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Forecasting Stock Volatility Using Wavelet-based Exponential Generalized Autoregressive Conditional Heteroscedasticity Methods

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Intelligent Automation & Soft Computing 2023年第3期35卷 2589-2601页

作者： Tariq T.Alshammari Mohd Tahir Ismail Nawaf N.Hamadneh S.Al Wadi jamil j.jaber Nawa Alshammari Mohammad H.Saleh School of Mathematical Science Universiti Sains MalaysiaPenangMalaysia Department of Risk Management and Insurance Faculty of BusinessThe University of JordanJordan Department of Basic Sciences College of Science and Theoretical StudiesSaudi Electronic UniversityRiyadhSaudi Arabia

In this study,we proposed a new model to improve the accuracy of fore-casting the stock market volatility *** hypothesized model was validated empirically using a data set collected from the Saudi Arabia stock Exchange(Tada-wul).The data is the daily closed price index data from August 2011 to December 2019 with 2027 *** proposed forecasting model combines the best maximum overlapping discrete wavelet transform(MODWT)function(Bl14)and exponential generalized autoregressive conditional heteroscedasticity(EGARCH)*** results show the model's ability to analyze stock market data,highlight important events that contain the most volatile data,and improve forecast *** results were compared from a number of mathematical mod-els,which are the non-linear spectral model,autoregressive integrated moving aver-age(ARIMA)model and EGARCH *** performance of the forecasting model will be evaluated based on some of error functions such as Mean absolute percentage error(MAPE),Mean absolute scaled error(MASE)and Root means squared error(RMSE).

关键词： Predictive analytics mathematical models volatility index EGARCH model

Tubular Heat Enhancement Using Twisted Tape Inserts with Large Holes

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Energy Engineering 2024年第2期121卷 273-290页

作者： Ali jaber Abdulhamed Aws Al-Akam Wisam j.Khudhayer Ali Sabri Allw Faculty of Engineering-Al-Mussayib University of BabylonHillaBabylon15001Iraq

Heat augmentation techniques play a vital role in the heating and cooling processes in industries,including solar collectors and many applications that utilize heat *** studies are based on inserting fillers inside the tubes to enhance heat *** investigation considered the effects of twisted tapes with large holes on a tubular heat exchanger’s(HX)heat transmission,pressure drop,and thermal boosting *** the experimental section,counter-swirl flow generators used twisted tapes with pairs of 1.0 cm-diameter holes and changes in porosity(Rp)at 1.30%and 2.70%.In the experiments,air was utilized as a working fluid in a tube with a circular *** turbulent flow was considered,with Reynolds numbers(Re)domain from 4800 to 9500,and a boundary condition with a uniform wall heat flux was *** findings expound that when the number of holes rose,the Nusselt number(Nu),the factor of friction(f),and the thermal enhancement factor(η)all increased as ***,as the friction factor increased,the Nusselt number of the tape-equipped tube was noticeably ***,it was discovered that the friction factor was between 70%and 94%lower than the values of the tube without tape,while the(Nu)was between 87%and 97%higher than the conventional tube *** maximum value ofηis 89%.According to the experimental results,empirical correlations for Nu,f,andηwere also generated.

关键词： Tubular heat exchanger tape inserts twisted tape

Analysis of b→cτν¯_(τ)anomalies using weak effective Hamiltonian with complex couplings and their impact on various physical observables

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Chinese Physics C 2024年第8期48卷 56-75页

作者： Muhammad Arslan Tahira Yasmeen Saba Shafaq Ishtiaq Ahmed Muhammad jamil Aslam Department of Physics Quaid-i-Azam UniversityIslamabad 45320Pakistan Department of Physics International Islamic UniversityIslamabad 44000Pakistan National Center for Physics Islamabad 44000Pakistan

Recently,the experimental measurements of the branching ratios and different polarization asymmetries for processes occurring through flavor-changing-charged current(b→cτν¯_(τ))transitions by BABAR,Belle,and LHCb have revealed some significant differences from the corresponding Standard Model(SM)*** has triggered an interest to search for physics beyond the SM in the context of various new physics(NP)models and using the model-independent weak effective Hamiltonian(WEH).Assuming left-handed neutrinos,we add the dimension-six vector,(pseudo-)scalar,and tensor operators with complex Wilson coefficients(WCs)to the SM *** 60%,30%,and 10%constraints resulting from the branching ratio of B_(c)→τν¯_(τ),we reassess the parametric space of these new physics WCs accommodating the current anomalies based on the most recent HFLAV data of R_(τ/μ,e)(D)and R_(τ/μ,e)(D^(*))and Belle data of F_(L)(D^(*))and P_(τ)(D^(*)).We find that the allowed parametric region of left-handed scalar couplings strongly depends on the constraints of the B_(c)→τν¯_(τ)branching ratio,and the maximum pull from the SM predictions results from thej/ψ)and R_(τ/ℓ)(Λ_(c)).Furthermore,due to the large uncertainties in the measurements of R_(τ/μ)(j/ψ)and R_(τ/ℓ)(X_(c)),we derive the sum rules which complement them with R_(τ/μ,e)(D)and R_(τ/μ,e)(D^(*)).Using the best-fit points of the new complex WCs along with the latest measurements of R_(τ/μ,e)(D(^(*))),we predict the numerical values of the observable R_(τ/ℓ)(Λ_(c)),R_(τ/μ)(j/ψ),and R_(τ/ℓ)(X_(c))from the sum *** simultaneous dependence of abovementioned physical observables on the NP WCs is established by plotting their correlation with R_(D) and R_(D^(*)),which are useful to discriminate between various NP *** find that the most significant impact of NP results from the WC C^(S)_(L)=4C^(T).Fi

