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Financial Innovation 2020年第1期6卷 757-774页

作者： Imran Yousaf shoaib ali Air University School of Management Air UniversityIslamabadPakistan

Through the application of the VAR-AGARCH model to intra-day data for three cryptocurrencies(Bitcoin,Ethereum,and Litecoin),this study examines the return and volatility spillover between these cryptocurrencies during the pre-COVID-19 period and the COVID-19 *** also estimate the optimal weights,hedge ratios,and hedging effectiveness during both sample *** find that the return spillovers vary across the two periods for the Bitcoin–Ethereum,Bitcoin–Litecoin,and Ethereum–Litecoin ***,the volatility transmissions are found to be different during the two sample periods for the Bitcoin–Ethereum and Bitcoin–Litecoin *** constant conditional correlations between all pairs of cryptocurrencies are observed to be higher during the COVID-19 period compared to the pre-COVID-19 *** on optimal weights,investors are advised to decrease their investments(a)in Bitcoin for the portfolios of Bitcoin/Ethereum and Bitcoin/Litecoin and(b)in Ethereum for the portfolios of Ethereum/Litecoin during the COVID-19 *** hedge ratios are found to be higher during the COVID-19 period,implying a higher hedging cost compared to the pre-COVID-19 ***,the hedging effectiveness is higher during the COVID-19 period compared to the pre-COVID-19 ***,these findings provide useful information to portfolio managers and policymakers regarding portfolio diversification,hedging,forecasting,and risk management.

关键词： Return spillover Volatility spillover Cryptocurrencies Optimal weights Hedge ratios Hedging effectiveness COVID-19

Effect of family control on corporate dividend policy of firms in Pakistan

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Financial Innovation 2019年第1期5卷 711-723页

作者： Imran Yousaf shoaib ali Arshad Hassan Faculty Member Air University School of ManagementAir UniversityIslamabadPakistan Professor/Dean of Management and Social Sciences Department Capital University of Science and TechnologyIslamabadPakistan

This study examines the impact of family control on the dividend policy of firms in Pakistan,covering the period from 2009 to *** also investigates whether family control moderates the impact of firm-specific factors on the dividend *** GMM model for panel data estimation is *** mean difference univariate analysis shows that family firms differ from nonfamily firms based on financial *** multivariate analysis shows that family firms pay lower dividends than nonfamily ***,firm size inversely affects the dividend policy,whereas tangibility positively affects ***,family control does not moderate the impact of all firm-specific factors on the dividend ***,family control,size,and tangibility are found to be the main determinants of the dividend policy in Pakistan.

关键词： Family firm Family ownership Dividend,Minority shareholder Expropriation Agency conflicts

Herding behavior in Ramadan and financial crises: the case of the Pakistani stock market

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Financial Innovation 2018年第1期4卷 242-255页

作者： Imran Yousaf shoaib ali Syed Zulfiqar ali Shah Management Sciences Capital University of Science and TechnologyIslamabadPakistan Air University School of Management Air UniversityIslamabadPakistan International Islamic University IslamabadPakistan.

This study examines herding behavior in the Pakistani Stock Market under different market conditions,focusing on the Ramadan effect and Crisis period by using data from 2004 to *** regression models of Christie and Huang(Financ Analysts J 51:31-37,1995)and Chang et al.,(J Bank Finance 24:1651-1679,2000)are used for herding *** based on daily stock data reveal that there is an absence of herding behavior during rising(up)and falling(down)market as well as during high and low volatility in *** herding behavior is detected during low trading volume *** analysis shows that herding existed during 2005,2006 and 2007,while it is not evident during rest of the ***,herding behavior is not detected during ***,during financial crisis of 2007-08,Pakistani Stock Market exhibits herding behavior due to higher uncertainty and information asymmetry.

关键词： Herding behavior Financial crisis Ramadan effect Stock markets

General Classes of Variance Estimators in Simple Random Sampling Using Multi-auxiliary Variables

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Journal of Mathematics and System Science 2013年第5期3卷 262-269页

作者： Zahoor Ahmad shoaib ali Muhammad Hanif Department of Statistics University of Gujrat Crujrat 50700 Pakisan National College of Business Administration and Economic Lahore 54000 Pakistan

Srivastava and Jhajj [ 1 6] proposed a class of estimators for estimating population variance using multi auxiliary variables in simple random sampling and they utilized the means and variances of auxiliary variables. In this paper, we adapted this class and motivated by Searle [13], and we suggested more generalized class of estimators for estimating the population variance in simple random sampling. The expressions for the mean square error of proposed class have been derived in general form. Besides obtaining the minimized MSE of the proposed and adapted class, it is shown that the adapted classis the special case of the proposed class. Moreover, these theoretical findings are supported by an empirical study of original data.

