Search results for: terminal values.

Authors: Kamaci O., Altunkaynak S.

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Kepsut-Dursunbey volcanic field (KDVF) is located in NW Turkey and contains various products of the post-collisional Neogene magmatic activity. Two distinct volcanic suites have been recognized; the Kepsut volcanic suite (KVS) and the Dursunbey volcanic suite (DVS). The KVS includes basaltic trachyandesitebasaltic andesite-andesite lavas and associated pyroclastic rocks. The DVS consists of dacite-rhyodacite lavas and extensive pumice-ash fall and flow deposits. Petrographical features (i.e. existence of xenocrysts, glomerocrysts, and mixing-compatible textures) and mineral chemistry of phenocryst assemblages of both suites provide evidence for magma mixing/AFC. Calculated crystallization pressures and temperatures give values of 5.7–7.0 kbar and 927–982 °C for the KVS and 3.7–5.3 kbar and 783-787°C for the DVS, indicating separate magma reservoirs and crystallization in magma chambers at deep and mid crustal levels, respectively. These observations support the establishment and evolution of KDVF magma system promoted by episodic basaltic inputs which may generate and mix with crustal melts.

Keywords: mineral chemistry, mixing, basaltic inputs, NW Turkey

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Authors: L. Basha, E. Gjika

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The exchange rate is one of the most important economic variables, especially for a small, open economy such as Albania. Its effect is noticeable on one country's competitiveness, trade and current account, inflation, wages, domestic economic activity and bank stability. This study investigates the fluctuation of Albania’s exchange rates using monthly average foreign currency, Euro (Eur) to Albanian Lek (ALL) exchange rate with a time span from January 2008 to June 2021 and the macroeconomic factors that have a significant effect on the exchange rate. Initially, the Random Forest Regression algorithm is constructed to understand the impact of economic variables in the behavior of monthly average foreign currencies exchange rates. Then the forecast of macro-economic indicators for 12 months was performed using time series models. The predicted values received are placed in the random forest model in order to obtain the average monthly forecast of Euro to Albanian Lek (ALL) exchange rate for the period July 2021 to June 2022.

Keywords: Exchange rate, Random Forest, time series, Machine Learning, forecasting.

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Authors: Ahmed Mudhafar Hashim, Aseel Mahmood Abdullah

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The present work introduced a green composite consisting of corn natural fiber of constant concentration of 10% by weight incorporation with poly methyl methacrylate matrix biomaterial prepared by hand lay-up technique. Corn natural fibers were treated with two concentrations of sodium hydroxide solution (3% and 5%) with different immersed time (1.5 and 3 hours) at room temperature. The fracture toughness test of untreated and alkali treated corn fiber composites were performed. The effect of chemically treated on fracture properties of composites has been analyzed using Fourier transform infrared (FTIR) spectroscopy. The experimental results showed that the alkali treatment improved the fracture properties in terms of plane strain fracture toughness KIC. It was found that the plane strain fracture toughness KIC increased by up to 62% compared to untreated fiber composites. On the other hand, increases in both concentrations of alkali solution and time of soaking to 5% NaOH and 3 hours, respectively reduced the values of KIC lower than the value of the unfilled material.

Keywords: green composites, fracture toughness, corn natural fiber, Bio-PMMA

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Authors: Salah Gariani, Islam Shyha, Osama Elgadi, Khaled Jegandi

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In this work, a cooling coherent round nozzle was developed and the impact of nozzle placement (i.e. nozzle angle and stand-off/impinging distance) on the machinability of Ti-6Al-4V was evaluated. Key process measures were cutting force, workpiece temperature, tool wear, burr formation and average surface roughness (Ra). Experimental results showed that nozzle position at a 15° angle in the feed direction and 45°/60° against feed direction assisted in minimising workpiece temperature. A stand-off distance of 55 and 75 mm is also necessary to control burr formation, workpiece temperature and Ra, but coherent nozzle orientation has no statistically significant impact on the mean values of cutting force and tool wear. It can be concluded that stand-off distance is more substantially significant than nozzle angles when step shoulder milling Ti-6Al- 4V using vegetable oil-based cutting fluid.

