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Liquidity connectedness in cryptocurrency market

Financial Innovation 2022年第1期8卷 81-105页

作者： mudassar hasan Muhammad Abubakr Naeem Muhammad Arif Syed Jawad Hussain Shahzad Xuan Vinh Vo Lahore Business School The University of LahoreLahorePakistan Smurfit Graduate School of Business University Col-lege DublinDublinIreland Institute of Business Research University of Economics Ho Chi Minh CityHo Chi Minh CityVietnam Department of Business Administration Shaheed Benazir Bhutto UniversityShaheed BenazirabadPakistan Montpellier Business School MontpellierFrance South Ural State University ChelyabinskRussian Federation Institute of Business Research and CFVG University of Economics Ho Chi Minh CityHo Chi Minh CityVietnam

We examine the dynamics of liquidity connectedness in the cryptocurrency *** use the connectedness models of Diebold and Yilmaz(Int J Forecast 28(1):57–66,2012)and Baruník and Křehlík(J Financ Econom 16(2):271–296,2018)on a sample of six major cryptocurrencies,namely,Bitcoin(BTC),Litecoin(LTC),Ethereum(ETH),Ripple(XRP),Monero(XMR),and *** static analysis reveals a moderate liquidity connectedness among our sample cryptocurrencies,whereas BTC and LTC play a significant role in connectedness magnitude.A distinct liquidity cluster is observed for BTC,LTC,and XRP,and ETH,XMR,and Dash also form another distinct liquidity *** frequency domain analysis reveals that liquidity connectedness is more pronounced in the short-run time horizon than the medium-and long-run time *** the short run,BTC,LTC,and XRP are the leading contributor to liquidity shocks,whereas,in the long run,ETH assumes this *** with the medium term,a tight liquidity clustering is found in the short and long *** time-varying analysis indicates that liquidity connectedness in the cryptocurrency market increases over time,pointing to the possible effect of rising demand and higher acceptability for this unique ***,more pronounced liquidity connectedness patterns are observed over the short and long run,reinforcing that liquidity connectedness in the cryptocurrency market is a phenomenon dependent on the time–frequency connectedness.

关键词： Liquidity Time-frequency connectedness Cryptocurrencies

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Utilizing a new soil effective temperature scheme and archived satellite microwave brightness temperature data to estimate surface soil moisture in the Nagqu region, Tibetan Plateau of China

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Journal of Arid Land 2018年第1期10卷 84-100页

作者： TIAN Hui mudassar IQBAL Key Laboratory of Land Surface Process and Climate Change in Cold and Arid Regions Northwest Institute of Eco-Environment and ResourcesChinese Academy of SciencesLanzhou 730000China University of Chinese Academy of Sciences Beijing 100049China

Since the early 2000s, many satellite passive microwave brightness temperature （BT） archives, such as the Advanced Microwave Scanning Radiometer for the Earth Observing System （AMSR-E） BTs, have become the useful resources for assessing the changes in the surface and deep soil moistures over both arid and semi-arid regions. In this study, we used a new soil effective temperature （T scheme and the archived AMSR-E BTs to estimate surface soil moisture （SM） over the Nagqu region in the central Tibetan Plateau, China. The surface and deep soil temperatures required for the calculation of regional-scale T were obtained from outputs of the Community Land Model version 4.5 （CLM4.5）. In situ SM measurements at the CEOP-CAMP/Tibet （Coordinated Enhanced Observing Period Asia-Australia Monsoon Project on the Tibetan Plateau） experimental sites were used to validate the AMSR-E-based SM estimations at regional and single-site scales. Furthermore, the spatial distribution of monthly mean surface SM over the Nagqu region was obtained from 16 daytime AMSR-E BT observations in July 2004 over the Nagqu region. Results revealed that the AMSR-E-based surface SM estimations agreed well with the in situ-based surface SM measurements, with the root mean square error （RMSE） ranging from 0.042 to 0.066 m3/m3 and the coefficient of determination （R2） ranging from 0.71 to 0.92 during the nighttime and daytime. The regional surface soil water state map showed a clear spatial pattern related to the terrain. It indicated that the lower surface SM values occurred in the mountainous areas of the northern, mid-western and southeastern parts of Nagqu region, while the higher surface SM values appeared in the low elevation areas such as the Tongtian River Basin, Namco Lake and bog meadows in the central part of Nagqu region. Our analysis also showed that the new T^scheme does not require special fitting parameters or additional assumptions, which simplifies the data requirements for regional-scale ap

