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ARIMA With GARCH Family Modeling and Projection on Share Volume of DSE

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Economics World 2015年第4期3卷 171-184页

作者： ahammad Hossain md. Kamruzzaman md. Ayub Ali Varendra University Rajshahi Bangladesh University ofRajshahi Rajshahi Bangladesh

A suitable statistical model has been explored for the investors as well as the researchers to resolve the future estimation of share volume by using daily stock volume data from Dhaka Stock Exchange (DSE). The daily volume data from the June 1, 2004 to April 19, 2010 were retrieved from DSE website as a secondary data source. The Maximum Likelihood—-Autoregressive Conditional Heteroskedasticity (ARCH) (Marquardt) method has been applied to construct the models for the stock volume data of DSE by using statistical package software E-Views of verson-5. First of all, an "Auto Regressive Integrated Moving Average (ARIMA) model" was fitted and observed that heteroscedastic volatilities were still present there. To eliminate this dilemma, ARCH class of volatility models has been used and finally the ARIMA with EGARCH model has been explored. Findings of this study have recognized that ARIMA with EGARCH model implies low mean square error, low mean absolute error, low bias proportion, and low variance proportion for share volume data with comparing to other models. Hence, the modelling concept established in this study would be a decisive study for the investors as well as the researchers.

关键词：世界经济经济建设经济发展市场

Econometric Investigation of DSE＇s Portfolios through Selective Micro and Macro Economic Indicators

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Journal of Statistical Science and Application 2016年第3期4卷 144-153页

作者： ahammad Hossain md. Kamruzzaman md. Ayub Ali PhD Fellow Institute of Bangladesh Studies University of Rajshahi Bangladesh. Associate Professor Institute of Bangladesh Studies University of Rajshahi Bangladesh. Professor Department of Statistics University of Rajshahi Bangladesh.

A Regular Study on Yarn Count, Size Box Temperature and Machine Speed to Increase Weaving Efficiency of Cotton Fabric

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Journal of Textile Science and Technology 2020年第4期6卷 168-176页

作者： Umme Magreba Takebira A. T. M. Mohibullah md. Zawadul Hossain Shajidul Islam Tanim md. Sharif ahammad Redoy md. Lutfar Rahman md. Shakib Rejwan Department of Apparel Manufacturing & Technology BGMEA University of Fashion & Technology Dhaka Bangladesh

Sizing is an inherent part of weaving works, consisting in the coating of the warp yarn with a polymeric adhesive, such as starch, in order to assist efficient weaving. The study is aimed to assess the effects of squeezed roller pressure, dryer temperature, yarn count, machine speed (rpm) on cotton fabric weaving. Coarser and finer cotton yarn samples were prepared using sizing solution BENSIZE 850. Different size box temperature, yarn count, fabric construction, machine speed, squeeze roller pressure were considered to construct different weaving designs to study yarn breakages parameter. A warping plan was designed on TAROKO V5.4 (190325) software. The results established that size box lower temperature and higher machine speed provide the smallest amount yarn break during weaving for coarser cotton yarn and the highest for finer cotton yarn. Size box higher temperature and lower machine speed provide maximum yarn breakage during weaving coarser cotton yarn and minimum for fine yarn. Size penetration is uniform, which provides a higher strength of the yarn to less breakage. This aspect of the research suggested that higher yarn strength gives a lesser amount of breakage.

关键词： Sizing Material Machine Parameters Different Counts Sizing Efficiency

Formulation and <i>In-Vitro</i>Release Pattern Study of Gliclazide Matrix Tablet

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Pharmacology & Pharmacy 2015年第3期6卷 125-131页

作者： Tanbir ahammad Marium Begum A. F. M. Towheedur Rahman Moynul Hasan Saikat Ranjan Paul Shaila Eamen md. Iftekhar Hussain md. Hazrat Ali md. Ashraful Islam Mohammad Mizanur Rahman Mamunur Rashid Department of Pharmacy BRAC University Dhaka Bangladesh Department of Pharmacy Primeasia University Dhaka Bangladesh Department of Pharmaceutical Sciences North South University Dhaka Bangladesh Department of Pharmacy Dhaka International University Dhaka Bangladesh Department of Pharmacy Southeast University Dhaka Bangladesh Department of Pharmacy Jahangirnagar University Dhaka Bangladesh Department of Pharmacy International Islamic University of Chittagong Chittagong Bang-ladesh Department of Biomedical Imaging Faculty of Bioscience Abo Akademi University Turku Finland Department of Pharmacy University of Rajshshi Rajshahi Bangladesh