Keywords: Coherent round nozzle, step shoulder milling, Ti-6Al-4V, vegetable oil-based cutting fluid.

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Authors: Angela Unna Chukwu, Samuel Oluwafemi Oyamakin

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We proposed a Hyperbolic Gompertz Growth Model (HGGM), which was developed by introducing a shape parameter (allometric). This was achieved by convoluting hyperbolic sine function on the intrinsic rate of growth in the classical gompertz growth equation. The resulting integral solution obtained deterministically was reprogrammed into a statistical model and used in modeling the height and diameter of Pines (Pinus caribaea). Its ability in model prediction was compared with the classical gompertz growth model, an approach which mimicked the natural variability of height/diameter increment with respect to age and therefore provides a more realistic height/diameter predictions using goodness of fit tests and model selection criteria. The Kolmogorov Smirnov test and Shapiro-Wilk test was also used to test the compliance of the error term to normality assumptions while the independence of the error term was confirmed using the runs test. The mean function of top height/Dbh over age using the two models under study predicted closely the observed values of top height/Dbh in the hyperbolic gompertz growth models better than the source model (classical gompertz growth model) while the results of R2, Adj. R2, MSE and AIC confirmed the predictive power of the Hyperbolic Gompertz growth models over its source model.

Keywords: Height, Dbh, forest, Pinus caribaea, hyperbolic, gompertz.

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Authors: Amirali Ebrahimi, T. A. G. Langrish

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The effect of various humidities on process yields and degrees of crystallinity for spray-dried powders from spray drying of lactose with humid air in a straight-through system have been studied. It has been suggested by Williams–Landel–Ferry kinetics (WLF) that a higher particle temperature and lower glass-transition temperature would increase the crystallization rate of the particles during the spray-drying process. Freshly humidified air produced by a Buchi-B290 spray dryer as a humidifier attached to the main spray dryer decreased the particle glass-transition temperature (Tg), while allowing the particle temperature (Tp) to reach higher values by using an insulated drying chamber. Differential scanning calorimetry (DSC) and moisture sorption analysis were used to measure the degree of crystallinity for the spray-dried lactose powders. The results showed that higher Tp-Tg, as a result of applying humid air, improved the process yield from 21 ± 4 to 26 ± 2% and crystallinity of the particles by decreasing the latent heat of crystallization from 43 ± 1 to 30 ± 11 J/g and the sorption peak height from 7.3 ± 0.7% to 6 ± 0.7%.

Keywords: Lactose, crystallization, spray drying, humid air.

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Authors: N. Behidj, K. Benyounes, T. Dahmane, A. Allem

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The aim of this study was to investigate the antimicrobial activity of flavonoids isolated from the aerial part of a medicinal plant which is Thymus inodorusby the middle agar diffusion method on following microorganisms. We have Staphylococcus aureus, Escherichia coli, Pseudomonas fluorescens, AspergillusNiger, Aspergillus fumigatus and Candida albicans. During this study, flavonoids extracted by stripping with steam are performed. The yields of flavonoids is 7.242% for the aqueous extract and 28.86% for butanol extract, 29.875% for the extract of ethyl acetate and 22.9% for the extract of di - ethyl. The evaluation of the antibacterial effect shows that the diameter of the zone of inhibition varies from one microorganism to another. The operation values obtained show that the bacterial strain P fluoresces, and 3 yeasts and molds; A. Niger, A. fumigatus and C. albicansare the most resistant. But it is noted that, S. aureus is shown more sensitive to crude extracts, the stock solution and the various dilutions. Finally for the minimum inhibitory concentration is estimated only with the crude extract of Thymus inodorus flavonoid.Indeed, these extracts inhibit the growth of Gram + bacteria at a concentration varying between 0.5% and 1%. While for bacteria to Gram -, it is limited to a concentration of 0.5%.

Keywords: Antimicrobial activity, flavonoids, strains, Thymus inodorus.

