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A Hybrid Particle Swarm Optimization to Forecast Implied Volatility Risk

Computers, Materials & Continua 2022年第11期73卷 4291-4309页

作者： Kais Tissaoui Sahbi Boubaker Waleed Saud Alghassab Taha Zaghdoudi jamel azibi University of Ha’il Applied CollegeHail CitySaudi Arabia University of Tunis El Manar Faculty of Economic Sciences and Management of Tunisthe International Finance GroupTunisTunisia Department of Computer and Network Engineering College of Computer Science and EngineeringUniversity of JeddahJeddah21959Saudi Arabia Research Unit on Study of Systems and Renewable Energy National College of Engineering of MonastirUniversity of MonastirMonastirTunisia LAREQUAD&FSEGT University of Tunis El ManarTunisTunisia University of Jendouba Law FacultyManagement and Economic Sciences of JendoubaTunisia

The application of optimization methods to prediction issues is a continually exploring *** line with this,this paper investigates the connectedness between the infected cases of COVID-19 and US fear index from a forecasting *** complex characteristics of implied volatility risk index such as non-linearity structure,time-varying and nonstationarity motivate us to apply a nonlinear polynomial Hammerstein model with known structure and unknown *** use the Hybrid Particle Swarm Optimization(HPSO)tool to identify the model parameters of nonlinear polynomial Hammerstein *** indicate that,following a nonlinear polynomial behaviour cascaded to an autoregressive with exogenous input(ARX)behaviour,the fear index in US financial market is significantly affected by COVID-19-infected cases in the US,COVID-19-infected cases in the world and COVID-19-infected cases in China,*** performance indicators provided by the developed models show that COVID-19-infected cases in the US are particularly powerful in predicting the Cboe volatility index compared to COVID-19-infected cases in the world and China(MAPE(2.1013%);R2(91.78%)and RMSE(0.6363 percentage points)).The proposed approaches have also shown good convergence characteristics and accurate fits of the data.

关键词： Forecasting Cboe’s volatility index COVID-19 pandemic nonlinear polynomial hammerstein model hybrid particle swarm optimization

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Removal of ofloxacin antibiotic using heterogeneous Fenton process over modified alginate beads

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Journal of Environmental Sciences 2016年第7期28卷 84-93页

作者： Hana Titouhi jamel-Eddine Belgaied Laboratory of Analytical Chemistry and Electrochemistry National Institute of Applied Sciences and Technology INSAT Carthage University

The aim of this work is to study the heterogeneous oxidative degradation of ofloxacin antibiotic using a composite material prepared from sodium alginate and cyclohexane dinitrilo tetraacetic acid（CDTA）. The characterization tests indicated the successful incorporation of metal chelator and iron. It was also demonstrated that the synthesized beads are mesoporous. The influence of several experimental parameters（i.e.： H2O2 dose,working temperature, beads loading and initial drug concentration） on the process performances was evaluated. The reaction temperature significantly affects the drug conversion efficiency. It was also observed that the synthesized material was efficient toward the target antibiotic degradation in the presence of small quantities of hydrogen peroxide. Under optimum conditions（0.05 g of granules, initial drug concentration = 10 mg/L,25 μL of 10 mmol/L H2O2）, conducted in a batch reaction, 94% degradation of ofloxacin was reached. The results also indicate that the composite material showed a reasonable stability;a relatively low decrease of activity after four successive runs（only 9%） and a negligible iron leaching（0.8%） have been observed. The synthesized composite material offered interesting advantages in terms of simplicity, good stability, ease of recovery from the liquid medium after use and its efficiency in the presence of low quantities of oxidant. It constitutes a good candidate in the water treatment area.

关键词： Sodium alginate CDTA Heterogeneous Fenton Ofloxacin Degradation

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Effect of Titania Additive on Structural and Mechanical Properties of Alumina–Fluorapatite Composites

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Journal of Materials Science & Technology 2012年第12期28卷 1130-1136页

作者： Awatef Guidara Kamel Chaari jamel Bouaziz Laboratoire de chimie industrielle Ecole Nationale d'Ingnieurs de SfaxBP 1173 3038 Tunisie

Mechanical properties of alumina-fluorapatite composites with different titania additive amounts （0, 0.5, 1, 1.4, 2, 3, 4 and 5 wt%） have been investigated between 1200 and 1600℃. The optimum values of densification and mechanical properties of composites have been reached with 1.4 wt% of titania after the sintering process at 1500℃ for 1 h. Thus, the rupture strength of alumina-26.52 wt% Fap-1.4 wt% TiO2 reaches 75 MPa. At higher temperature and beyond 1.4 wt% TiO2 ,the densification and mechanical properties were hindered by the formation of both intergranular porosity and secondary phase. X-ray diffraction （XRD） analysis of alumina-Fap-TiO2 composites shows the formation of aluminium titanate （Al2O3-TiO2：Al2TiO5 ）. The 27Al magic angle scanning nuclear magnetic resonance analysis of Al2O3-Fap-TiO2 composites reveals the presence of octahedral and pentahedral aluminium and novel environment relative to tetrahedral aluminium sites.