关键词： B meson anomalies new physics complex coupling HFLAV

Revolutionizing disease diagnosis and management:Open-access magnetic resonance imaging datasets a challenge for artificial intelligence driven liver iron quantification

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World journal of Clinical Cases 2024年第17期12卷 2921-2924页

作者： jaber H jaradat Abdulqadir j Nashwan Faculty of Medicine Mutah UniversityAl-Karak 61101Jordan Department of Nursing Hamad Medical CorporationDoha 3050Qatar

Artificial intelligence(AI),particularly machine learning(ML)and deep learning(DL)techniques,such as convolutional neural networks(CNNs),have emerged as transformative technologies with vast potential in *** iron load is usually assessed using slightly invasive blood tests(serum ferritin,serum iron,and serum transferrin).Serum ferritin is widely used to assess body iron and drive medical management;however,it is an acute phase reactant protein offering wrong interpretation in the setting of inflammation and distressed *** resonance imaging is a non-invasive technique that can be used to assess liver *** ML and DL algorithms can be used to enhance the detection of minor ***,a lack of open-access datasets may delay the advancement of medical research in this *** this letter,we highlight the importance of standardized datasets for advancing AI and CNNs in medical *** the current limitations,embracing AI and CNNs holds promise in revolutionizing disease diagnosis and treatment.

关键词： Liver diseases Magnetic resonance imaging Iron quantification Machine learning Deep learning

Analysis of b→cτ■ anomalies using weak effective Hamiltonian with complex couplings and their impact on various physical observables

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Chinese Physics C 2024年第8期 59-78页

作者： Muhammad Arslan Tahira Yasmeen Saba Shafaq Ishtiaq Ahmed Muhammad jamil Aslam Department of Physics Quaid-i-Azam University Department of Physics International Islamic University National Center for Physics

Recently,the experimental measurements of the branching ratios and different polarization asymmetries for processes occurring through flavor-changing-charged current（b→cτvτ）transitions by BABAR,Belle,and LHCb have revealed some significant differences from the corresponding Standard Model（SM） *** has triggered an interest to search for physics beyond the SM in the context of various new physics（NP） models and using the model-independent weak effective Hamiltonian（WEH）.Assuming left-handed neutrinos,we add the dimension-six vector,（pseudo-）scalar,and tensor operators with complex Wilson coefficients（WCs） to the SM *** 60%,3 0%,and 10% constraints resulting from the branching ratio of Bc→τvτ,we reassess the parametric space of these new physics WCs accommodating the current anomalies based on the most recent HFLAV data of Rτ/μ,e（D） and Rτ/μ,e（D*） and Belle data of FL（D*） and Pτ（D*）.We find that the allowed parametric region of lefthanded scalar couplings strongly depends on the constraints of the Bc→τvτbranching ratio,and the maximum pull from the SM predictions results from the j/ψ） and Rτ/l（Λc）.Furthermore,due to the large uncertainties in the measurements of Rτ/μ（j/ψ） and Rτ/l（Xc）,we derive the sum rules which complement them with Rτ/μ,e（D） and Rτ/μ,e（D*）.Using the best-fit points of the new complex WCs along with the latest measurements of Rτ/μ,e(D（*）),we predict the numerical values of the observable Rτ/l（Λc）,Rτ/μ（j/ψ）,and Rτ/l（Xc） from the sum *** simultaneous dependence of abovementioned physical observables on the NP WCs is established by plotting their correlation with RDand RD*,which are useful to discriminate between various NP *** find that the most significant impact of NP results from the WC CLS=***,we study the impact of these NP couplings on various angular and CP triple product asym

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Evolution of heart transplant donor characteristics in the 21st century: A United States single center’s experience

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World journal of Transplantation 2024年第3期14卷 22-29页

作者： Alexander M Spring Christiana Gjelaj Shivank Madan Snehal R Patel Omar Saeed Sandhya Murthy Yogita Rochlani Daniel B Sims Sasha Vukelic Stephen j Forest jamil F Borgi Daniel j Goldstein Ulrich P jorde Montefiore-Einstein Center for Heart and Vascular Care Montefiore Medical CenterAlbert Einstein College of MedicineBronxNY 10467United States Division of Cardiothoracic Surgery Tulane UniversityNew OrleansLA 70112United States