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Authors: Meriem Benzarti, Mohamed Ben Tkaya, Cyril Pailler Mattei, Hassan Zahouani

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Hair is a non homogenous complex material which can be associated with a polymer. It is made up 95% of Keratin. Hair has a great social significance for human beings. In the High Middle Ages, for example, long hairs have been reserved for kings and nobles. Most common interest in hair is focused on hair growth, hair types and hair care, but hair is also an important biomaterial which can vary depending on ethnic origin or on age, hair colour for example can be a sign of ethnic ancestry or age (dark hair for Asiatic, blond hair for Caucasian and white hair for old people in general). In this context, different approaches have been conducted to determine the differences in mechanical properties and characterize the fracture topography at the surface of hair depending on its type and its age. A tensile testing machine was especially designed to achieve tensile tests on hair. This device is composed of a microdisplacement system and a force sensor whose peak load is limited to 3N. The curves and the values extracted from each experiment, allow us to compare the evolution of the mechanical properties from one hair to another. Observations with a Scanning Electron Microscope (SEM) and with an interferometer were made on different hairs. Thus, it is possible to access the cuticle state and the fracture topography for each category.

Keywords: Hair, relaxation test, SEM, interferometer, mechanical properties.

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Authors: Kairat Zatov, Tursun Gabitov, Maral Botaeva, Moldagaliyev Bauyrzhan, Saira Shamahay

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Unlike Christianity and Buddhism, Islam, being one of the three universal world religions, actively penetrates into people-s everyday life. The main reason for this is that in Islam the religion and ideology, philosophy, religious organizations and state bodies are closely interrelated. In order to analyze the state of being of interrelations of religion and civil society in Kazakhstan, it is necessary to study Islam and its relations with spiritual culture of the society. According to the Constitution of the Republic of Kazakhstan the religion is separated from the state, i.e. each performs its own function without interfering into each other-s affairs. The right of the citizens of our republic to freedom of thinking and faith is based on the Constitution of the RK, Civil Code, Law “On freedom of faith and religious unions in the Republic of Kazakhstan". Legislatively secured separation of the mosque and church from the state does not mean that religion has no influence on the latter. The state, consisting of citizens with their own beliefs, including religious ones, cannot be isolated from the influence of religion. Nowadays it is commonly accepted that it is not possible to understand and forecast key social processes without taking into account the religious factor.

Keywords: Kazakhstan, Islam, Shamanism, tradition and innovation, fundamentalism, religious culture, spirit worship, tolerance, sectarianism, extremism and civilization.

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Authors: Nancy DiTunnariello, Jenna L. Currie-Mueller

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Totalistic organizations include organizations that operate by playing a prominent role in the life of its members through embedding values and practices. The Church of Scientology (CoS) is an example of a religious totalistic organization and has recently garnered attention because of the questionable treatment of members by those with authority, particularly when members try to leave the Church. The purpose of this study was to analyze exit communication and evaluate the task and relational messages discussed on online discussion boards for individuals with a previous or current connection to the totalistic CoS. Using organizational exit phases and interaction process analysis (IPA), researchers coded 30 boards consisting of 14,179 thought units from the Exscn.net website. Findings report that all stages of exit were present, and post-exit surfaced most often. Posts indicated more tasks than relational messages, where individuals mainly provided orientation/information. After a discussion of the study’s contributions, limitations and directions for future research are explained.

Keywords: Bales’ IPA, organizational exit, relational messages, scientology, task messages, totalistic organizations.

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Authors: Mohammed B. Abohedma, Milad M. Alshebani

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Recent trends in building constructions in Libya are more toward tall (high-rise) building projects. As a consequence, a better estimation of the lateral loading in the design process is becoming the focal of a safe and cost effective building industry. Byin- large, Libya is not considered a potential earthquake prone zone, making wind is the dominant design lateral loads. Current design practice in the country estimates wind speeds on a mere random bases by considering certain factor of safety to the chosen wind speed. Therefore, a need for a more accurate estimation of wind speeds in Libya was the motivation behind this study. Records of wind speed data were collected from 22 metrological stations in Libya, and were statistically analysed. The analysis of more than four decades of wind speed records suggests that the country can be divided into four zones of distinct wind speeds. A computer “survey" program was manipulated to draw design wind speeds contour map for the state of Libya. The paper presents the statistical analysis of Libya-s recorded wind speed data and proposes design wind speed values for a 50-year return period that covers the entire country.