关键词： Sintering Fluorapatite Alumina Titania Composites Biomedical applications

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A Chopper Negative-R Delta-Sigma ADC for Audio MEMS Sensors

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Computer Modeling in Engineering & Sciences 2022年第2期130卷 607-631页

作者： jamel Nebhen Pietro M.Ferreira College of Computer Engineering and Sciences Prince Sattam bin Abdulaziz UniversityAlkharj11942Saudi Arabia Universit´e Paris-Saclay Centrale SupelecCNRSLaboratory de G´enie Electrique et Electronique de ParisGif-sur-Yvette91192France Sorbonne Universite CNRSLab.de Genie Electrique et Electronique de ParisParis75252France

This paper presents a proposed low-noise and high-sensitivity Internet of Thing(IoT)system based on an M&NEMS *** IoT device consists of an M&NEMS resistive accelerometer associated with an electronic readout circuit,which is a silicon nanowire and a Continuous-Time(CT)△∑*** first integrator of the△∑ADC is based on a positive feedback DC-gain enhancement two-stage amplifier due to its high linearity and low-noise *** mitigate both the offset and 1/f noise,a suggested delay-time chopper negative-R stabilization technique is applied around the first integrator.A 65-nm CMOS process implements the CT△∑*** supply voltage of the CMOS circuit is 1.2-V while 0.96-mW is the power consumption and 0.1-mm^(2) is the silicon *** M&NEMS microphone and△∑ADC complete circuit are fabricated and *** a working frequency bandwidth of 20-kHz,the measurement results of the proposed IoT system reach a signal to noise ratio(SNR)of ***,it has a measured dynamic range(DR)of 108-dB and a measured signal to noise and distortion ratio(SNDR)of 101.3-dB.

关键词： M&NEMS sensor △∑ ADC chopper negative-R IoT 1/f noise SNR

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Demonstration of synaptic and resistive switching characteristics in W/TiO_(2)/HfO_(2)/TaN memristor crossbar array for bioinspired neuromorphic computing

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Journal of Materials Science & Technology 2022年第1期96卷 94-102页

作者： Muhammad Ismail Umesh Chand Chandreswar Mahata jamel Nebhen Sungjun Kim Division of Electronics and Electrical Engineering Dongguk UniversitySeoul 04620South Korea Department of Electrical and Computer Engineering National University SingaporeSingapore 117583Singapore College of Computer Engineering and Sciences Prince Sattam bin Abdulaziz UniversityAl-Kharj 11942Saudi Arabia

In this study,resistive random-access memory(RRAM)-based crossbar arrays with a memristor W/TiO_(2)/HfO_(2)/TaN structure were fabricated through atomic layer deposition(ALD)to investigate synaptic plasticity and resistive switching(RS)characteristics for bioinspired neuromorphic computing.X-ray photoelectron spectroscopy(XPS)was employed to explore oxygen vacancy concentrations in bilayer TiO_(2)/HfO_(2)*** fitting for O1s peaks confirmed that the HfO_(2)layer contained a larger number of oxygen vacancies than the TiO_(2)*** addition,HfO_(2)had lower Gibbs free energy(ΔG°=-1010.8 kJ/mol)than the TiO_(2)layer(ΔG°=-924.0 kJ/mol),resulting in more oxygen vacancies in the HfO_(2)*** results andΔG°magnitudes confirmed that formation/disruption of oxygen-based conductive filaments took place in the TiO_(2)*** W/TiO_(2)/HfO_(2)/TaN memristive device exhibited excellent and repeatable RS characteristics,including superb 10^(3) dc switching cycles,outstanding 107 pulse endurance,and high-thermal stability(10^(4) s at 125℃)important for digital computing ***,some essential biological synaptic characteristics such as potentiation-depression plasticity,paired-pulse facilitation(PPF),and spike-timing-dependent plasticity(STDP,asymmetric Hebbian and asymmetric anti-Hebbian)were successfully mimicked herein using the crossbar-array memristive *** on experimental results,a migration and diffusion of oxygen vacancy based physical model is proposed to describe the synaptic plasticity and RS *** study demonstrates that the proposed W/TiO_(2)/HfO_(2)/TaN memristor crossbar-array has a significant potential for applications in non-volatile memory(NVM)and bioinspired neuromorphic systems.

