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QML Estimation of Asymmetric Markov Switching GARCH(p,q) Processes

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Communications in Mathematics and Statistics 2021年第4期9卷 405-438页

作者： Abdelouahab bibi Department of Mathematics Universite Larbi Ben M’hidi O.E.B.Oum El BouaghiAlgeria

In this paper,I propose a natural extension of time-invariant coefficients threshold GARCH(TGARCH)processes to time-varying one,in which the associated volatility switch between different regimes due to dependency of its coefficients on unobservable(latent)time homogeneous Markov chain with finite state space(MS-TGARCH).These models are showed to be capable to capture some phenomena observed for most financial time series,among others,the asymmetric patterns,leverage effects,dependency without correlation and tail ***,some theoretical probabilistic properties of such models are discussed,in particular,we establish firstly necessary and sufficient conditions ensuring the strict stationarity and ergodicity for solution process of ***,we extend the standard results for the limit theory of the popular quasi-maximum likelihood estimator(QMLE)for estimating the unknown parameters involved in model and we examine thus the strong consistency of such *** finite-sample properties of QMLE are illustrated by a Monte Carlo *** proposed model is applied to model the exchange rates of the Algerian Dinar against the single European currency(Euro).

关键词： MS-TGARCH model Strict stationarity Strong consistency

COVIDX: Computer-aided diagnosis of COVID-19 and its severity prediction with raw digital chest X-ray scans

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Quantitative Biology 2022年第2期10卷 208-220页

作者： Wajid Arshad Abbasi Syed Ali Abbas Saiqa Andleeb Maryum bibi Fiaz Majeed Abdul Jaleel Muhammad Naveed Akhtar Computational Biology and Data Analysis Lab Department of Computer Sciences&Information TechnologyKing Abdullah CampusUniversity of Azad Jammu&KashmirMuzaffarabadAJ&K 13100Pakistan Biotechnology Lab Department of ZoologyKing Abdullah CampusUniversity of Azad Jammu&KashmirMuzaffarabadAJ&K 13100Pakistan Department of Software Engineering University of GujratGujrat 50700Pakistan Department of Computer Science (RCET)UETLahore 54000Pakistan Computational and Internet Services Division Pakistan Institute of Engineering and Applied Sciences(PIEAS)Islamabad 44000Pakistan

Background: Coronavirus disease (COVID-19) is a contagious infection caused by severe acute respiratory syndrome coronavirus-2 (SARS-COV-2) and it has infected and killed millions of people across the ***: In the absence or inadequate provision of therapeutic treatments of COVID-19 and the limited convenience of diagnostic techniques, there is a necessity for some alternate spontaneous screening systems that can easily be used by the physicians to rapidly recognize and isolate the infected patients to circumvent onward surge. A chest X-ray (CXR) image can effortlessly be used as a substitute modality to diagnose the ***: In this study, we present an automatic COVID-19 diagnostic and severity prediction system (COVIDX) that uses deep feature maps of CXR images along with classical machine learning algorithms to identify COVID-19 and forecast its severity. The proposed system uses a three-phase classification approach (healthy vs unhealthy, COVID-19 vs pneumonia, and COVID-19 severity) using different conventional supervised classification ***: We evaluated COVIDX through 10-fold cross-validation, by using an external validation dataset, and also in a real setting by involving an experienced radiologist. In all the adopted evaluation settings, COVIDX showed strong generalization power and outperforms all the prevailing state-of-the-art methods designed for this ***: Our proposed method (COVIDX), with vivid performance in COVID-19 diagnosis and its severity prediction, can be used as an aiding tool for clinical physicians and radiologists in the diagnosis and follow-up studies of COVID-19 infected ***: We made COVIDX easily accessible through a cloud-based webserver and python code available at https://***/view/wajidarshad/software and https://***/wajidarshad/covidx, respectively.

关键词： coronavirus COVID-19 radiology machine learning chest X-ray contagious infection

Distribution pattern and ecological determinants of an invasive plant Parthenium hysterophorus L., in Malakand division of Pakistan

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Journal of Mountain Science 2020年第7期17卷 1670-1683页

作者： Nasrullah KHAN Khudija bibi Rafi ULLAH Department of Botany University of MalakandChakdara 18800 District Dir LowerKhyber PakhtunkhwaPakistan Swiss Federal Institute for Forest Snow and Landscape ResearchZuercherstrasse 1118903BirmensdorfSwitzerland