Keywords: Ccontour map, return period, wind speed, and zone.

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Authors: Z. Asadgol, A. Nadali, H. Arfaeinia, M. Khalifeh Gholi, R. Fateh, M. Fahiminia

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The present investigation was conducted to detect the type and concentrations of bacterial and fungal bioaerosols in one room (bedroom) of each selected residential building located in different regions of Qom during February 2015 (n=9) to July 2016 (n=11). Moreover, we evaluated the efficiency of negative air ions (NAIs) in bioaerosol reduction in indoor air in residential buildings. In the first step, the mean concentrations of bacterial and fungal in nine sampling sites evaluated in winter were 744 and 579 colony forming units (CFU)/m³, while these values were 1628.6 and 231 CFU/m³ in the 11 sampling sites evaluated in summer, respectively. The most predominant genera between bacterial and fungal in all sampling sites were detected as Micrococcus spp. and Staphylococcus spp. and also, Aspergillus spp. and Penicillium spp., respectively. The 95% and 45% of sampling sites have bacterial and fungal concentrations over the recommended levels, respectively. In the removal step, we achieved a reduction with a range of 38% to 93% for bacterial genera and 25% to 100% for fungal genera by using NAIs. The results suggested that NAI is a highly effective, simple and efficient technique in reducing the bacterial and fungal concentration in the indoor air of residential buildings.

Keywords: Bacterial, fungal, negative air ions, indoor air, Iran.

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Authors: Juan L. Acero, F. Javier Benitez, Francisco J. Real, Gloria Roldan, Francisco Casas

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The bromination of five selected pharmaceuticals (metoprolol, naproxen, amoxicillin, hydrochlorotiazide and phenacetin) in ultrapure water and in three water matrices (a groundwater, a surface water from a public reservoir and a secondary effluent from a WWTP) was investigated. The apparent rate constants for the bromination reaction were determined as a function of the pH, and the sequence obtained for the reaction rate was amoxicillin > naproxen >> hydrochlorotiazide ≈ phenacetin ≈ metoprolol. The proposal of a kinetic mechanism, which specifies the dissociation of bromine and each pharmaceutical according to their pKa values and the pH allowed the determination of the intrinsic rate constants for every elementary reaction. The influence of the main operating conditions (pH, initial bromine dose, and the water matrix) on the degradation of pharmaceuticals was established. In addition, the presence of bromide in chlorination experiments was investigated. The presence of bromide in wastewaters and drinking waters in the range of 10 to several hundred μg L-1 accelerated slightly the oxidation of the selected pharmaceuticals during chorine disinfection.

Keywords: Pharmaceuticals, bromine, chlorine, apparent andintrinsic rate constants, water matrices, degradation rates

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Authors: Abbas Al-Refaie, Nour Bata

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A distributor of Apple products' experiences numerous difficulties in developing marketing strategies for new and existing mobile product entries that maximize customer satisfaction and the firm's profitability. This research, therefore, integrates market segmentation in platform-based product family design and conjoint analysis to identify iSystem combinations that increase customer satisfaction and business profits. First, the enhanced market segmentation grid is created. Then, the estimated demand model is formulated. Finally, the profit models are constructed then used to determine the ideal product family design that maximizes profit. Conjoint analysis is used to explore customer preferences with their satisfaction levels. A total of 200 surveys are collected about customer preferences. Then, simulation is used to determine the importance values for each attribute. Finally, sensitivity analysis is conducted to determine the product family design that maximizes both objectives. In conclusion, the results of this research shall provide great support to Apple distributors in determining the best marketing strategies that enhance their market share.

Keywords: Market segmentation, conjoint analysis, market strategies, optimization.