关键词： soil effective temperature archived AMSR-E brightness temperature CLM4.5 soil temperature output Cumulative Distribution Function (CDF) matching surface soil moisture Tibetan Plateau

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Revisiting the N=1 supersymmetric trinification models from intersecting D6-branes

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Communications in Theoretical Physics 2024年第9期76卷 27-36页

作者： Adeel Mansha Tianjun Li mudassar Sabir Department of Physics Zhejiang Normal UniversityJinhua 321004China Zhejiang Institute of Photoelectronics Zhejiang Normal UniversityJinhua 321004China Centre For High Energy Physics University of the PunjabLahore 54590Pakistan CAS Key Laboratory of Theoretical Physics Institute of Theoretical PhysicsChinese Academy of SciencesBeijing 100190China School of Physical Sciences University of Chinese Academy of SciencesBeijingChina School of Physics University of Electronic Science and Technology of ChinaChengduSichuan 611731China

We revisit the construction of the N=1 supersymmetric trinification models with gauge group U(3)_(C)×U(3)_(L)×U(3)_(R) in TypeⅡA string theory on T^(6)(Z_(2)×Z_(2))orientifold with intersecting *** non-trivial K-theory conditions and tadpole cancellation conditions severely restrict the number of allowed models even for the case of rectangular *** a supervised search algorithm,we find a few four-family models where the highest wrapping number is *** these models,we present the complete particle spectra and the gauge coupling relations at the string-scale.

关键词： string phenomenology D branes trinification

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Hybrid lipopolymer vesicle drug delivery and release systems

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The Journal of Biomedical Research 2021年第4期35卷 301-309页

作者： Erik Reimhult mudassar Mumtaz Virk Department of Nanobiotechnology Institute for Biologically Inspired MaterialsUniversity of Natural Resources and Life SciencesVienna1190 ViennaAustria.

Hybrid lipopolymer vesicles are membrane vesicles that can be self-assembled on both the micro-and *** the nanoscale,they are potential novel smart materials for drug delivery systems that could combine the relative strengths of liposome and polymersome drug delivery systems without their respective ***,little is known about their properties and how they could be ***,most methods of investigation are limited to the *** we provide a brief review on hybrid vesicle systems with a specific focus on recent developments demonstrating that nanoscale hybrid vesicles have different properties from their macroscale counterparts.

关键词： hybrid vesicles lipopolymersomes polymersomes drug delivery lipid domains triggered release

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On the gauge dependence of scalar induced secondary gravitational waves during radiation and matter domination eras

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Science China(Physics,Mechanics & Astronomy) 2023年第9期66卷 23-41页

作者： Arshad Ali Ya-Peng Hu mudassar Sabir Taotao Sui College of Physics Nanjing University of Aeronautics and AstronauticsNanjing 211106China Key Laboratory of Aerospace Information Materials and Physics(NUAA) MIITNanjing 211106China Center for Gravitation and Cosmology College of Physical Science and TechnologyYangzhou UniversityYangzhou 225009China School of Geophysics and Geomatics China University of GeosciencesWuhan 430074China

We revisit the vital issue of gauge dependence in the scalar-induced secondary gravitational waves(SIGWs), focusing on the radiation domination(RD) and matter domination(MD) eras. The energy density spectrum is the main physical observable in such induced gravitational waves. For various gauge choices, there has been a divergence in the energy density, ?GW, of *** calculate SIGWs in diferent gauges to quantify this divergence to address the gauge-dependent problem. In our previous studies, we had found that the energy density diverges in the polynomial power of conformal time(e.g., η^(6) in uniform density gauge). We try to fix this discrepancy by adding a counter-term that removes the fictitious terms in secondary tensor perturbations. We graphically compare the calculations in various gauges and also comment on the physical origin of the observed gauge dependence.

