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Modeling and Forecasting Saudi Stock Market Volatility Using Wavelet Methods

  • ALSHAMMARI, Tariq S.;ISMAIL, Mohd T.;AL-WADI, Sadam;SALEH, Mohammad H.;JABER, Jamil J.
    • The Journal of Asian Finance, Economics and Business
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    • v.7 no.11
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    • pp.83-93
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    • 2020
  • This empirical research aims to modeling and improving the forecasting accuracy of the volatility pattern by employing the Saudi Arabia stock market (Tadawul)by studying daily closed price index data from October 2011 to December 2019 with a number of observations being 2048. In order to achieve significant results, this study employs many mathematical functions which are non-linear spectral model Maximum overlapping Discrete Wavelet Transform (MODWT) based on the best localized function (Bl14), autoregressive integrated moving average (ARIMA) model and generalized autoregressive conditional heteroskedasticity (GARCH) models. Therefore, the major findings of this study show that all the previous events during the mentioned period of time will be explained and a new forecasting model will be suggested by combining the best MODWT function (Bl14 function) and the fitted GARCH model. Therefore, the results show that the ability of MODWT in decomposition the stock market data, highlighting the significant events which have the most highly volatile data and improving the forecasting accuracy will be showed based on some mathematical criteria such as Mean Absolute Percentage Error (MAPE), Mean Absolute Scaled Error (MASE), Root Means Squared Error (RMSE), Akaike information criterion. These results will be implemented using MATLAB software and R- software.

50 cm of Zirconia, Bismuth and Silica Erbium-doped Fibers for Double-pass Amplification with a Broadband Mirror

  • Markom, Arni Munira;Muhammad, Ahmad Razif;Paul, Mukul Chandra;Harun, Sulaiman Wadi
    • Current Optics and Photonics
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    • v.6 no.1
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    • pp.32-38
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    • 2022
  • Erbium-doped fiber amplifiers (EDFAs) have saturated the technological market but are still widely used in high-speed and long-distance communication systems. To overcome EDFA saturation and limitations, its erbium-doped fiber is co-doped with other materials such as zirconia and bismuth. This article demonstrates and compares the performance using three different fibers as the gain medium for zirconia-erbium-doped fibers (Zr-EDF), bismuth-erbium-doped fibers (Bi-EDF), and commercial silica-erbium-doped fibers (Si- EDF). The optical amplifier was configured with a double-pass amplification system, with a broadband mirror at the end of its configuration to allow double-pass operation in the system. The important parameters in amplifiers such as optical properties, optical amplification and noise values were also examined and discussed. All three fibers were 0.5 m long and entered with different input signals: 30 dBm for low input and 10 dBm for high input. Zr-EDF turned out to be the most relevant optical amplifier as it had the highest optical gain, longest transmission distance, highest average flatness gain with minimal jitter, and relevant noise figures suitable for the latest communication technology.

Insights into the Incidence of Watermelon chlorotic stunt virus Causing Yellowing Disease of Watermelon in Western and Southwestern Regions of Saudi Arabia

  • Ahmad, M.H.;Shakeel, M.T.;Al-Shahwan, I.M.;Al-Saleh, M.A.;Amer, M.A.
    • The Plant Pathology Journal
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    • v.34 no.5
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    • pp.426-434
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    • 2018
  • During the spring season of 2014, a total of 148 melon and watermelon leaf samples were collected from symptomatic and asymptomatic plants in the western and southwestern regions of Saudi Arabia and were tested for the presence of Watermelon chlorotic stunt virus (WmCSV) and other suspected cucurbit viruses by double antibody sandwich enzyme-linked immunosorbent assays. Ninety-eight samples were found to be positive for the presence of WmCSV, nine samples were positive for the presence of Cucurbit yellow stunting disorder virus (CYSDV), and 22 showed a mixed infection with both WmCSV and CYSDV. No other cucurbit viruses were detected in any of the samples. Host range experiments revealed that eight out of fourteen tested plant species were susceptible to WmCSV. PCR products of approximately 1.2 kb were obtained after amplification using primers specifically targeting the coat protein region of WmCSV. Positive PCR results were confirmed by dot blot hybridization. Coat protein gene sequences from eleven WmCSV isolates indicated that the highest identity was between the 104WMA-SA isolate from the Wadi Baish location and a previously reported isolate from the AL-Lith location in Saudi Arabia. The lowest identity was observed between the 42WMA-SA isolate and an isolate from Palestine.

