Applications of optimization to sovereign debt issuance

This thesis was submitted for the degree of Doctor of Philosophy and was awarded by Brunel UniversityThis thesis investigates different issues related to the issuance of debt by sovereign bodies such as governments, under uncertainty about the future interest rates. Several dynamic models of interest rates are presented, along with extensive numerical experiments for calibration of models and comparison of performance on real financial market data. The main contribution of the thesis is the construction and demonstration of a stochastic optimisation model for debt issuance under interest rate uncertainty. When the uncertainty is modelled using a model from a certain class of single factor interest rate models, one can construct a scenario tree such that the number of scenarios grows linearly with time steps. An optimization model is constructed using such a one factor scenario tree. For a real government debt issuance remit, a multi-stage stochastic optimization is performed to choose the type and the amount of debt to be issued and the results are compared with the real issuance. The currently used simulation models by the government, which are in public domain, are also reviewed. Apparently, using an optimization model, such as the one proposed in this work, can lead to substantial savings in the servicing costs of the issued deb

Study of The Effect of Renal Failure on The Concentration of HbA1c in Patients with Diabetes

اجريت هذه الدراسة في مركزي السكري والغدد الصم والفشل الكلوي التابعيين لمدينة الصدر الطبية/محافظة النجف الاشرف، وتضمنت متابعة (60) مريضا من الذكور والاناث، (30) مريضا يعانون من الفشل الكلوي  والداء السكري وال (30) مريضا الاخرون يعانون من الداء السكري فقط، تراوحت اعمارهم بين (30- 65) سنة. وقد استمرت الدراسة من شهر تشرين الثاني 2011 وحتى شهر شباط 2012، وتم تقدير مستوى السكر، اليوريا، الكرياتنين في مصل الدم فضلا عن تقدير مستوى الخضاب الكلوكوزي في الدم. وقد اظهرت نتائج الدراسة وجود ارتفاع معنوي في تركيز كل من السكر واليوريا والكرياتنين لدى مرضى الفشل الكلوي والداء السكري مقارنة بمرضى الداء السكري فقط، كذلك وجد انخفاض معنوي في قيمة الخضاب الكلوكوزي لدى مرضى الفشل الكلوي المصابين بالداء السكرى مقارنة مع مرضى الداء السكري فقط.This study was conducted at the Diabetes mellitus and Endocrinology and Renal Failure Centers in Al- Sader medical city including 60 patients from male and female, 30 patients have renal failure with Diabetes mellitus, other 30 patients have diabetes mellitus only. The age range from (30-65) years. The study lasted from November 2011 until March  2012. They were evaluated each of fasting blood sugar, urea, creatinine parameters in serum, and evaluated level of glycosylated hemoglobin in the blood. There was a significant increasing in each of blood sugar, urea, creatinine concentration in renal failure with diabetes mellitus patients as compared with diabetes mellitus patients. Also there was a significant decreases in percent of glycosylated hemoglobin in renal failure with diabetes mellitus patients as compared with diabetes mellitus patients

Automatic Arabic Text Summarization System (AATSS) Based on Semantic Feature Extraction

Recently, one of the problems arisen due to the amount of information and it’s availability on the web, is the increased need for effective and powerful tool to automatically summarize text. For English and European languages an intensive works have been done with high performance and nowadays they look forward to multi-document and multi-language summarization. However, Arabic language still suffers from the little attentions and research done in this filed. In our research we propose a model to automatically summarize Arabic text using text extraction. Various steps are involved in the approach: preprocessing text, extract set of feature from sentences, classify sentence based on scoring method, ranking sentences and finally generate an extract summary. The main difference between our proposed system and other Arabic summarization systems are the consideration of semantics, entity objects such as names and places, and similarity factors in our proposed system. The proposed system has been applied on news domain using a dataset obtained from Falesteen newspaper. Manual evaluation techniques are used to evaluate and test the system. The results obtained by the proposed method achieve 86.5% similarity between the system and human summarization. A comparative study between our proposed system and Sakhr Arabic online summarization system has been conducted. The results show that our proposed system outperforms the Shakr system

Polymorphism in IL-6(-174 G/C) Gene in Scabietic Patients

Background : Scabies (Sarcoptes scabiei var. hominis) is one of the parasitic diseases that is often ignored. It results in problems that trigger an allergic and inflammatory immunological response. Cytokines are crucial to the development of disease and its pathophysiology. This investigation looked at how scabies risk and a variation in the gene IL-6 affected IL-6 production. Materials and Methods : The goal of the current investigation was to determine the level of IL-6 by ELISA and its linked with IL-6(-174 G/C) polymorphisms in 60 scabietic patients and 30 healthy individuals. Results : In contrast, the IL-6(-174 G/C) CC genotype and C allele carrier frequencies were highly significant (P0.05) in the patients who had their first infestation. The results showed a significant increase (P0.05) in the IL-6(-174 G/C) GG genotype and G allele in the re-infestation group of patients compared to the healthy group. According to IL-6 genetic variations, low serum levels were connected with the CC genotype. Conclusion : IL-6(-174 G/C) Scabies susceptibility and polymorphism were related, providing evidence for the hereditary basis of the illnes