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Authors: M.H. Ahmad Fadzil, Hurriyatul Fitriyah, Esa Prakasa, Hermawan Nugroho, S.H. Hussein, Azura Mohd. Affandi

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Psoriasis is a chronic inflammatory skin condition which affects 2-3% of population around the world. Psoriasis Area and Severity Index (PASI) is a gold standard to assess psoriasis severity as well as the treatment efficacy. Although a gold standard, PASI is rarely used because it is tedious and complex. In practice, PASI score is determined subjectively by dermatologists, therefore inter and intra variations of assessment are possible to happen even among expert dermatologists. This research develops an algorithm to assess psoriasis lesion for PASI scoring objectively. Focus of this research is thickness assessment as one of PASI four parameters beside area, erythema and scaliness. Psoriasis lesion thickness is measured by averaging the total elevation from lesion base to lesion surface. Thickness values of 122 3D images taken from 39 patients are grouped into 4 PASI thickness score using K-means clustering. Validation on lesion base construction is performed using twelve body curvature models and show good result with coefficient of determinant (R2) is equal to 1.

Keywords: 3D digital imaging, base construction, PASI, psoriasis lesion thickness.

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Authors: Bello Nurudeen Akinsola

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The study analyzed the risk and returns of commercial-property in Southwestern Nigeria and selected stocksmarket investment between 2000 and 2009; compared the inflation hedging characteristics and diversification potentials of investing in commercial-property and selected stock- market investment. Primary data were collected on characteristics, rental and capital values of commercial- properties from their property managers through the use of questionnaire. Secondary data on stock prices and dividends on banking, insurance and conglomerates sectors were sourced from the Nigerian Stock Exchange (2000-2009). The result showed that average return on all the selected stock- investments was higher than that of commercial-property. As regards risk, commercial-property indicated lower risk, compared to stocks. Also the stock-investment had better inflation hedging capacity than commercial-properties; combination of both had diversification potentials. The study concluded that stock-market investment offered attractive higher return than commercial-property although with higher risk and there could be diversification benefits in combining commercial-property with stock- investment.

Keywords: Commercial-Property, Return, Risk, Stock Market

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Authors: Wael M Albadri, Hassnen M Jafer, Ehab H Sfoog

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Relationship between undrained shear strength (Su) and over consolidation ratio (OCR) of clay soil (marine clay) is very important in the field of geotechnical engineering to estimate the settlement behaviour of clay and to prepare a small scale physical modelling test. In this study, a relationship between shear strength and OCR parameters was determined using the laboratory vane shear apparatus and the fully automatic consolidated apparatus. The main objective was to establish non-linear correlation formula between shear strength and OCR and comparing it with previous studies. Therefore, in order to achieve this objective, three points were chosen to obtain 18 undisturbed samples which were collected with an increasing depth of 1.0 m to 3.5 m each 0.5 m. Clay samples were prepared under undrained condition for both tests. It was found that the OCR and shear strength are inversely proportional at similar depth and at same undrained conditions. However, a good correlation was obtained from the relationships where the R2 values were very close to 1.0 using polynomial equations. The comparison between the experimental result and previous equation from other researchers produced a non-linear correlation which has a similar pattern with this study.

Keywords: Shear strength, over-consolidation ratio, vane shear test, clayey soil.

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Authors: Marzieh Ebrahimi, Vahid Changizi, Mohammad Reza Kardan, Seyed Mahdi Hosseini Pooya, Parham Geramifar

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Radiation exposure to the patient's family members is one of the major concerns during thyroid cancer radionuclide therapy. The aim of this study was to measure the total effective dose of the family members by means of thermoluminescence personal dosimeter, and compare with those calculated by analytical methods. Eighty-five adult family members of fifty-one patients volunteered to participate in this research study. Considering the minimum and maximum range of dose rate from 15 µsv/h to 120 µsv/h at patients' release time, the calculated mean and median dose values of family members were 0.45 mSv and 0.28 mSv, respectively. Moreover, almost all family members’ doses were measured to be less than the dose constraint of 5 mSv recommended by Basic Safety Standards. Considering the influence parameters such as patient dose rate and administrated activity, the total effective doses of family members were calculated by TEDE and NRC formulas and compared with those of experimental results. The results indicated that, it is fruitful to use the quantitative calculations for releasing patients treated with I-131 and correct estimation of patients' family doses.