Influence of Varying Levels of Dietary Undegraded Intake Protein Intake on Nutrient Intake, Body Weight Change and Reproductive Parameters in Postpartum Awassi Ewes

  • Haddad, S.G.;Kridli, R.T.;Al-Wadi, D.M.
    • Asian-Australasian Journal of Animal Sciences
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    • v.18 no.5
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    • pp.637-642
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    • 2005
  • The objective of this study was to evaluate the effect of dietary undegradable protein (UP) level on body weight change, nutrient intake, milk production and postpartum reproductive performance of Awassi ewes. Twenty-seven multiparous Awassi ewes (initial body weight = 53.3${\pm}$1.6 kg) were randomly assigned to three dietary treatments (9 ewes/treatment) for 62 days using a completely randomized design. Experimental diets were isonitrogenous (15.5% CP), isocaloric, and were formulated to contain 17.9 (LUP), 27.1 (MUP), and 34.0% (HUP) of the dietary CP as UP. On day 10${\pm}$3 (day 0 = parturition) ewes were housed in individual pens for 5 weeks. Feed offered and refused was recorded daily. At the end of this period, animals were removed from their pens and combined into 3 separate groups (LUP, MUP and HUP). One fertile, harnessed ram was allowed with each group for 34 days. Rams were rotated every 2 days among the three groups. Each group was offered the corresponding experimental diet. Organic matter, CP, UP and metabolizable energy intakes were higher (p<0.05) for ewes fed the HUP diet compared with ewes fed the LUP and MUP diets. Ewes fed the HUP diet gained more (p<0.05) weight compared with ewes fed the MUP diet (7.3 vs. 2.1 kg), while ewes fed the LUP diet lost an average of 2.1 kg. Pregnancy rate of ewes fed the HUP diet was 100%, compared with 66 and 33% for ewes fed the MUP and LUP diets, respectively. Lambing rate was greater (p<0.05) for ewes fed HUP (8/9) diet compared with ewes fed the MUP (4/9) and LUP (3/9) diets. These results indicate that Awassi ewes receiving adequate dietary UP level consume more feed and are capable of returning to estrus shortly after parturition and are capable of producing two lamb crops per year.

Seroprevalence and Potential Risk Factors Associated with Neospora spp. Infection among Asymptomatic Horses in Jordan

  • Talafha, Abdelsalam Q.;Abutarbush, Sameeh M.;Rutley, David L.
    • Parasites, Hosts and Diseases
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    • v.53 no.2
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    • pp.163-167
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    • 2015
  • This study aimed to determine the seroprevalence and to identify risk factors associated with Neospora spp. infection in horses in Jordan. Management related data were collected from each farm and individual horses. Sera from 227 horses from 5 of 6 climatic regions in Jordan were analyzed for the presence of antibodies to Neospora spp. by ELISA kit. The study was performed during spring of 2010. The association between seropositivity and risk factors was analyzed. A total of 7 (3%) of 227 sera had antibodies for Neospora spp. There was a significant regional difference (P=0.018) between the 5 climatic regions. Positive cases were located in Amman and Irbid, while the other regions (Zarqa, Jordan Valley, and Wadi Mousa) had zero prevalence. The use of anthelmintics at least once a year resulted in a significant reduction of the seroprevalence to Neospora spp. (1.6% vs 9.8%). However, this might be a phenomenon by chance and a better hygiene since owners can invest in anthelmintics. Other risk factors such as age, gender, breed, usage, body condition score, grazing, presence of other animals mixed with the horses in the same property, and a history of previous diseases were not significantly associated with the seroprevalence to Neospora spp. infection. This is the first study to report on the presence of Neospora seropositive horses in Jordan. Further studies are warranted to better understand the role of certain risk factors in the transmission of Neospora spp. among horse population and to determine which Neospora spp. are responsible for the infection.