关键词： Resistive switching Crossbar-array memristive device Synaptic plasticity TiO_(2)/HfO_(2)film Oxygen vacancy

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Improving Channel Estimation in a NOMA Modulation Environment Based on Ensemble Learning

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Computer Modeling in Engineering & Sciences 2024年第8期140卷 1315-1337页

作者： Lassaad K.Smirani Leila jamel Latifah Almuqren Elearning Deanship and Distance Education Umm Al-Qura UniversityP.O.Box 715MekkahSaudi Arabia Department of Information Systems College of Computer and Information SciencesPrincess Nourah bint Abdulrahman UniversityP.O.Box 84428Riyadh11671Saudi Arabia

This study presents a layered generalization ensemble model for next generation radio mobiles,focusing on supervised channel estimation *** estimation typically involves the insertion of pilot symbols with a well-balanced rhythm and suitable *** model,called Stacked Generalization for Channel Estimation(SGCE),aims to enhance channel estimation performance by eliminating pilot insertion and improving *** SGCE model incorporates six machine learning methods:random forest(RF),gradient boosting machine(GB),light gradient boosting machine(LGBM),support vector regression(SVR),extremely randomized tree(ERT),and extreme gradient boosting(XGB).By generating meta-data from five models(RF,GB,LGBM,SVR,and ERT),we ensure accurate channel coefficient predictions using the XGB *** validate themodeling performance,we employ the leave-one-out cross-validation(LOOCV)approach,where each observation serves as the validation set while the remaining observations act as the training *** performances’results demonstrate higher mean andmedian accuracy compared to the *** achieves an average accuracy of 98.4%,precision of 98.1%,and the highest F1-score of 98.5%,accurately predicting channel ***,our proposedmethod outperforms prior traditional and intelligent techniques in terms of throughput and bit error ***’s superior performance highlights its efficacy in optimizing channel *** can effectively predict channel coefficients and contribute to enhancing the overall efficiency of radio mobile *** extensive experimentation and evaluation,we demonstrate that SGCE improved performance in channel estimation,surpassing previous ***,SGCE’s capabilities have significant implications for optimizing channel estimation in modern communication systems.

关键词： Stacked generalization ensemble learning Non-Orthogonal Multiple Access(NOMA) channel estimation 5G

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Detection and management of oligometastatic disease in oesophageal cancer and identification of prognostic factors: A systematic review

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World Journal of Gastrointestinal Oncology 2019年第9期11卷 741-749页

作者： Sara jamel Karina Tukanova Sheraz Markar Department Surgery and Cancer Imperial College London

BACKGROUND Oesophageal cancer is the eighth most common cancer *** prognosis of oesophageal cancer patients still remains *** 5-year survival rate rarely exceeds 5%in case of metastatic *** patients may however present with oligometastasis which can be treated with loco-regional *** To assess the current practice regarding the management of patients with oligometastatic oesophageal cancer and identify prognostic factors affecting survival following treatment for *** A systematic search of the literature was performed in Cochrance Library,MEDLINE and EMBASE databases from September 1950 to January *** electronic databases were searched for studies assessing the clinical outcome of *** A total of 14 publications were included,of which 12 studies assessing metachronous oligometastasis and 2 on synchronous *** included articles evaluated the specific outcomes of metastasis,management modality and survival *** majority of the patients presented with oesophageal squamous cell *** median disease free interval(time to recurrence)in patients was 19.6 mo and the overall survival reached 30.8 *** prognostic factors were assessed in eight studies and included time to recurrence20 mm),disease free interval(DFI)<12 mo,extra-pulmonary metastasis,primary tumour pathological stage III/*** Oligometastatic oesophageal cancer in selected patients is amenable to locoregional treatment,and the overall survival of this patient cohort may be improved with patient and tumour-specific treatments.