After habitat loss,drastic effects of biological invasion caused by alien invasive species to the native biodiversity have been acknowledged worldwide by the agriculturists,ecologists,and governments as it is more overwhelming than pollution,harvest and disease *** such example of biological invasion is *** which is considered to be one of the topmost noxious weeds threatening ecosystems diversity in the world,particularly in Pakistan due to its invasive success and generalist *** no studies have explored the pattern and determinants of plant biodiversity in the Parthenium dominated *** we explored the current distribution pattern of this species with relation to environmental variables in the Malakand division of northern ***-three sites dominated by *** were identified through a participatory mapping process combined with traditional ecological knowledge and quantitative inventories were *** total,we found 62 plant species in 55 genera and 32 families,predominately from Asteraceae,Poaceae,and ***’s agglomerative clustering procedure showed three well-differentiated,and ecologically meaningful but overlapping vegetation *** was found to be the leading species with an average Importance value ranging from 33.28%to 65.59%.Based on our criteria,surprisingly we found significantly less to be fully(30%)or partially invaded(21%)than the less invaded(47%)plots,indicating the gradual invasive success of the species across the *** Correspondence Analysis(CCA-ordination)has explained 36.9%of the cumulative variance by the first three axes and identified elevation(r=-0.526),slope(r=0.438)and percent sand(r=-0.474)to be the major environmental factors affecting the distribution of *** and associated *** results suggested that elevation and percent sand negatively affect Parthenium distribution whereas slope has a positive relationship

关键词： Habitat lost Biological invasion Parthenium hysterophorus Multivariate analysis Conservation and Management

Tourism Development and Well-Being:The Role of Population and Political Stability

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Fudan Journal of the Humanities and Social Sciences 2022年第1期15卷 89-115页

作者： Asif Khan Sughra bibi Jiaying Lyu Zaheer Udden Babar Muhammad Alam Hizar Hayat Department of Tourism and Hotel Management School of ManagementZhejiang UniversityHangzhou 310058ZhejiangChina Department of Tourism&Hospitality Hazara UniversityMansehra 21300KPPakistan Guanghua Law School Zhejiang University Hangzhou 310058ZhejiangChina Department of Tourism and Hotel Management University of ChitralChitralPakistan山

This study's primary purpose was to explore the role of tourism development in enhancing well-being in a highly populated developing economy by focusing on the case study of Pakistan Several econometric techniques and approaches were used on annual time series data covering the 1990-2016 period to investigate the causal relationship of well-being with tourism development,political stability,economics,and population *** findings suggested that tourism development enhances economic growth and well-being,hence providing support for the tourism-led growth hypothesis However,population growth and political instability exhibited a negative relationship with well-being;in addition,the level of political stability determined tourism ***,this study is unique due to its specific focus on the role of political stability and tourism development in the enhancement of wellbeing in a highly populated developing economy Moreover,the practical implications of the study have been provided in light of the main findings.

关键词： Tourism development Well-being Population growth Political stability Economic growth ARDL

Frequency-Domain Estimation of Continuous-Time Bilinear Processes

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Communications in Mathematics and Statistics 2021年第4期9卷 379-403页

作者： Abdelouahab bibi Fateh Merahi Department of Mathematics Larbi Ben M’hidi UniversityOum El BouaghiAlgeria Department of Mathematics Abbes Laghrour UniversityBP 1252 Route de Batna40004 KhenchelaAlgeria

In this paper,we study in frequency domain someprobabilistic and statistical properties of continuous-time version of the well-known bilinear processes driven by a standard Brownian *** class of processes which encompasses many commonly used processes in the literature was defined as a nonlinear stochastic differential equation which has raised considerable interest in the last few ***,the L_(2)-structure of the process is studied and its covariance function is *** structures will lead to study the strong consistency and asymptotic normality of the Whittle estimates of the unknown parameters involved in the *** sample properties are also considered through Monte Carlo *** end,the model is then used to model the exchanges rate of the Algerian Dinar against the US dollar.

关键词： Continuous-time bilinear processes Whittle estimator Consistency Asymptotic normality

Quantum carpets:efficiently probing fractional revivals in position-dependent mass systems

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Communications in Theoretical Physics 2023年第1期75卷 46-54页

作者： Tooba bibi Sunia Javed Shahid Iqbal Department of Physics School of Natural SciencesNational University of Sciences and TechnologyH-12 IslamabadPakistan

Position-dependent-mass systems are of great importance in many physical situations,such as the transport of charge carriers in semiconductors with non-uniform composition and in the theory of many-body interactions in condensed *** we investigate,numerically and analytically,the phenomenon of fractional revivals in such systems,which is a generic characteristic manifested by the wave-packet evolution in bounded Hamiltonian *** the fractional revivals using specific probes is an important task in the theory of quantum measurement and *** numerically simulate the temporal evolution of probability density and information entropy density,which manifest self-similarly recurring interference patterns,namely,quantum *** numerical results show that the quantum carpets not only serve as an effective probe for recognizing the fractional revivals of various order but they efficiently describe the effect of spatially-varying mass on the structure of fractional revivals,which is manifested as a symmetry breaking in their designs.