Despite a record setting number of heart transplants performed annually,the national donor shortage continues to plague transplant teams across the United *** we describe the barriers to adaptation of numerous“non-traditional”orthotopic heart transplant donor characteristics including donors with hepatitis C virus,those meeting criteria for donation after cardiac death,donors with coronavirus disease 19 infection,donors with the human immunodeficiency virus,and grafts with left ventricular systolic *** center’s objective was to increase our transplant volume by expanding our donor pool from“traditional”donors to these“non-traditional”*** detail how medical advances such as certain laboratory studies,pharmacologic interventions,and organ care systems have allowed our center to expand the donor pool thereby increasing transplantation volume without adverse effects on outcomes.

关键词： Orthotopic heart transplantation Hepatitis C virus COVID-19 Left ventricular systolic dysfunction Human immunodeficiency virus Donation after cardiac death

A simulation study of the e^+/e^- sensitivity of a low resistive phosphate glass electrode in a RPC using GEANT MC

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Chinese Physics C 2010年第3期34卷 359-362页

作者： M.jamil j.T.Rhee Y.j.jeon Institute for Advanced Physics Department of Physics Konkuk University Liquid Crystal Research Center Konkuk University

The resistivity of conventional glass is quite high and is unacceptable in a high rate environment. Low resistive glass-electrodes could be a solution for this problem. The present study reports the e^＋/e^- simulation results of an RPC detector made from low resistive phosphate glass electrodes. The detailed geometrical configuration of the content materials which are the essential components of the glass of the RPC detector have been created with the GEANT4 simulation code. Two different types of particle sources, i.e. for e^＋/e^- , have been located on the detectors surface to evaluate the performance of the phosphate glass RPC. Both of the particles have been simulated as a function of their respective energies in the range of 0.1 MeV 1.0 GeV. The present simulation work has shown that the resistive electrode plays an important role for the particle production in the RPC configuration.

关键词： Monte Carlo simulation resistive plate chamber GEANT4 simulation

Study of neutron response for two hybrid RPC setups using the GEANT4 MC simulation approach

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Chinese Physics C 2009年第10期33卷 887-891页

作者： M. jamil j. T. Rhee Y. j. jeon Institute for Advanced Physics Konkuk University Liquid Crystal Research Center Konkuk University

The present article describes a detailed neutron simulation study in the energy range 10^-10 MeV to 1.0 GeV for two different RPC configurations. The simulation studies were taken by using the GEANT4 MC code. Aluminum was utilized on the GND and readout strips for the （a） Bakelite-based and （b） glass-based RPCs. For the former type of RPC setup the neutron sensitivity for the isotropic source was Sn = 2.702 × 10^-2 at En = 1.0 GeV, while for the latter type of RPC, the neutron sensitivity for the same source was evaluated as Sn = 4.049 × 10^-2 at En = 1.0 GeV. These results were further compared with the previous RPC configuration in which copper was used for ground and pickup pads. Additionally A1 was employed at （GND＋strips） of the phosphate glass RPC setup and compared with the copper-based phosphate glass RPC. Good agreement with sensitivity values was obtained with the current and previous simulation results.

关键词： resistive plate chambers neutron sensitivity GEANT4 Monte Carlo simulation

Kinetics of the exchange reaction catalyzed by 2-amino-3- ketobutyrate CoA ligase

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Frontiers in Biology 2015年第6期10卷 503-507页

作者： Farrukh jamil School of Biological Sciences University of the Punjab New Campus Lahore 54590 Punjab Pakistan Department of Biosciences COMSATS Institute of Information Technology(CIIT) Sahiwal 57000 Punjab Pakistan

2-Amino-3-ketobutyrate CoA ligase （KBL） of Escherichia coli is a member of the a-oxoamine synthase family; it catalyzes the condensation reaction between glycine and acetyl CoA to yield 2-amino-3-ketobutyrate. We have previously shown that KBL catalyzes the exchange ofpro-R hydrogen of glycine with protons in the medium; however, the kinetics of this reaction has never been determined. In this study, we calculated the kinetic parameters of this exchange reaction by using different concentrations of [2RS- 3H2： 2-14C] glycine. The rate of the exchange reaction was determined by measuring the 3H/14C ratio in recovered ｜2S- 3H： 2j4C]glycine. The Lineweaver-Burk plot showed that Km and kcat of this reaction were 3.8 ×10^-3 M and 0.22 S^-11, respectively. On the other hand, Km and kcat values of the overall KBL-mediated catalysis were correspondingly 1.23 × 10^-2 M and 1.19 S^-1. Thus, the rate of the exchange reaction was almost five times lower than that of overall KBL catalysis.

关键词： enzyme 2-amino-3-ketobutyrate CoA ligase kinetics exchange reaction