In current decade, pharmaceutical industries of Bangladesh are giving much emphasize on the formulation of time release preparation to treat various chronic diseases in order to decrease the frequency of administration and to improve patient compliance. Objectives: The objective of this investigation is to design and evaluate sustained release matrix tablet of Gliclazide by direct compression method employing polymers of hydroxypropylmethyl cellulose (HPMC) derivatives (K15M CR and K4M CR) and to select the optimized formulations and compression process by performing a comparative release kinetic study with a reference product, Diamicron MR (one of the worldwide brand of Gliclazide sustain released tablet manufactured by Servier one of the French pharmaceutical company) tablet. Methods: Release kinetics of Gliclazide matrix tablets were determined using USP paddle method at Phosphate buffer (pH 7.4). The release mechanism was explored and explained with zero order, first order, Higuchi and Korsmeyer model. Result: It is found that formulation with lower polymeric concentration follows Higuchi release kinetics and that the formulation with higher concentration best fits with zero order release kinetics. Among the formulations, F1 and F6 show almost similar dissolution profile with Diamicron MR Tablet, which can be suitable candidates for further in-vivo bioequivalence study. Conclusion: Findings of this investigation suggest that F1 and F6 formulations are potential candidates for further bioequivalence study among other formulations.

关键词： Gliclazide Sustained Release Methocel K15M CR Methocel K4M CR In-Vitro Bioequivalence

Vector Autoregressive （VAR） Modeling and Projection of DSE

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Chinese Business Review 2015年第6期14卷 273-289页

作者： ahammad Hossain md. Kamruzzaman md. Ayub Ali Varendra University Rajshahi Bangladesh University of Rajshahi Rajshahi Bangladesh

In this paper, vector autoregressive (VAR) models have been recognized for the selected indicators of Dhaka stock exchange (DSE). Bangladesh uses the micro economic variables, such as stock trade, invested stock capital, stock volume, current market value, and DSE general indexes which have the direct impact on DSE prices. The data were collected for the period from June 2004 to July 2013 as the basis on daily scale. But to get the maximum explorative information and reduction of volatility, the data have been transformed to the monthly scale. The outliers and extreme values of the study variables are detected through box and whisker plot. To detect the unit root property of the study variables, various unit root tests have been applied. The forecast performance of the different VAR models is compared to have the minimum residual. Moreover, the dynamics of this financial market is analyzed through Granger causality and impulse response analysis.

关键词：向量自回归 DSE VAR 单位根检验建模投影股票交易微观经济

Effects of Farm Yard Manure and Lime on Cadmium Uptake by Rice Grown in Two Contaminated Soils of Chittagong

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Journal of Agricultural Science and Technology 2011年第3期5卷 352-358页

作者： M. G. Kibria K. T. Osman M. J. ahammad md. Alamgir Department of Soil Science University of Chittagong Chittagong 4331 Bangladesh School of Agriculture Food and Wine University of Adelaide SA 5005 Australia

A pot experiment was conducted to evaluate the efficiency of farm yard manure (FYM) and lime (calcium carbonate) on reducing the uptake of Cd by rice in two Cd contaminated soils of Chittagong. The effects of farm yard manure, lime and farm yard manure mixed with lime (FYM + Lime) on rice (Oryza sativa L.) growth, Cd uptake by rice and 0.1 N HCl extractable Cd in soil were investigated. Results showed that addition of lime and farm yard manure mixed with lime significantly decreased 0.1 N HCl extractable Cd in the city sewage soil. Application of farm yard manure significantly decreased Cd concentration in rice in the city sewage soil. Lime and farm yard manure mixed with lime significantly reduced Cd concentration in rice in both the contaminated soils. Lime was more efficient than farm yard manure in reducing the uptake of Cd by rice.

关键词：镉污染土壤水稻土壤 Cd吸收吉大港石灰厩肥农场生长