Optimization, Purification, and Characterization of Haloalkaline Serine Protease from a Haloalkaliphilic Archaeon Natrialba hulunbeirensis Strain WNHS14

  • Ahmed, Rania S;Embaby, Amira M;Hassan, Mostafa;Soliman, Nadia A;Abdel-Fattah, Yasser R
    • Microbiology and Biotechnology Letters
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    • v.49 no.2
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    • pp.181-191
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    • 2021
  • The present study addresses isolation, optimization, partial purification, and characterization of a haloalkaline serine protease from a newly isolated haloarchaeal strain isolated from Wadi El Natrun in Egypt. We expected that a two-step sequential statistical approach (one variable at a time, followed by response surface methodology) might maximize the production of the haloalkaline serine protease. The enzyme was partially purified using Hiprep 16/60 sephacryl S-100 HR gel filtration column. Molecular identification revealed the newly isolated haloarchaeon to be Natrialba hulunbeirensis strain WNHS14. Among several tested physicochemical determinants, casamino acids, KCl, and NaCl showed the most significant effects on enzyme production as determined from results of the One-Variable-At-A-time (OVAT) study. The BoxBehnken design localized the optimal levels of the three key determinants; casamino acids, KCl, and NaCl to be 0.5% (w/v), 0.02% (w/v), and 15% (w/v), respectively, obtaining 62.9 U/ml as the maximal amount of protease produced after treatment at 40℃, and pH 9 for 9 days with 6-fold enhancement in yield. The enzyme was partially purified after size exclusion chromatography with specific activity, purification fold, and yield of 1282.63 U/mg, 8.9, and 23%, respectively. The enzyme showed its maximal activity at pH, temperature, and NaCl concentration optima of 10, 75℃, and 2 M, respectively. Phenylmethylsulfonyl fluoride (PMSF, 5 mM) completely inhibited enzyme activity.

Partial Substitution of Copper with Nickel for the Superconducting Bismuth Compound and Its Effect on the Physical and Electrical Properties

  • Kareem Ali Jasim;Riyam Abd Al-Zahra Fadil;Kassim Mahdi Wadi;Auday Hattem Shaban
    • Korean Journal of Materials Research
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    • v.33 no.9
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    • pp.360-366
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    • 2023
  • This study focuses on how the partial substitution of copper by nickel nanoparticles affects the electrical and structural properties of the Bi2Ba2Ca2Cu2.9Ni0.1O10+δ, Bi2Ba2Ca2Cu2.8Ni0.2O10+δ and Bi2Ba2Ca2Cu2.6Ni0.4O10+δ compounds. Approximate values of crystallization size and crystallization percentage for the three compounds were calculated using the Scherer, modified Scherer, and Williamson-Hall methods. A great similarity was observed in the crystal size values from the Scherer method, 243.442 nm, and the Williamson-Hall method, 243.794 nm for the second sample. At the same time this sample exhibited the highest crystal size value for the three methods. In the examination of electrical properties, the sample with 0.1 partial substitution, Bi2Ba2Ca2Cu2.9Ni0.1O10+δ was determined to be the best with a critical temperature of 100 K and an energy gap of 6.57639 × 10-21 MeV. Using the SEM technique to analyze the structural morphology of the three phases, it was discovered that the size of the granular forms exceeds 25 nm. It was determined that the samples' shapes alter when nickel concentration rises. The patterns that reveal the distribution of the crystal structure also exhibit clear homogeneity.