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Building a Sustainable GARCH Model to Forecast Rubber Price: Modified Huber Weighting Function Approach
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The unstable and uncertain nature of natural rubber prices makes them highly volatile and prone to outliers, which can have a significant impact on both modeling and forecasting. To tackle this issue, the author recommends a hybrid model that combines the autoregressive (AR) and Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models. The model utilizes the Huber weighting function to ensure the forecast value of rubber prices remains sustainable even in the presence of outliers. The study aims to develop a sustainable model and forecast daily prices for a 12-day period by analyzing 2683 daily price data from Standard Malaysian Rubber Grade 20 (SMR 20) in Malaysia. The analysis incorporates two dispersion measurements (IQR/3 and Sn) and three levels of IO contamination 0%, 10%, and 20%. The results indicate that using the Huber weighting function with the IQR/3 measurement to build the AR(1)-GARCH(2,1) model leads to better sustainability. These findings have the potential to enhance the GARCH model by modifying the weighting function of the M-estimator

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Publication Date
Sat Aug 01 2020
Journal Name
Iop Conference Series: Materials Science And Engineering
Effects of Sandy Soil-structure Interaction on the Natural Period of RC Building Frames
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Abstract<p>Building natural period, T, is a key character in building response for wind and seismic induced forces. In design practice, the period, T, is either estimated from empirical relations proposed by the design codes or determined from analytical or numerical models. The effect of the soil-structure interaction is usually neglected in the design practice and analysis models. This paper uses a sophisticated finite element simulation to investigate the effect of soil-structure modeling on the fundamental period of RC buildings subjected to wind and seismic induced forces. A typical interior building frame has been imitated using the frame element for beams and columns with constrains to mo</p> ... Show More
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Publication Date
Tue Aug 16 2022
Journal Name
Journal Of Positive School Psychology
Electronic Publishing And Its Impact On Building And Developing Groups In Jordanian University Libraries
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Publication Date
Mon Jan 01 2024
Journal Name
Proceedings Of The International Conference On Research Advances In Engineering And Technology - Itechcet 2022
Suitability of Iraqi legal system for building operation transfer contract in infrastructure construction projects
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Publication Date
Tue Jan 01 2019
Journal Name
Energy Procedia
Humidity effect on diffusion and length coefficient of radon in soil and building materials
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Publication Date
Mon Jun 20 2022
Journal Name
Nano Hybrids And Composites
Fabrication and Characterization of Functionalized Multi-Wall Carbon Nanotubes Flexible Network Modified by a Layer of Polypyrrole Conductive Polymer and Metallic Nanoparticles
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Short Multi-Walled Carbon Nanotubes functionalized with OH group (MWCNTs-OH) were used to synthesize flexible MWCNTs networks. The MWCNTs suspension was synthesized using Benzoquinone (BQ) and N, N Dimethylformamide alcohol (DMF) in specific values and then deposited on filter paper by filtration from suspension (FFS) method. Polypyrrole (PPy) conductive polymer doped with metallic nanoparticles (MNPs) prepared using in-situ chemical polymerization method. To improve the properties of the MWCNTs networks, a coating layer of (PPy) conductive polymer, PPy:Ag nanoparticles, and PPy: Cu nanoparticles were applied to the network. The fabricated networks were characterized using an X-ray diffractometer (XRD), UV-Vis. spectrometer, and Ato

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Publication Date
Mon Aug 01 2022
Journal Name
Engineering, Technology & Applied Science Research
Castellated Beams with Fiber-Reinforced Lightweight Concrete Deck Slab as a Modified Choice for Composite Steel-Concrete Beams Affected by Harmonic Load
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The behavior investigation of castellated beams with fiber-reinforced lightweight concrete deck slab as a modified choice for composite steel-concrete beams affected by harmonic load is presented in this study. The experimental program involved six fixed-supported castellated beams of 2140mm size. Three types of concrete were included: Normal Weight Concrete (NWC), Lightweight Aggregate Concrete (LWAC), and Lightweight Fiber-Reinforced Aggregate Concrete (LWACF). The specimens were divided into two groups: the first comprised three specimens tested under harmonic load effect of 30Hz operation frequency for 3 days, then the residual strength was determined through static load application. The second group included three specimens ide

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Publication Date
Mon Oct 05 2026
Journal Name
Journal Of Al-qadisiyah For Computer Science And Mathematics
Modified LASS Method Suggestion as an additional Penalty on Principal Components Estimation – with Application-
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This research deals with a shrinking method concernes with the principal components similar to that one which used in the multiple regression “Least Absolute Shrinkage and Selection: LASS”. The goal here is to make an uncorrelated linear combinations from only a subset of explanatory variables that may have a multicollinearity problem instead taking the whole number say, (K) of them. This shrinkage will force some coefficients to equal zero, after making some restriction on them by some "tuning parameter" say, (t) which balances the bias and variance amount from side, and doesn't exceed the acceptable percent explained variance of these components. This had been shown by MSE criterion in the regression case and the percent explained v

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Publication Date
Tue Jan 03 2023
Journal Name
College Of Islamic Sciences
The grammatical approach of Sheikh Isamah Allah Bukhari (died 1000 A H) in his footnotes on the benefits of light
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Abstract

Through this study, I tried to identify the grammatical efforts of one of the most important authors of the footnotes that were built on the luminous benefits marked with (Explanation of Mulla Jami in Grammar), and he is Sheikh Isamah Allah Al-Bukhari, who died in the eleventh century AH, trying as much as possible to stay away from the path of tradition in repeating the efforts of Those who preceded me in explaining the grammatical efforts of many grammarians, and perhaps what helped me in this is the characteristics that characterize the notes owners that may distinguish them from other owners of grammatical authorship, as a result of what characterized the personality of the notes owners from the predominance of the in

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Publication Date
Fri Jul 14 2023
Journal Name
International Journal Of Information Technology &amp; Decision Making
A Decision Modeling Approach for Data Acquisition Systems of the Vehicle Industry Based on Interval-Valued Linear Diophantine Fuzzy Set
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Modeling data acquisition systems (DASs) can support the vehicle industry in the development and design of sophisticated driver assistance systems. Modeling DASs on the basis of multiple criteria is considered as a multicriteria decision-making (MCDM) problem. Although literature reviews have provided models for DASs, the issue of imprecise, unclear, and ambiguous information remains unresolved. Compared with existing MCDM methods, the robustness of the fuzzy decision by opinion score method II (FDOSM II) and fuzzy weighted with zero inconsistency II (FWZIC II) is demonstrated for modeling the DASs. However, these methods are implemented in an intuitionistic fuzzy set environment that restricts the ability of experts to provide mem

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Publication Date
Sat Jun 01 2013
Journal Name
Journal Of Economics And Administrative Sciences
Requirements of stress tests model and the possibility to apply in Iraqi banks exploratory study of the views of a sample of staff in the central Bank of Iraq .
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Abstract

This research attempt to explain the essential aspects of one important model in management of Bank risks , that is (stress testing) , which increase the concentrate on it resulting the negative affects of Global financial crisis that it accuar in 2008 to study the application possibilities in iraqian banks to enhancing the safety and financial soundness Becuase the classical tools  in Risk management don’t give clear image on Banks ability  in facing risks, hence the Basel committee on Banking supervision focusing in agreement of Basel 2,3 on stress testing when it doing the internal capital adequacy assessment process (ICAAP) .

To achieving the reseach obje

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