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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
Tue Jan 01 2019
Journal Name
Journal Of Global Pharma Technology
A Modified Version of Generalized Standard Addition Method as Quantitative Determination of Lysineacetyl salicylate-Glycine Complex
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Publication Date
Tue Sep 01 2020
Journal Name
Optical Fiber Technology
A novel modified fiber Bragg grating (FBG) based ammonia sensor coated with polyaniline/graphite nanofibers nanocomposites
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Publication Date
Mon Oct 16 2023
Journal Name
International Journal Of Phytoremediation
Adsorption of methyl orange on low-cost adsorbent natural materials and modified natural materials: a review
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Publication Date
Sun Dec 01 2019
Journal Name
Ieee Xplore
A Hybrid Modified Lightweight Algorithm Combined of Two Cryptography Algorithms PRESENT and Salsa20 Using Chaotic System
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Cryptography algorithms play a critical role in information technology against various attacks witnessed in the digital era. Many studies and algorithms are done to achieve security issues for information systems. The high complexity of computational operations characterizes the traditional cryptography algorithms. On the other hand, lightweight algorithms are the way to solve most of the security issues that encounter applying traditional cryptography in constrained devices. However, a symmetric cipher is widely applied for ensuring the security of data communication in constraint devices. In this study, we proposed a hybrid algorithm based on two cryptography algorithms PRESENT and Salsa20. Also, a 2D logistic map of a chaotic system is a

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Publication Date
Fri Sep 30 2022
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
The impact of adopting international accounting and financial reporting standards to measure investments in stock on sustainable growth: applied research
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Investments in shares represent an essential component of companies’ assets and a source of profit making resources. These investments are linked to the areas of trading and speculation, which is reflected on their market value, which makes accounting for and evaluating these investments require their own accounting standards, and thus several international standards were issued regarding this as well as a statement of their impact on growth Sustainable, as the research problem is to show the impact of measuring investments in shares according to international accounting and financial reporting standards on the sustainable growth of economic units, the research sample and its reflection on audit procedures. In accordance with i

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Publication Date
Thu Nov 01 2018
Journal Name
Journal Of Economics And Administrative Sciences
Analysis of the relationship between the prices of wheat and rice importer in Iraq and crude oil prices and the exchange rate using the ARDL model
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Since the beginning of 21st century, the prices of Agricultural crops have increased. This Increases is accompanied with that increases of crude oil prices and fluctuation of a dollar exchange rate as a dominant currency used in the global trade. The paper aimed to analysis the short run and long run cointegration relationships between prices of some of Agricultural crops imported by Iraq such as wheat and rice crops and both the crude oil prices and the Iraq dinar exchange rate a gained America dollar using ARDL model. The results show the long run equilibrium between they three variable throng the error correction mechanizem. The results also show the significant and economically sound effects of cru

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Publication Date
Mon Jun 19 2023
Journal Name
Journal Of Engineering
A Multi-variables Multi -sites Model for Forecasting Hydrological Data Series
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A multivariate multisite hydrological data forecasting model was derived and checked using a case study. The philosophy is to use simultaneously the cross-variable correlations, cross-site correlations and the time lag correlations. The case study is of two variables, three sites, the variables are the monthly rainfall and evaporation; the sites are Sulaimania, Dokan, and Darbandikhan.. The model form is similar to the first order auto regressive model, but in matrices form. A matrix for the different relative correlations mentioned above and another for their relative residuals were derived and used as the model parameters. A mathematical filter was used for both matrices to obtain the elements. The application of this model indicates i

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Publication Date
Fri Jul 01 2016
Journal Name
Journal Of Engineering
The Role of Informational Environment in Building Smart City
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The research addresses smart city concept as it is the latest urban design trends, by the investment of the capabilities of human, and artificial intelligence for the sake of the advancement of the city. The concept of a smart city is described as one of the most important manifestations of the information revolution, with the end of the twentieth, and the beginning of twenty – first century, The research attributes the emergence of the concept to: deficiencies of means, and traditional methods in building and development of cities, as well as The significant increase in the number of city and global metropolises dwellers. So, smart city approach has been adopted, along with innovative principles and methods which cons

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Publication Date
Sun May 01 2022
Journal Name
Rimak International Journal Of Humanities And Social Sciences
BUILDING THE MEDIA MESSAGE AND DESIGNING IT THROUGH INFOGRAPHICS
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The study aims to identify how to build the media message in an artistic design style (infographic) to reach the mechanism of building the media message by infographic in the researched news sites. For the survey method, which is one of the best methods used to study the subject of the research, the researcher used the method of content analysis, the employee of the research tool, a quantitative and qualitative content analysis form for the study of 74 infographics that appeared during the research period in the research sample sites. The study revealed a number of results, most notably 1. The surveyed sites employed the information in a manner based on images, shapes and data, that is, through the use of the visual element and the

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Publication Date
Mon Mar 28 2022
Journal Name
Politeia-journal Of Political Theory Political Philosophy And Sociology Of Politics
State-building and Ethnic Pluralism in Iraq after 2003
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The research article deals with the process of building or rebuilding the state in Iraq after 2003 in its various dimensions, in light of the vision and foundational procedures that were developed and supervised by the United States in cooperation with the new leaders of Iraq based on the mechanism of sectarianethnic representation, and diagnosing the imbalances that arose out of that vision and the accompanying procedures, which led to the emergence of new variables in the political process, especially in the post-ISIS* phase, which produced important challenges to the political system and the Iraqi state. The political dynamics and balances emerging after ISIS* represented at the same time opportunities and risks in the process of

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