Keywords: Effective dose, thermoluminescence, I-131, Thyroid cancer.

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Authors: Alsaidi M. Altaher, Mohd T. Ismail

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In wavelet regression, choosing threshold value is a crucial issue. A too large value cuts too many coefficients resulting in over smoothing. Conversely, a too small threshold value allows many coefficients to be included in reconstruction, giving a wiggly estimate which result in under smoothing. However, the proper choice of threshold can be considered as a careful balance of these principles. This paper gives a very brief introduction to some thresholding selection methods. These methods include: Universal, Sure, Ebays, Two fold cross validation and level dependent cross validation. A simulation study on a variety of sample sizes, test functions, signal-to-noise ratios is conducted to compare their numerical performances using three different noise structures. For Gaussian noise, EBayes outperforms in all cases for all used functions while Two fold cross validation provides the best results in the case of long tail noise. For large values of signal-to-noise ratios, level dependent cross validation works well under correlated noises case. As expected, increasing both sample size and level of signal to noise ratio, increases estimation efficiency.

Keywords: wavelet regression, simulation, Threshold.

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Authors: G. A. Gevorgyan, K. A. Ghazaryan, T. H. Derdzyan

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The heavy metal pollution of the soils around the mining area near Shamlugh town and related risks to human health were assessed. The investigations showed that the soils were polluted with heavy metals that can be ranked by anthropogenic pollution degree as follows: Cu>Pb>As>Co>Ni>Zn. The main sources of the anthropogenic metal pollution of the soils were the copper mining area near Shamlugh town, the Chochkan tailings storage facility and the trucks transferring ore from the mining area. Copper pollution degree in some observation sites was unallowable for agricultural production. The total non-carcinogenic chronic hazard index (THI) values in some places, including observation sites in Shamlugh town, were above the safe level (THI<1) for children living in this territory. Although the highest heavy metal enrichment degree in the soils was registered in case of copper, however, the highest health risks to humans especially children were posed by cobalt which is explained by the fact that heavy metals have different toxicity levels and penetration characteristics.

Keywords: Armenia, copper mine, heavy metal pollution of soil, health risks.

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Authors: A. Salsabili, M.Aghajani Mir, S.Saheri, Noor Ezlin Ahmad Basri

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The main aims in this research are to study the solid waste generation in the Faculty of Engineering and Built Environment in the UKM and at the same time to determine composition and some of the waste characteristics likewise: moisture content, density, pH and C/N ratio. For this purpose multiple campaigns were conducted to collect the wastes produced in all hostels, faculties, offices and so on, during 24th of February till 2nd of March 2009, measure and investigate them with regard to both physical and chemical characteristics leading to highlight the necessary management policies. Research locations are Faculty of Engineering and the Canteen nearby that. From the result gained, the most suitable solid waste management solution will be proposed to UKM. The average solid waste generation rate in UKM is 203.38 kg/day. The composition of solid waste generated are glass, plastic, metal, aluminum, organic and inorganic waste and others waste. From the laboratory result, the average moisture content, density, pH and C/N ratio values from the solid waste generated are 49.74%, 165.1 kg/m3, 5.3, and 7:1 respectively. Since, the food waste (organic waste) were the most dominant component, around 62% from the total waste generated hence, the most suitable solid waste management solution is composting.

Keywords: Solid Waste, Waste Management, Characterizationand Composition

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Authors: M. Maleki, M. Latifi, M. Amani-Tehran

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Nano fibers produced by electrospinning are of industrial and scientific attention due to their special characteristics such as long length, small diameter and high surface area. Applications of electrospun structures in nanotechnology are included tissue scaffolds, fibers for drug delivery, composite reinforcement, chemical sensing, enzyme immobilization, membrane-based filtration, protective clothing, catalysis, solar cells, electronic devices and others. Many polymer and ceramic precursor nano fibers have been successfully electrospun with diameters in the range from 1 nm to several microns. The process is complex so that fiber diameter is influenced by various material, design and operating parameters. The objective of this work is to apply genetic algorithm on the parameters of electrospinning which have the most significant effect on the nano fiber diameter to determine the optimum parameter values before doing experimental set up. Effective factors including initial polymer concentration, initial jet radius, electrical potential, relaxation time, initial elongation, viscosity and distance between nozzle and collector are considered to determine finest diameter which is selected by user.