关键词： scalar induced gravitational waves gauge transformation cosmology

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Estimating the basic reproduction number for single-strain dengue fever epidemics

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Infectious Diseases of Poverty 2014年第1期3卷 100-116页

作者： Adnan Khan Muhammad Hassan mudassar Imran Department of Mathematics Lahore University of Management SciencesDHALahorePakistan Department of Mathematics Swiss Federal Institute of Technology(ETH)ZurichRämistrasse 1018092 ZurichSwitzerland

Background:Dengue,an infectious tropical disease,has recently emerged as one of the most important mosquito-borne viral diseases in the *** perform a retrospective analysis of the 2011 dengue fever epidemic in Pakistan in order to assess the transmissibility of the *** obtain estimates of the basic reproduction number R0 from epidemic data using different methodologies applied to different epidemic models in order to evaluate the robustness of our ***:We first estimate model parameters by fitting a deterministic ODE vector-host model for the transmission dynamics of single-strain dengue to the epidemic data,using both a basic ordinary least squares(OLS)as well as a generalized least squares(GLS)***,we perform the same analysis for a direct-transmission ODE model,thereby allowing us to compare our results across different *** addition,we formulate a direct-transmission stochastic model for the transmission dynamics of dengue and obtain parameter estimates for the stochastic model using Markov chain Monte Carlo(MCMC)*** each of the cases we have considered,the estimate for the basic reproduction number R0 is initially greater than unity leading to an epidemic ***,control measures implemented several weeks after the initial outbreak successfully reduce R0 to less than unity,thus resulting in disease ***,it is observed that there is strong agreement in our estimates for the pre-control value of R0,both across different methodologies as well across different ***,there are also significant differences between our estimates for the post-control value of the basic reproduction number across the two different ***:In conclusion,we have obtained robust estimates for the value of the basic reproduction number R0 associated with the 2011 dengue fever epidemic before the implementation of public health control ***,we have shown that there is close agreement

关键词： Epidemiology Dengue fever Statistical inference Stochastic model Markov chain Monte Carlo

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Mass transfer area in a multi-stage high-speed disperser with split packing

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Chinese Journal of Chemical Engineering 2019年第4期27卷 772-780页

作者： Tao Ai Aslam M.mudassar Ziqi Cai Zhengming Gao State Key Laboratory of Chemical Resource Engineering School of Chemical Engineering Beijing University of Chemical Technology Beijing 100029 China Beijing Advanced Innovation Center for Soft Matter Science and Engineering Beijing University of Chemical Technology Beijing 100029 China

In this study, the mean droplet diameter in the cavity zone and the total mass transfer area of a multi-stage highspeed disperser(HSD) reactor with different packing combinations were measured and evaluated. The effects of rotational speed and packing radius, as well as the packing ring radius and numbers, on the mean droplet diameter and the total mass transfer area were evaluated. A model was established to calculate the mass transfer area in the cavity zone in the HSD reactor, and it was found that the packings contribute 61%–82% of the total mass transfer area. A correlation for predicting the mass transfer area in the packing zone was regressed by the dimensionless analysis method. An enhancement factor based on the mass transfer area in the packing zone was proposed to evaluate the effect of packing combination on mass transfer area. Two optimum packing combinations were proposed in consideration of the mean droplet diameter and the enhancement factor.

关键词： High-speed disperser Mean droplet diameter Mass transfer area Split packing

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Variations of precipitation characteristics during the period 1960–2014 in the Source Region of the Yellow River,China

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Journal of Arid Land 2018年第3期10卷 388-401页

作者： mudassar IQBAL WEN Jun WANG Shaoping TIAN Hui Muhammad ADNAN Key Laboratory of Land Surface Process and Climate Change in Cold and Arid Regions Northwest Institute of Eco-Environment and Resources Chinese Academy of Sciences Lanzhou 730000 China University of Chinese Academy of Sciences Beijing 100049 China College of Atmospheric Sciences Chengdu University of Information Technology Plateau Atmosphere and Environment Key Laboratory of Sichuan Province Chengdu 610225 China Division of Hydrology Water-Land Resources in Cold and Arid Regions Northwest Institute of Eco-Environment and Resources Chinese Academy of Sciences Lanzhou 730000 China State Key Laboratory of Cryospheric Science Northwest Institute of Eco-Environment and Resources Chinese Academy of Sciences Lanzhou 730000 China

