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  • Open Access

    ARTICLE

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

    Tariq T. Alshammari1, Mohd Tahir Ismail1, Nawaf N. Hamadneh3,*, S. Al Wadi2, Jamil J. Jaber2, Nawa Alshammari3, Mohammad H. Saleh2

    Intelligent Automation & Soft Computing, Vol.35, No.3, pp. 2589-2601, 2023, DOI:10.32604/iasc.2023.024001

    Abstract In this study, we proposed a new model to improve the accuracy of forecasting the stock market volatility pattern. The hypothesized model was validated empirically using a data set collected from the Saudi Arabia stock Exchange (Tadawul). The data is the daily closed price index data from August 2011 to December 2019 with 2027 observations. The proposed forecasting model combines the best maximum overlapping discrete wavelet transform (MODWT) function (Bl14) and exponential generalized autoregressive conditional heteroscedasticity (EGARCH) model. The results show the model's ability to analyze stock market data, highlight important events that contain the most volatile data, and improve… More >

  • Open Access

    ARTICLE

    Second Law Analysis and Optimization of Elliptical Pin Fin Heat Sinks Using Firefly Algorithm

    Nawaf N. Hamadneh1, Waqar A. Khan2, Ilyas Khan3, *

    CMC-Computers, Materials & Continua, Vol.65, No.2, pp. 1015-1032, 2020, DOI:10.32604/cmc.2020.011476

    Abstract One of the most significant considerations in the design of a heat sink is thermal management due to increasing thermal flux and miniature in size. These heat sinks utilize plate or pin fins depending upon the required heat dissipation rate. They are designed to optimize overall performance. Elliptical pin fin heat sinks enhance heat transfer rates and reduce the pumping power. In this study, the Firefly Algorithm is implemented to optimize heat sinks with elliptical pin-fins. The pin-fins are arranged in an inline fashion. The natureinspired metaheuristic algorithm performs powerfully and efficiently in solving numerical global optimization problems. Based on… More >

  • Open Access

    ARTICLE

    Single Parameter Sensitivity Analysis of Ply Parameters on Structural Performance of Wind Turbine Blade

    Lanting Zhang, Laifu Guo, Qiang Rong*

    Energy Engineering, Vol.117, No.4, pp. 195-207, 2020, DOI:10.32604/EE.2020.010617

    Abstract The various ply parameters of composite wind turbine blade have crucial influence, of respectively varying degree, on the static strength and stiffness of the blade, elements closely related to its performance. In this article, the method of the single-parameter sensitivity analysis is presented. A 1.5 MW wind turbine blade is considered as the study object, where the load of the blade is calculated and the respective finite element model is established. According to engineering practice, the investigation range of ply parameters is determined, and the test design scheme of ply parameter for the blade is constructed. The Tsai-Wu failure factor… More >

  • Open Access

    ARTICLE

    Water quality in the basin of the Amajac river, Hidalgo, Mexico: Diagnosis and prediction

    Amado Alvarez1,2, Enrique Rubiños Panta1, Francisco Gavi Reyes1, Juan José Alarcón Cabañero2, Elizabeth Hernández Acosta3, Carlos Ramírez Ayala1, Enrique Mejía Saenz1, Francisco Pedrero Salcedo2, Emilio Nicolas Nicolas2, Enrique Salazar Sosa4

    Phyton-International Journal of Experimental Botany, Vol.75, pp. 71-83, 2006, DOI:10.32604/phyton.2006.75.071

    Abstract A water quality index as a standardized method to compare the category in an integral way, between locations and through time, of the different water, river and stream storages of the Amajac river basin was developed. In addition, it is possible to predict the degree of contamination and establish planning strategies in the management of the water resources for the river basin in issue. The used methodology was based in the quantitative expression of water quality. Three samplings were made (2005-2006) and Dissolved Oxygen, Coliform in feaces, pH, Oxygen Biochemical Demand, Nitrates, Total Phosphorus, Turbidity and Dissolved Total Solids were… More >

  • Open Access

    ARTICLE

    The Accuracy of Mathematical Models in Simulator Distributed Computing

    I. Kvasnica1, P. Kvasnica2

    CMES-Computer Modeling in Engineering & Sciences, Vol.107, No.6, pp. 447-462, 2015, DOI:10.3970/cmes.2015.107.447

    Abstract The issue of simulation of decentralized mathematical models is discussed in the paper. The authors’ knowledge is based on a theory of design of decentralized computer control systems. Their knowledge is gained in the process of designing mathematical models that are simulated. A decomposed control system is required to meet the conditions of observation and control. The methodology of a multi-model design is based on main principles of object orientation such as abstraction, hierarchy, and modularity. Modelling on a parallel architecture has an impact on a simulator system. The system is defined by the equations shown below. An important part… More >

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