DSDV Extension to Enhance the Performance of Ad Hoc Networks in High Diverse-Velocity Environments

Mobile Ad-Hoc Networks (MANETs) are characterized as decentralized control networks. The mobile nodes route and forward data based on their routing information without the need for routing devices. In this type of networks, nodes move in an unstructured environment where some nodes are still fixed, others are moving in a constant velocity, and others move with diverse velocities; and thus, they need special protocols to keep track of network changes and velocity changes among the nodes. Destination Sequenced Distance- Vector (DSDV) routing protocol is one of the most popular proactive routing protocols for wireless networks. This protocol has a good performance in general, but with high speed nodes and congested networks its performance degrades quickly. In this paper we propose an extension to the DSDV (we call it Diverse- Velocity DSDV) to address this problem. The main idea is to modify the protocol to include node speed, determine update intervals and the duration of settling time. To evaluate the performance of the new protocol, we have carried a number of simulation scenarios using the Network Simulator tool (NS-3) and measured relevant parameters such as: packet delivery ratio, throughput, end-toend delay, and routing overhead. We have compared our results with the original DSDV and some of its new variants. The new protocol has demonstrated a noticeable improvement of performance in all scenarios, and the measured performance metrics outperform the others except the average delay where the performance of the new protocol was modest.The authors would like to express their highest gratitude to AL-Quds University for the funding of this research

Performance Comparative Study of DSDV, E-DSDV, I-DSDV and O-DSDV MANET Routing Protocols

A Mobile Ad-hoc Network (MANET) is a dynamic single or multi-hop wireless network where nodes are connected wirelessly, and the network is self-configured. Due to the high mobility of nodes, network topology changes more frequently and thus, routing becomes a challenging task. Several routing protocols have been proposed by the researchers for MANETs like the well-known Destination Sequenced Distance Vector (DSDV) and its variants. It is a table-driven routing protocol that was mainly proposed to solve routing loop problems and it performs very well in sparse and low mobility environments. However, it suffers from several performance issues when implemented on high and dense MANETs. A number of modifications of DSDV have been proposed to make it more adaptive and suitable for different environments. In this paper, the performance of DSDV, E-DSDV, I-DSDV, and O-DSDV routing protocols is compared. The performance metrics that were considered in this analysis are packet delivery ratio, throughput, End-to-End delay, and routing overhead. Several simulation scenarios were carried out using the Network Simulator tool (NS3) by varying the number of nodes, pause time and velocity. The simulation results have shown that I-DSDV outperforms the others in low mobility scenarios, whereas O-DSDV has the best performance in high velocity environments

Words Speak Louder Than Actions: The Power of Vocality and Oral Communication in Medieval Viking Literature

This paper examines the nature of oral communication within medieval Nordic societies, specifically focusing on the usage of various speech acts in classic Viking literary texts. This essay explores the language employed by Viking characters, noting the ways in which they could demonstrate their power/authority through words as well as the way in which verbal ability could either elevate or diminish one’s social status

Evaluation of gas explosion overpressures at configurations with irregularly arranged obstacles

Rapid analytical methods for the calculation of gas explosion overpressures in confined and congested regions are of great value where a benchmark value is sought rather than a time consuming detailed analysis obtainable by computational fluid dynamics (CFD). While earlier correlations have been compared directly to experiments, the geometries used were often simplistic and displayed homogeneity in confinement and congestion. Realistic geometries typically display a high degree of inhomogeneity in confinement and congestion. Here the authors examine geometries where the confinement and congestion were deliberately varied such that some of the geometries possessed inhomogeneity of both parameters. Little experimental data exists for such configurations and hence the authors examine these configurations using CFD. The CFD overpressure predictions at various target locations for 400 scenarios are compared with the results from a newly derived correlation and the correlation of the guidance for the application of the multi-energy method (GAME). It is found that the overpressure predictions obtained using the correlation still better agrees with the CFD modeling results compared with the GAME correlation suggesting. To show the importance of increased accuracy in these cases, a structural damage level evaluation process is used to place the damage levels for four monitor points on a p-i curve, and the results show that often these damage levels are near critical, demonstrating the need for improved accuracy