A Time-Scale Analysis of Systematic Risk: Wavelet-Based Approach
R. Khalfaoui || M. Boutahar || S. A. Samhan
KSA
Research Inventy: International Journal of Engineering & Science , Volume 5 ~ Issue 7 (July 2015)
Paper Index :: : 07.4721/050701022
The paper studies the impact of different time-scales on the market risk of individual stock market returns and of a given portfolio in Paris Stock Market by applying the wavelet analysis. To investigate the scaling properties of stock market returns and the lead/lag relationship between them at different scales, wavelet variance and crosscorrelations analyses are used. According to wavelet variance, stock returns exhibit long memory dynamics. The wavelet cross-correlation analysis shows that comovements between stock returns are stronger at higher scales (lower frequencies); scales corresponding to period of 4 months and longer, i.e. scales 7 and 8. The wavelet analysis of systematic risk shows that all individual assets and the diversified portfolio have a multi-scale behavior, which indicates that the systematic risk measured by Beta in the market model is not stable over time. The analysis of VaR at different time scales shows that risk is more concentrated at higher frequencies dynamics (lower time scales) of the data.
KEY WORD: C02; G12; G32 keywords: Wavelets, Systematic risk, Value-at-Risk
Solving Time Minimizing Transportation Problem by Zero Point Method
Gaurav Sharma || S. H. Abbas || Vijay Kumar Gupta
India
Research Inventy: International Journal of Engineering & Science , Volume 5 ~ Issue 7 (July 2015)
Paper Index :: : 07.4721/0507023026
In this paper we are study on Time Minimizing Transportation Problem for Albert David Company Mandideep. The object of this problem is minimizing the transportation time of goods which supply from one source to another source. In this paper we are using zero point method [1,2] to solving time minimizing transportation problem and compare the obtained results with the regular methods, which is solve by Tora Software to get feasible solution and we find that zero point method is best from another method.
KEY WORD: Feasible solution, Optimal solution, Tora Software, Time Minimizing Transportation Problem
Comparative study of plant extracts as broad-spectrum antibacterial agents
Awatif Al-Judaibi
Saudi Arabia
Research Inventy: International Journal of Engineering & Science , Volume 5 ~ Issue 7 (July 2015)
Paper Index :: : 07.4721/0507027033
Plants with an established history of medicinal uses were tested against various microorganisms in this study. We compared the antibacterial activity of methanol, ethanol, and water extracts of three plant species, including Origanum syriacum, Thymus vulgaris, and Carica papaya, which commonly grow in open habitats or mountainous areas with well-drained soil. The methanol and ethanol extracts of the three plants had high antibacterial activity against Escherichia coli, Campylobacter jejuni, Pseudomonas aeruginosa, Klebsiella pneumoniae, Proteus vulgaris, Pseudomonas aeruginosa, Staphylococcus aureus, Streptococcus pyogenes, and Shigella sonnei. Water extracts of O. syriacum and T. vulgaris showed an inhibitory effect against the tested bacteria, while the water extract of C. papaya was less effective. The minimum inhibitory concentrations (MICs) and minimum bactericidal concentrations (MBCs) were reflected in the inhibitory activity with MICs of 2 μL after treating with O. syriacum and T. vulgaris extracts, and MBCs of 4 and 8 μL with O. syriacum and T. vulgaris extracts. An assay of secondary compounds revealed the presence of alkaloids, flavonoids, glycoside, cardiac glycoside, terpenoids, anthraquinones, and tannins. We conclude that O. syriacum, T. vulgaris, and C. papaya have bioactive compounds that combat a broad spectrum of bacteria.
KEY WORD: antibacterial agents, Origanum syriacum, Thymus vulgaris, Carica papaya.
Probabilistic Fatigue Risk Management of Aircraft Components
Michael Shiao || Tzikang Chen
Maryland
Research Inventy: International Journal of Engineering & Science , Volume 5 ~ Issue 7 (July 2015)
Paper Index :: : 07.4721/0507034039
A double cantilever beam (DCB) made of sandwich composite materials was probabilistically assessed for fatigue management with a maintenance plan. The probabilistic assessment is based on a probabilistic algorithm RPI (Recursive Probability Integration) for fleet risk management. RPI combines random simulations with numerical integration which maintains the generality of random simulations while taking advantage of the efficiency feature of numerical integration. An initial debond (crack) length is assumed to exist at the upper face/core interface and the crack remains at or near this interface during the crack propagation phase, and the risk of failure is monitored and managed by nondestructive inspections and subsequent maintenance actions. An empirical energy-release rate equation of the sandwich DCB based on a modified beam theory was adopted for this study. It is assumed that when the Mode-I stress-intensity factor exceeds the fracture toughness, the stress will cause unstable crack growth and structural failure. Probabilistic distributions are used to treat uncertainties in fracture toughness, crack growth rate, manufacturing and repair quality. Maximum flight load is modeled as an independent random process. The study has demonstrated that RPI can be several orders of magnitude more efficient than the traditional Monte Carlo method for aircraft fleet risk management
KEY WORD: damage tolerance, fatigue, nondestructive inspection, probability of failure, risk.