关键词： Variances estimation multi-auxiliary variables simple random sampling mean square errors.

蜡梅的杂交F1代真实性鉴定及遗传多样性分析

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蜡梅的杂交F1代真实性鉴定及遗传多样性分析

作者： QAZI shoaib ali 华中农业大学

学位级别：硕士

蜡梅(Chimonanthus praecox L.)是中国古老而特有的植物物种蜡梅科的成员。它花开冬季,是含有药用化合物的观赏花木。在长期的栽培过程中,不同蜡梅品种之间形态差异分化较大,如花色、花型、花香等方面。构建杂交群体有利于今后解析这些... 详细信息

蜡梅(Chimonanthus praecox L.)是中国古老而特有的植物物种蜡梅科的成员。它花开冬季,是含有药用化合物的观赏花木。在长期的栽培过程中,不同蜡梅品种之间形态差异分化较大,如花色、花型、花香等方面。构建杂交群体有利于今后解析这些观赏性状的形成机制。本实验选取了蜡梅株系H29和H64互为父母本做杂交。以H29为母本,得到了72个后代。以H64为母本的杂交组合没有得到后代,说明蜡梅不同品种之间的结实率存在着显著差异。其后代的真实性尚未鉴定。筛选并利用SSR标记对72个后代进行真实性鉴定,发现引物Cp-33在亲本中产生的条带类型为aa×bb型,其真子代的条带类型为ab型,依据这一标准,发现在72个子代中仅有30个是真杂种,真杂种率仅为41.67%,其它可能都是自交种。这一结果与蜡梅的传粉方式有关。遗传群体构建中,子代鉴定非常重要,决定着基因定位的准确性和真实性,因此在蜡梅的遗传学分析中,子代鉴定应是必不可少的一个步骤。在多样性分析中,48对SSR引物中的10对引物(Cp-9,Cp-18,Cp-23,Cp-26,Cp-30,Cp-33,Cp-38,Cp-41和Cp-44)在父母本中发现多态性。用10个SSR标记筛选72个单株,发现只有5个标记(Cp-23,Cp-30,Cp-33,Cp-38和Cp-41)具有多态性。其中Cp-30的Nie遗传多样性值(He)和Shannon相似系数(I)分别为0.739和1.363,高于其他4个SSR位点。假杂种的Nei值(0.222)低于真实杂种(0.263)。

关键词：蜡梅遗传多样性 SSR标记遗传相似性真杂种

A reliable numerical analysis for stochastic gonorrhea epidemic model with treatment effect

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International Journal of Biomathematics 2019年第6期12卷 221-246页

作者： ali Raza Muhammad shoaib Arif Muhammad Ualiq Department of Mathematics Stochastic Analysis and Optimization Research Group Air University PAF Complex E-9 Islamabad 44000PedralPakistan Faculty of Engineering.University of Central PunjabLahore 54000 PunjabPakistan

The phenomena of disease spread are unpredictable in nature due to random mixing of individuals in a *** is of more significance to include this randomness while modeling infectious *** epidemics including tlieir stochastic behavior could be a more realistic approach in many *** thus paper,a stochastic gon orrhea epidemic model with treatment effect has been analyzed *** solution of stochastic model is presented in comparison with its deterministic *** dynamics of the gonorrhea disease is governed by a threshold quantity Ai called basic reproductive ***.A11 shows the persistence of disease in *** standard numerical schemes like Euler *** Euler and stochastic Rurige Kutta are highly dependent on step size and do not behave well in certain scenarios.A competitive non-standard finite dif ference numerical scheme in stochastic setting is proposed,which is independent of step size and remains consistent with the corresponding deterministic model.

关键词： Gonorrhea disease stochastic differential equations stochastic numerical schemes

Mass Transfer of MHD Nanofluid in Presence of Chemical Reaction on A Permeable Rotating Disk with Convective Boundaries, Using Buongiorno’s Model

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Computer Modeling in Engineering & Sciences 2018年第7期116卷 31-49页

作者： Muhammad shoaib Arif Yasir Nawaz Mairaj Bibi Zafar ali Department of Mathematics Air UniversityPAF Complex E-9Islamabad44000Pakistan Department of Mathematics Comsats UniversityPark Road Chak Shahzad CampusIslamabad44000Pakistan

This communiquéis opted to study the flow of nanofluid because of heated disk rotation subjected to the convective boundaries with chemical reaction of first *** Buongiorno’s model for nanofluids is used due to its wide range of applications and the rotating disk under investigation is *** magneto Reynolds parameter and boundary layer assumptions are carried out to formulate the *** system of nonlinear partial differential equations governing the flow problem is converted into the set of ordinary differential equations by using particular relations known as Von Karman *** complicated set of coupled ordinary differential equations with complicated boundary conditions is set to solve by an analytical technique Homotopy Analysis Method(HAM).Whereby the results obtained by the aforementioned method are provided analytically and analyzed *** validation of the work is confirmed by providing comparison of previous works in tabular *** of chemical reaction parameter on mass transfer rate is also highlighted tabularly for its *** and Sherwood numbers calculated and compared to the like literature and found in good agreement.