Keywords: Electrospinning, genetic algorithm, nano fiber diameter, optimization.

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Authors: Marina Franulovic, Robert Basan, Bozidar Krizan

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Constitutive modeling of material behavior is becoming increasingly important in prediction of possible failures in highly loaded engineering components, and consequently, optimization of their design. In order to account for large number of phenomena that occur in the material during operation, such as kinematic hardening effect in low cycle fatigue behavior of steels, complex nonlinear material models are used ever more frequently, despite of the complexity of determination of their parameters. As a method for the determination of these parameters, genetic algorithm is good choice because of its capability to provide very good approximation of the solution in systems with large number of unknown variables. For the application of genetic algorithm to parameter identification, inverse analysis must be primarily defined. It is used as a tool to fine-tune calculated stress-strain values with experimental ones. In order to choose proper objective function for inverse analysis among already existent and newly developed functions, the research is performed to investigate its influence on material behavior modeling.

Keywords: Genetic algorithm, kinematic hardening, material model, objective function

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Authors: Imen Dhaou

Abstract:

This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.

Keywords: CVaR, Dow Jones Islamic index, GJR-GARCH-EVT-pair copula, portfolio optimization.

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Authors: O. V. Missioura

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MC (Management Control)& IC (Internal Control) – what is the relationship? (an empirical study into the definitions between MC and IC) based on the wider considerations of Internal Control and Management Control terms, attention is focused not only on the financial aspects but also more on the soft aspects of the business, such as culture, behaviour, standards and values. The limited considerations of Management Control are focused mainly in the hard, financial aspects of business operation. The definitions of Management Control and Internal Control are often used interchangeably and the results of this empirical study reveal that Management Control is part of Internal Control, there is no causal link between the two concepts. Based on the interpretation of the respondents, the term Management Control has moved from a broad term to a more limited term with the soft aspects of the influencing of behaviour, performance measurements, incentives and culture. This paper is an exploratory study based on qualitative research and on a qualitative matrix method analysis of the thematic definition of the terms Management Control and Internal Control.

Keywords: Management Control (MC), Internal Control (IC), definition, causal link, COSO 1992/2004, CoCo (Canadian Institute of Chartered Accountants), Russian CG code (КОДЕКС) , limited and broad concepts MC and IC.

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Authors: B. Guezzen, M.A. Didi, B. Medjahed

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A factorial design of experiments and a response surface methodology were implemented to investigate the liquid-liquid extraction process of zinc (II) from acetate medium using the 1-Butyl-imidazolium di(2-ethylhexyl) phosphate [BIm⁺][D2EHP^-]. The optimization process of extraction parameters such as the initial pH effect (2.5, 4.5, and 6.6), ionic liquid concentration (1, 5.5, and 10 mM) and salt effect (0.01, 5, and 10 mM) was carried out using a three-level full factorial design (3³). The results of the factorial design demonstrate that all these factors are statistically significant, including the square effects of pH and ionic liquid concentration. The results showed that the order of significance: IL concentration > salt effect > initial pH. Analysis of variance (ANOVA) showing high coefficient of determination (R² = 0.91) and low probability values (P < 0.05) signifies the validity of the predicted second-order quadratic model for Zn (II) extraction. The optimum conditions for the extraction of zinc (II) at the constant temperature (20 °C), initial Zn (II) concentration (1mM) and A/O ratio of unity were: initial pH (4.8), extractant concentration (9.9 mM), and NaCl concentration (8.2 mM). At the optimized condition, the metal ion could be quantitatively extracted.

Keywords: Ionic liquid, response surface methodology, solvent extraction, zinc acetate.

