed criteria would be 60% and 81%, respectively. The PPV and NPV would be 43% and 90%, respectively. Conclusion: The results indicate that MTD combined with EB FIGO grade can detect LNM in a higher proportion of cases when compared to current practice. MTD combined with EB FIGO grade may eliminate the need of frozen section sampling in a substantial number of cases.

Keywords: Endometrial cancer, FIGO grade, lymphadenectomy, tumor size.

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