关键词： Chemical reaction rotating disk nanoparticles velocity slip magnetic effect.

A Stochastic Numerical Analysis for Computer Virus Model with Vertical Transmission Over the Internet

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Computers, Materials & Continua 2019年第9期61卷 1025-1043页

作者： Muhammad shoaib Arif ali Raza Wasfi Shatanawi Muhammad Rafiq Mairaj Bibi Department of Mathematics Stochastic Analysis&Optimization Research GroupAir UniversityPAF Complex E-9Islamabad44000Pakistan Department of Mathematics and General Courses Prince Sultan University Riyadh Saudi Arabia Department of Medical Research China Medical University HospitalChina Medical UniversityTaichung40402Taiwan Faculty of Engineering University of Central PunjabLahore54500Pakistan Department of Mathematics Comsats UniversityChak Shahzad CampusIslamabad44000Pakistan

We are presenting the numerical analysis for stochastic SLBR model of computer virus over the internet in this *** are going to present the results of stochastic and deterministic computer virus *** of the threshold number C∗hold in stochastic computer virus *** C∗1 shows virus spread in the computer ***,stochastic numerical techniques fail to cope with large step sizes of *** suggested structure of the stochastic non-standard finite difference scheme(SNSFD)maintains all diverse characteristics such as dynamical consistency,bounded-ness and positivity as well-defined by *** this basis,we can suggest a collection of plans for eradicating viruses spreading across the internet effectively.

关键词： Computer virus model stochastic modelling stochastic techniques stability

Stochastic Numerical Analysis for Impact of Heavy Alcohol Consumption on Transmission Dynamics of Gonorrhoea Epidemic

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Computers, Materials & Continua 2020年第3期62卷 1125-1142页

作者： Kamaleldin Abodayeh ali Raza Muhammad shoaib Arif Muhammad Rafiq Mairaj Bibi Muhammad Mohsin Department of Mathematics and General Sciences Prince Sultan UniversityRiyadhSaudi Arabia Stochatic Analysis&Optimization Research Group Department of MathematicsAir UniversityPAF Complex E-9Islamabad44000Pakistan Faculty of Engineering University of Central Punjab LahorePakistan Department of Mathematics Comsats UniversityChak Shahzad Campus park roadIslamabadPakistan Department of Mathematics Uppsala UniversityUppsalaSweden

This paper aims to perform a comparison of deterministic and stochastic *** stochastic modelling is a more realistic way to study the dynamics of gonorrhoea infection as compared to its corresponding deterministic ***,the deterministic solution is itself mean of the stochastic solution of the *** numerical analysis,first,we developed some explicit stochastic methods,but unfortunately,they do not remain consistent in certain *** we proposed an implicitly driven explicit method for stochastic heavy alcohol epidemic *** proposed method is independent of the choice of parameters and behaves well in all ***,some theorems and simulations are presented in support of the article.

关键词： Heavy alcohol model stochastic techniques stability analysis

Essential Features Preserving Dynamics of Stochastic Dengue Model

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Computer Modeling in Engineering & Sciences 2021年第1期126卷 201-215页

作者： Wasfi Shatanawi ali Raza Muhammad shoaib Arif Muhammad Rafiq Mairaj Bibi Muhammad Mohsin Department of Mathematics and General Sciences Prince Sultan UniversityRiyadhSaudi Arabia Department of Medical Research ChinaMedical University HospitalChina Medical UniversityTaichung40402Taiwan Department of Mathematics Hashemite UniversityZarqaJordan Stochastic Analysis&Optimization Research Group Department of MathematicsAir UniversityIslamabad44000Pakistan Department of Mathematics National College of Business Administration and EconomicsLahorePakistan Department of Mathematics Faculty of SciencesUniversity of Central PunjabLahore54500Pakistan Department of Mathematics Comsats University IslamabadIslamabadPakistan Department of Mathematics Uppsala UniversityUppsalaSweden

Nonlinear stochasticmodelling plays an important character in the different fields of sciences such as environmental,material,engineering,chemistry,physics,biomedical engineering,and many *** the current study,we studied the computational dynamics of the stochastic dengue model with the real material of the ***,boundedness,and dynamical consistency are essential features of stochastic *** focus is to design the computational method which preserves essential features of the *** stochastic non-standard finite difference technique is most efficient as compared to other techniques used in *** and comparison were explored in favour of ***,we address the comparison between the stochastic and deterministic models.

关键词： Dengue model stochastic ordinary differential equations numerical methods convergence of the proposed method