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Authors: T. Rashid, T. Kechadi

Abstract:

This paper is a continuation of our daily energy peak load forecasting approach using our modified network which is part of the recurrent networks family and is called feed forward and feed back multi context artificial neural network (FFFB-MCANN). The inputs to the network were exogenous variables such as the previous and current change in the weather components, the previous and current status of the day and endogenous variables such as the past change in the loads. Endogenous variable such as the current change in the loads were used on the network output. Experiment shows that using endogenous and exogenous variables as inputs to the FFFBMCANN rather than either exogenous or endogenous variables as inputs to the same network produces better results. Experiments show that using the change in variables such as weather components and the change in the past load as inputs to the FFFB-MCANN rather than the absolute values for the weather components and past load as inputs to the same network has a dramatic impact and produce better accuracy.

Keywords: Daily peak load forecasting, feed forward and feedback multi-context neural network.

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Authors: Kai-Long Hsiao

Abstract:

A conjugate heat transfer for steady two-dimensional mixed convection with magnetic hydrodynamic (MHD) flow of an incompressible quiescent fluid over an unsteady thermal forming stretching sheet has been studied. A parameter, M, which is used to represent the dominance of the magnetic effect has been presented in governing equations. The similar transformation and an implicit finite-difference method have been used to analyze the present problem. The numerical solutions of the flow velocity distributions, temperature profiles, the wall unknown values of f''(0) and '(θ (0) for calculating the heat transfer of the similar boundary-layer flow are carried out as functions of the unsteadiness parameter (S), the Prandtl number (Pr), the space-dependent parameter (A) and temperature-dependent parameter (B) for heat source/sink and the magnetic parameter (M). The effects of these parameters have also discussed. At the results, it will produce greater heat transfer effect with a larger Pr and M, S, A, B will reduce heat transfer effects. At last, conjugate heat transfer for the free convection with a larger G has a good heat transfer effect better than a smaller G=0.

Keywords: Finite-difference method, Conjugate heat transfer, Unsteady Stretching Sheet, MHD, Mixed convection.

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Authors: Indar Chaerah Gunadin, Adi Soeprijanto, Ontoseno Penangsang

Abstract:

This paper will discuss about an active power generator scheduling method in order to increase the limit level of steady state systems. Some power generator optimization methods such as Langrange, PLN (Indonesian electricity company) Operation, and the proposed Z-Thevenin-based method will be studied and compared in respect of their steady state aspects. A method proposed in this paper is built upon the thevenin equivalent impedance values between each load respected to each generator. The steady state stability index obtained with the REI DIMO method. This research will review the 500kV-Jawa-Bali interconnection system. The simulation results show that the proposed method has the highest limit level of steady state stability compared to other optimization techniques such as Lagrange, and PLN operation. Thus, the proposed method can be used to create the steady state stability limit of the system especially in the peak load condition.

Keywords: generation scheduling, steady-state stability limit, REI Dimo, margin stability

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Authors: Bijay Kumar Sahoo, Ashok Kumar Srivastav

Abstract:

We have investigated the effect of piezoelectric (PZ) polarization property in binary as well as in ternary wurtzite nitrides. It is found that with the presence of PZ polarization property, the phonon group velocity is modified. The change in phonon group velocity due to PZ polarization effect directly depends on piezoelectric tensor value. Using different piezoelectric tensor values recommended by different workers in the literature, percent change in group velocities of phonons has been estimated. The Debye temperatures and frequencies of binary nitrides GaN, AlN and InN are also calculated using the modified group velocities. For ternary nitrides AlxGa(1-x)N, InxGa(1-x)N and InxAl(1-x)N, the phonon group velocities have been calculated as a functions of composition. A small positive bowing is observed in phonon group velocities of ternary alloys. Percent variations in phonon group velocities are also calculated for a straightforward comparison among ternary nitrides. The results are expected to show a change in phonon relaxation rates and thermal conductivity of III-nitrides when piezoelectric polarization property is taken into consideration.

Keywords: Wirtzite nitrides, piezoelectric polarization, Phonon group velocity, Debye frequency and Debye temperature.

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