Modelling and analysis the volatility of Dow Jones Islamic Indices Returns Using ARCH Models

تهدف الدراسة إلى نمذجة وتحليل تقلبات مؤشر داو جونز الإسلامي، مستخدمة في ذلك نماذج الانحدار الذاتي المعمم المشروط بعد تجانس التباين المتناظرة وغير المتناظرة، وذلك بالإعتماد على البيانات اليومية لعوائد مؤشر داو جونز الإسلامي خلال فترة الدراسة الممتدة من 04/01/2010 إلى 05/15/2020. أشارت النتائج أن عوائد مؤشر داو جونز الإسلامي لها نفس الحقائق النمطية الموجودة في السلاسل الزمنية المالية، كما أظهرت النتائج أن أفضل نموذج لنمذجة التقلبات هو نموذج PGARCH.The purpose of this study is modeling and analysis the volatility of  Dow Jones Islamic indices though an application of both symmetric and asymmetric Generalized Autoregressive Conditional Heteroscedastic models and daily data of the Dow Jones Islamic Market index returns during the study period. The results show that Dow Jones Islamic Market index returns have the same commonly observed stylized facts of financial time series. Moreover, the best model for volatility modeling is the PGARCH model

Finite element simulation of magnesium alloys laser beam welding

The authors are grateful to FONDERIE MESSIER (HONSEL group) that provided the as-cast magnesium alloy workpieces. The authors would like also to acknowledge the technical support of Dr. Morraru of the IMS Laboratory, ARTS ET MÉTIERS PARISTECH, Aix En Provence, France.In this paper, a three-dimensional finite element model is developed to simulate thermal history magnesium-based alloys during laser beam welding. Space–time temperature distributions in weldments are predicted from the beginning of welding to the final cooling. The finite element calculations were performed using Cast3M code with which the heat equation is solved considering a non-linear transient behaviour. The applied loading is a moving heat source that depends on process parameters such as power density, laser beam dimensions and welding speed, and it is associated to moving boundary conditions. Experiments were carried out to determine temperature evolution during welding and to measure the laser weld width. By comparing the thermal model answers with the measurements, it is found that numerical simulations results are in a good agreement with the experimental data

Effet des incertitudes mécaniques et géométriques sur la conception des pipelines en composite

International audienceAfin de réduire les contraintes circonférentielles engendrées par un chargement mécanique d'un pipeline en composite, nous avons proposé un modèle analytique basé sur la formulation de Tsai. Une étude paramétrique a été proposée pour valoriser ces contraintes à travers l'épaisseur du pipeline. Pour mettre en valeur la variabilité des incertitudes causées par des défauts de fabrication, des erreurs de manipulation en service ou des endommagements statiques ou cycliques du matériau, nous avons proposé une étude fiabiliste qui cerne la sensibilité des paramètres les plus importants lors de la conception d'un pipeline en composite. En se servant de la méthode de Monte-Carlo, nous avons estimé l'effet des incertitudes dues à la variation des caractéristiques mécaniques et géométriques du pipeline ainsi que la charge appliquée. A partir des résultats obtenus, il a été constaté que pour des coefficients de variation bien contrôlés, les paramètres les plus dominants sont l'épaisseur et la charge appliqué

Diagnostic of the Metal-Dielectric Interface in a Collective Oscillation of Electrons

Light reflected from a dielectric- metal interface describe the existence of resonant modes of the collective oscillation in electron density. The experimental configuration proposed by Otto and Kretschmann- Raether can be used to characterizes the optical properties of thin metallic films in contact with a dielectric medium. In far-field detection, the angular dependence of the reflectivity on Ag/ ambient air shows a sharp minimum beyond attenuated total reflection. At a wavelength, λ the geometric parameters influence strongly the angular resonance θSP. In the case of Ag, λ = 633.0 nm, at the optimal thickness, d = 50.8nm, a resonant coupling is reaches between incident photons and free electrons in the angular range 45° < θSP < 46°. The angular resonance is associated with the optical phenomenon of an energetic transfer predicted theoretically.Light reflected from a dielectric- metal interface describe the existence of resonant modes of the collective oscillation in electron density. The experimental configuration proposed by Otto and Kretschmann- Raether can be used to characterizes the optical properties of thin metallic films in contact with a dielectric medium. In far-field detection, the angular dependence of the reflectivity on Ag/ ambient air shows a sharp minimum beyond attenuated total reflection. At a wavelength, λ the geometric parameters influence strongly the angular resonance θSP. In the case of Ag, λ = 633.0 nm, at the optimal thickness, d = 50.8nm, a resonant coupling is reaches between incident photons and free electrons in the angular range 45° < θSP < 46°. The angular resonance is associated with the optical phenomenon of an energetic transfer predicted theoretically

The beneficial effect of combined administration of vitamins C and E on renal function and selected parameters of antioxidant system in diabetic rats fed zinc-deficient diet