Assessing Environmental Impact on Phytoplankton Composition and Distribution in a Tropical River in Southern Nigeria
Essien-Ibok, M.A|| Ekpo, I.E
Nigeria
Research Inventy: International Journal of Engineering & Science , Volume 5 ~ Issue 7 (July 2015)
Paper Index :: : 07.4721/0507040048
The influence of physico-chemical environmental variables on the distribution and composition of phytoplankton community of a tropical river in southern Nigeria was assessed between December 2009 and November 2010. The hypothesis tested was that shift from one station to another on the river's longitudinal gradient affect the physico-chemical variables and the phytoplankton assemblage and is modulated by the temporal rainfall changes. The databases obtained were subjected to canonical correspondence analysis (CCA). The result of the spatio-temporal interactions between the phytoplankton, and the physical and chemical variables indicated that species such as Peridium sp, Melosira moniliformis and Thalassiothrix nitzschiodes have highest abundance where dissolved oxygen is highest and ammonia and conductivity are at their lowest levels. Water level (depth) showed a positive relationship with Ulotrix sp and Ankistrodesmus sp, while biochemical oxygen demand had a correlation with Desmidium swartzi, Hyalotleca mucosa and Cosmarium amoerum. Current velocity, water level and total hydrocarbon explained 57.8% of the variation in the species matrix. This study is a contribution to the scarce data bank on some rivers in southern Nigeria, and will be very useful in formulating policies and regulatory framework for sustainable management of Mbo River.
A Study and Modeling of High Pressure Radome with Uwb Frequency Coverage in Submarine Communications
P.Eshwar Kumar Reddy || D.Anuradha || Sm.Nikhil
India
Research Inventy: International Journal of Engineering & Science , Volume 5 ~ Issue 7 (July 2015)
Paper Index :: : 07.4721/0507049062
Modern submarines require high reliability communication systems for communicating the strategic and tactical information to the shore and other participating units during the operations. Traditional submarines having the retractable masts for fitment of various communication sensors and these masts were lifted during the operation, when submarine is diving at periscope depth. This leads to exposure of submarine to the aircraft attacks and aircraft can easily destroy the submarine operations. Many techniques have been in use to counter these operations. However, a concept i.e. "anywhere and anytime" communications is the need of the hour for survival of the submarines. This is basically, when submarine in diving, the communication needs to be established with the external establishments like, satellites, ships, submarines, base stations, etc.,. Many research labs are working on these concepts to develop the system and the electronics sensors like antennas, need a high pressure radome to house them. The challenge is to have a high pressure radome with ultra wide band frequency coverage with low loss tangent. The author has designed and developed a high pressure radome covering frequencies from 15 KHz to 18 GHz to meet the submarine applications. The details are presented in this paper.
Key words: Band width Ratio (BWR), Electronic Warfare, Impedance, Fiber Reinforced Plastic, Loss tangent, Ultra Wide Band (UWB)
Numerical Simulation Effects on Return Air Vent with Indoor Thermal Environment
Dr. Swaminathan || C.Chendramohan || G.paremesh
India
Research Inventy: International Journal of Engineering & Science , Volume 5 ~ Issue 7 (July 2015)
Paper Index :: : 07.4721/0507063071
The air distribution & ventilation method, position of return air vent and air change rate having significant role on thermal environment, human comfort and energy consumption as well for an air conditioned space. In order to improve thermal environment of space, study of temperature distribution as well as air distribution is required. In this paper, author has numerically simulated the temperature and velocity contour of space in two different position of return air vent in air conditioning system. These positions are return air vent on the same wall as inlet wall and another at opposite wall. In present work computational fluid dynamics software (ANSYS-FLUENT 6.3.26 Solver) has been used for simulation. Air flow (ANSYS-FLUENT) module has been used in present work. Air flow (ANSYS-FLUENT) module predicts the temperature and velocity at three test locations which are 1 meter apart from both side walls. The Standard k-ε model is used in this numerical simulation with SIMPLE approach of pressure velocity compounding. The convergence of solution of the continuity, energy and momentum equation is obtained within the set standard criterion. The Standard k-ε model is used in this numerical simulation with SIMPLE approach of pressure velocity compounding. The convergence of solution of the continuity, energy and momentum equation is obtained within the set standard criterion. From the result it has been found that the location of the return air position in the same wall gives better human comfort, however the location of the return air position in the opposite wall gives better energy savings.
Key words: Computational Fluid Dynamics (CFD), Numerical Simulation, Thermal Environment.