关键词： Oligometastasis Oesophageal cancer Neoplasm Liver Pulmonary

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Integrated assessment of biochemical responses in Mediterranean crab (Carcinus maenas) collected from Monastir Bay,Tunisia

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Journal of Environmental Sciences 2011年第10期23卷 1714-1720页

作者： jamel Jebali Sana Ben-Khedher Jihene Ghedira Nawel Kamel Hamadi Boussetta Laboratory of Biochemical and Environmental Toxicology Higher Institute of AgricultureChott-Mariem4042-SousseTunisia

The biochemical response of Mediteranean Crab （Carcinus maenas） collected at five stations of Monastir Bay and from Kuriat station as control was studied using a set of complementary biomarkers. The catalase, glutathione S-transferase, lactate dehydrogenase, acetycholinesterase activities; and metallothionein and malonediladehyde levels in gills were evaluated. Results revealed differences among sites in relation to each specific biomarker. Hence, a suite of biomarkers can be used to discriminate sampling sites according to types of pollution, reflecting differing conditions of anthropogenic impact. Based on Integrated Biomarker Response, the highest values and critical biochemical alteration were observed at Khniss and Ksibat in response to urban and industrial discharges and the lowest IBR value was found at reference site. The current study has shown clearly that a biomarker-based index is usefulness tool in the monitoring Tunisian coast using C. maenas as sentinel specie. Further studies in progress to investigate the seasonal variations of IBR levels and its relationship to pollutants concentrations in the sediment, gills and digestive gland of Carcinus maenas from Monastir Bay.

关键词： Carcinus maenas acetycholinesterase metallothionein glutathione S-transferase lactate dehydrogenase catalase malonedialdehyde

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Anisotropic Visco-Elastoplastic Modeling of Quasi-Unidirectional Flax Fiber Reinforced Epoxy Behavior:An Investigation on Low-Velocity Impact Response

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Journal of Renewable Materials 2018年第5期6卷 464-476页

作者： Marwa Abida jamel Mars Florian Gehring Alexandre Vivet Fakhreddine Dammak Normandie Univ ENSICAENUNICAENCEACNRSCIMAP14000 CaenFrance Mechanical Modeling and Manufacturing Laboratory(LA2MP) National School of Engineers of SfaxUniversity of SfaxB.P 1173-3038SfaxTunisia Laboratory of Electromechanical Systems(LASEM) National Engineering School of SfaxUniversity of SfaxB.P.1173-3038SfaxTunisia

Based on experimental test results,flax fiber reinforced polymer composites are characterized by nonlinear visco-elastoplastic *** aim of this work is to model the quasi-unidirectional flax fiber reinforced composite behavior through a three dimensional formulation with orthotropic elasticity and orthotropic plasticity using Hill *** isotropic hardening and Johnson Cook parameters are identified from unidirectional tensile tests at different strain *** adjustment of Hill’s yield criterion is developed based on yield stresses obtained in tensile tests at different *** numerical integration of the constitutive equations is implemented in a user-defined material,UMAT subroutines for the commercial finite element code *** model parameters are identified using tensile tests,the model needs to be validated by confronting it with other experimental *** is why experimental and numerical three-point bending tests are carried out in order to validate the proposed model with tests that have not served for the ***,a numerical parametric study on low velocity impact of a flax/epoxy composite circular plate is investigated.

关键词： Visco-elastoplasticity anisotropic behavior impact simulation flax fiber composites

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Crystallization Behavior of Fe_(50−x)Cr_(15)Mo_(14)C_(15)B_(6)M_(x)(x=0,2 and M=Y,Gd)Bulk Metallic Glasses and Ribbons by in situ High Temperature X-Ray Diffraction

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Chinese Physics Letters 2012年第10期29卷 235-238页

作者： Badis Bendjemil Abderrezak Bouchareb Ahmed Belbah jamel Bougdira Rafael Piccin Marcello Baricco LEREC Department of PhysicsUniversity of Badji-mokhtar-AnnabaAlgeria 2Department of Mechanical EngineeringFaculty of Science and TechnologyUniversity of 8 Mai 1945 GuelmaAlgeria 3Institut Jean LAMOURUniversity Henri poincarréNancyFrance 4IFM/NISUniversitàdi TorinoVia P.Giuria 910125 TorinoItaly

The effect of rare earth addition on thermal stability of Fe_(50−x)Cr_(15)Mo_(14)C_(15)B_(6)M_(x)(x=0,2 and M=Y,Gd)is *** and structural properties are measured using differential scanning calorimetry and x-ray diffraction,*** microstructure is observed by using a scanning electron microscope,and chemical composition is checked by energy dispersive spectroscopy *** effect of high temperature on the isothermal crystallization of Fe_(50−x)Cr_(15)Mo_(14)C_(15)B_(6)M_(x)(x=0,2 and M=Y,Gd)bulk metallic glass and ribbons is investigated by high-temperature x-ray *** is found that the crystallization behavior of Fe_(50−x)Cr_(15)Mo_(14)C_(15)B_(6)M_(x)(x=0,2 and M=Y,Gd)bulk metallic glass strongly depends on the annealing *** different crystallization behavior is believed to be due to the different structures that the metallic glass possesses at different temperatures.

关键词： microstructure crystallization metallic

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