关键词： wave-packet dynamics quantum carpets information carpets quantum revivals fractional revivals position-dependent mass schroedinger equation

Skin Lesion Segmentation and Classification Using Conventional and Deep Learning Based Framework

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Computers, Materials & Continua 2022年第5期71卷 2477-2495页

作者： Amina bibi Muhamamd Attique Khan Muhammad Younus Javed Usman Tariq Byeong-Gwon Kang Yunyoung Nam Reham R.Mostafa Rasha H.Sakr Department of Computer Science HITEC UniversityTaxilaPakistan College of Computer Engineering and Sciences Prince Sattam Bin Abdulaziz UniversityAl-KhrajSaudi Arabia Department of ICT Convergence Soonchunhyang UniversityAsan31538Korea Information Systems Department Faculty of Computers and Information SciencesMansoura UniversityMansoura35516Egypt Computer Science Department Faculty of Computers and Information SciencesMansoura UniversityMansoura35516Egypt

Background:In medical image analysis,the diagnosis of skin lesions remains a challenging *** lesion is a common type of skin cancer that exists *** is one of the latest technologies used for the diagnosis of skin ***:Many computerized methods have been introduced in the literature to classify skin ***,challenges remain such as imbalanced datasets,low contrast lesions,and the extraction of irrelevant or redundant *** Work:In this study,a new technique is proposed based on the conventional and deep learning *** proposed framework consists of two major tasks:lesion segmentation and *** the lesion segmentation task,contrast is initially improved by the fusion of two filtering techniques and then performed a color transformation to color lesion area color ***,the best channel is selected and the lesion map is computed,which is further converted into a binary form using a thresholding *** the lesion classification task,two pre-trained CNN models were modified and trained using transfer *** features were extracted from both models and fused using canonical correlation *** the fusion process,a few redundant features were also added,lowering classification accuracy.A new technique called maximum entropy score-based selection(MESbS)is proposed as a solution to this *** features selected through this approach are fed into a cubic support vector machine(C-SVM)for the final ***:The experimental process was conducted on two datasets:ISIC 2017 and *** ISIC 2017 dataset was used for the lesion segmentation task,whereas the HAM10000 dataset was used for the classification *** achieved accuracy for both datasets was 95.6% and 96.7%, respectively, which was higher thanthe existing techniques.

关键词： Skin cancer lesion segmentation deep learning features fusion classification

MICELLAR PARAMETERS OF DIBLOCK COPOLYMERS AND THEIR INTERACTIONS WITH IONIC SURFACTANTS

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Chinese Journal of Polymer Science 2012年第2期30卷 217-226页

作者： Noor Rehman Abbas Khan Iram bibi Mohammad Siddiq Department of Chemistry Quaid-I-Azam UniversityIslamabad 45320Pakistan Instituto de Quimica Universidade Federal do Rio Grande do SulUFRGS PO Box 15010CEP 91501-930Porto Alegre/RS/Brazil Department of Chemistry Abdul Wali Khan UniversityMardan K-PukhtoonkhwaPakistan

The interactions of non-ionic amphiphilic diblock copolymer poly（oxyethylene/oxybutylene）（E39B18） with anionic surfactant sodium dodecyl sulphate （SDS） and cationic surfactant hexadecyltrimethylammonium bromide （CTAB） were studied by using various techniques such as surface tension, conductivity, steady-state fluorescence and dynamic light scattering. Surface tension measurements were used to determine the critical micelle concentration （CMC） and thereby the free energy of micellization （AGmic）, free energy of adsorption （AG^ds）, surface excess concentration （F） and minimum area per molecule （A）. Conductivity measurements were used to determine the critical micelle concentration （CMC）, critical aggregation concentration （CAC）, polymer saturation point （PSP）, degree of ionization （tr） and counter ion binding （l]）. Dynamic light scattering experiments were performed to check the changes in physiochemical properties of the block copolymer micelles taken place due to the interactions of diblock copolymers with ionic surfactants. The ratio of the first and third vibronic peaks （11/Is） indicated the polarity of the pyrene micro environment and was used for the detection of micelle as well as polymer-surfactant interactions. Aggregation number （N）, number of binding sites （n） and free energy of binding （AGb） for pure surfactants as well as for polymer-surfactant mixed micellar systems were determined by the fluorescence quenching method.

关键词： Surface tension Conductivity Dynamic light scattering steady-state fluorescence Micellization.

Interaction properties of solitons for a couple of nonlinear evolution equations

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Chinese Physics B 2021年第1期30卷 185-190页

作者： Syed Tahir Raza Rizvi Ishrat bibi Muhammad Younis Ahmet Bekir Department of Mathematics COMSATS University IslamabadLahore CampusPakistan Punjab University College of Information Technology University of the PunjabLahorePakistan Neighbourhood of Akcaglan Imarli Street Number 28/426030EskisehirTurkey

We study one-and two-soliton solutions for the Cahn–Allen(CA) equation and the Brethorton equation. The CA equation has broad spectrum of applications especially in anti-phase boundary motion and it is used in phase-field *** the Brethorton equation is a model for dispersive wave systems, it is used to find the resonant nonlinear interaction among three linear modes. We use the Hirota bilinear method to obtain one-and two-soliton solutions to the CA equation and the Brethorton equation.

关键词： Hirota bilinear method soliton interaction evolution equations