The aim of this study was to examine the progression of kidney damage induced by zinc deficiency in diabetic rats and to evaluate the effect of combined treatment of vitamin E and vitamin C in renal injury by providing protection against deleterious action of zinc deficiency. Female diabetic albino Wistar rats were randomly assigned into five groups. The first group received a diet containing a 54 mg zinc/kg diet (adequate zinc, AZ), the second group received a diet containing 1 mg zinc/kg diet (zinc deficient group, ZD), and the three other groups received ZD diet and treated orally with vitamin E (500 mg/kg body wt) (ZD + Vit E), vitamin C (500 mg/kg body wt) (ZD + Vit C), and combined vitamins C and E (250 + 250 mg/kg body wt) (ZD+VitC+VitE), respectively. Body weight was recorded regularly (twice weekly). After four weeks of dietary manipulation, kidney zinc level, serum albumin and total protein concentration of ZD group were significantly lower than those of AZ group. Dietary zinc deficiency also increased proteinuria excretion, serum and urinary urea and uric acid levels, serum creatinine and kidney malondialdehyde concentration. In contrast, the catalase activity and reduced glutathione level in the kidney were reduced. In conclusion, vitamins E and C act as beneficial antioxidants protect renal function against the noticed oxidative stress due to zinc deficiency and experimental diabetes.Keywords: Experimental diabetes, zinc, vitamin E, vitamin C, oxidative stress, kidney damage

Light Induced Degradation Quantification by Monitoring the VOC Output of Silicon Solar Cell Using Low-Cost Real-Time Virtual Instrumentation

Silicon-based solar cells suffer from different types of light-induced efficiency losses (can cause up to 10% loss), known as light-induced degradation (LID). Impurities, such as boron, iron, and oxygen, are common at different concentrations in these solar cells. They form active recombination defects in boron-doped mono-crystalline (Cz-Si) and multi-crystalline (mc-Si) solar cells during illumination. For the solar industry, this will lead to serious financial loss, hence the importance of inspecting and controlling the LID level accurately. Seeking to minimize the human factor and the inaccuracy that comes with it, we have proposed in this research a low-cost virtual instrumentation solution to provide a new real-time instrumentation technique for solar cell characteristics such as open circuit voltage (VOC). The virtual data acquisition system (VDAS) design is based on a low-cost Arduino board associated with MATLAB/Simulink software. Moreover, this system can collect in real time the values of solar cell outputs under prolonged illumination and under different temperatures of the LID test. Further, kinetic modeling of the solar cell output VOC variation as a function of light soak duration; shows the predominance of one type metastable defect over the LID test of c-Si solar cells. Additionally, degradation mechanism in mc-Si solar cells involve more than one metastable defect and are more complexes due to the mc-Si substrate elaboration technique compared to c-Si substrate. Furthermore, the temperature dependence of the concentrations (NVoc) and the thermal activation energies of the defects have been extracted from the experimental VOC measurements obtained using the VDAS. Finally, the system minimizes the test period and errors for solar cell characterization compared to traditional approaches

QoS aware radio access technology selection framework in heterogeneous networks using SDN

This paper addresses the problem of radio access technology (RAT) selection in heterogeneous networks (HetNets). Current approaches rely on signal related metrics such as signal to interference plus noise ratio (SINR) for selection of the best network for the wireless user. However, such approaches do not take into account the quality of service (QoS) requirements of wireless users and therefore often do not connect them to the most suitable network. We propose a QoS aware RAT selection framework for HetNets based on software-defined networking (SDN). The proposed framework implements a RAT selection strategy that reflects QoS requirements of downlink flows using a metric called fittingness factor (FF). The framework relies on the flexibility and centralised nature of SDN to implement monitoring and RAT capacity assessment mechanisms that help in the realisation of the selection strategy. The simulation campaign illustrates the important gains achieved by our RAT selection framework in terms of data rates assigned to the wireless users, their satisfaction, and their quality of experience (QoE) compared against other state of the art RAT selection solutions

CO2 laser beam welding of AM60 magnesium-based alloy

The authors are grateful to FONDERIE MESSIER HONSEL group that provided the as-cast magnesium alloy workpieces. The authors would like also to acknowledge the technical support of Dr. Moraru of the LSIS Laboratory-Arts et Métiers ParisTech-Aix En Provence-France.Magnesium alloys have a 33% lower density than aluminum alloys, whereas they exhibit the same mechanical characteristics. Their application increases in many economic sectors, in particular, in aeronautic and automotive industries. Nevertheless, their assembly with welding techniques still remains to be developed. In this paper, we present a CO2 laser welding investigation of AM60 magnesium-based alloy. Welding parameters range is determinate for the joining of 3 mm thickness sheets. The effects of process parameters including beam power, welding speed, focusing position, and shielding gas flow are studied. Experimental results show that the main parameters that determine the weld quality are the laser beam power, the welding speed, and the shielding gas flow. The focal point position has a minor effect on weld quality, however, it has an influence on melting zone width. For optimized welding parameters, metallurgical observations show that after laser welding of AM60 alloy dendritic microstructure is observed on melting zone after high solidification rate. A small heat affected zone is also detected. Finally, hardness tests indicate that microhardness of the weld is higher than that of base metal