Precipitation, a natural feature of weather systems in the Earth, is vitally important for the environment of any region. Under global climate change condition, the characteristics of precipitation have changed as a consequence of enhanced global hydrological cycle. The source region of the Yellow River（SRYR）, locating within the Qinghai-Tibet Plateau, is sensitive to the global climate change due to its complex orography and fragile ecosystem. To understand the precipitation characteristics and its impacts on the environment in the region, we studied the characteristics of rainy days and precipitation amount of different precipitation classes, such as light（0–5 and 5–10 mm）, moderate（10–15, 15–20 and 20–25 mm） and heavy（≥25 mm） rains by analyzing the precipitation data of typical meteorological stations in the SRYR during the period 1961–2014, as well as the trends of persistent rainfall events and drought events. Results showed that annual average precipitation in this area had a non-significant（P〉0.05） increasing trend, and 82.5% of the precipitation occurred from May to September. Rainy days of the 0–5 mm precipitation class significantly decreased, whereas the rainy days of 5–10, 10–15, and 20–25 mm precipitation classes increased and that of ≥25 mm precipitation class decreased insignificantly. The persistent rainfall events of 1-or 2-day and more than 2-day showed an increasing trend, with the 1-or 2-day events being more frequent. Meanwhile, the number of short drought periods（≤10 days） increased while long drought periods（〉10 days） decreased. Since the 0–5 mm precipitation class had a huge impact on the grasslands productivity; the 5–10, 10–15, and 20–25 mm precipitation classes had positive effects on vegetation which rely on the deep soil water through moving nutrients and water into the root zone of these vegetation or through the plant-microbe interactions; the ≥25 mm precipitation class contributed to the floods; and more persistent rainfall events and

关键词： precipitation characteristics climate change ecosystem water resources vegetation source region of theYellow River

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Parametic Model for Optimization of Battery Capacity and Power Transmitters of On-line Electric Vehicles in Closed/Open Environments

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CSEE Journal of Power and Energy Systems 2023年第1期9卷 185-196页

作者： Fatima Nisar Syed Haider Imtiaz Alam Asad Waqar Toqeer Ahmed mudassar Usman Department of Electrical Engineering School of Engineering&Applied Sciences(BSEAS)Bahria UniversityIslamabadPakistan Department of Centre for Advanced Electronics and Photovoltaic Engineering(CAEPE) International Islamic Universityand School of Interdisciplinary Engineering and Science(SINES)National University of Science and Technology(NUST)IslamabadPakistan

An on-line electric vehicle(OLEV)uses a wireless charging phenomenon,in which power transmitters are installed beneath the road and the OLEV’s battery is charged *** paper deals with the optimization of two key economic and design parameters,i.e.,the size of the battery and the power transmitters allocation.A complete model configuration of the OLEV system,including the vehicle design and power transmitter,is implemented using MATLAB/*** battery’s state of charge(SOC)rises and drops according to the vehicle’s velocity and power collection and *** mixed integer programming(MIP)model is used for cost ***,with the help of the SOC graph and MIP model,the battery size and the number of power transmitters,along with their placements,are *** proposed model is applicable to both closed and open environments as it accepts both regulated and deregulated *** test cases are performed for this *** first test case deals with regulated velocity for which we have applied the KAIST campus OLEV’s velocity along with its 13 kWh battery size and 4 power transmitters,and then applied the suggested solution with the same velocity and route i.e.,8 power transmitters with shorter lengths and reduced battery size(3.25 kWh;one-fourth of the first case).SOC is found within limits at the end of the route,saving$1600 and validating the proposed model in this *** the second test case,we use deregulated velocity and optimize both parameters,using the same approach.

关键词： Closed and open environments mixed integer programming on-line electrical vehicle power transmitters state of charge wireless charging

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Effects of partial slip on flow of a third grade fluid

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Acta Mechanica Sinica 2006年第5期22卷 393-396页

作者： S. Asghar M. mudassar Gulzar M. Ayub Department of Mathematics COMSATS Institute of Information Technology H-8 Islamabad Pakistan Department of Mathematics Quaid-i-Azam University

This paper is an analytical study of the rotating flow of a third grade fluid past a porous plate with partial slip effects. It serves as a flow model for the study of polymers. The analytic solution has been determin... 详细信息

关键词： Partial-slip Non-Newtonian fluid Analytic solution Homotopy analysis method

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