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Search Results: 1 - 10 of 585 matches for " Lotfi Belkacem "
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Portfolio Value at Risk Bounds Using Extreme Value Theory
Skander Slim,Imed Gammoudi,Lotfi Belkacem
International Journal of Economics and Finance , 2012, DOI: 10.5539/ijef.v4n3p204
Abstract: The aim of this paper is to apply a semi-parametric methodology developed by Mesfioui and Quessy (2005) to derive the Value-at-Risk (VaR) bounds for portfolios of possibly dependent financial assets when the marginal return distribution is in the domain of attraction of the generalized extreme value distribution while the dependence structure between financial assets remains unknown. However, These bounds are very sensitive to location changes and depend heavily on the actual location. Modified VaR bounds are derived through an extension of the Vermaat, Does and Steerneman (2005) contribution on quantile estimation of large order to a multivariate setting which enjoy the interesting property of location invariance. Empirical studies for several market indexes are carried out to illustrate our approach.
The Decision to Start a New Firm: An Econometric Analysis of Regional Entrepreneurship in Tunisia
Islem Khefacha,Lotfi Belkacem,Fay?al Mansouri
IBIMA Business Review , 2012,
Abstract: Understanding the factors that promote or mitigate transitions into self-employment is crucial to regional economic development efforts, while the number of new business created play a significant role to regional economic vitality and represent a major signal of a dynamic economy. We use a new measure of firm formation based on the combination between individual background with effects depending on the regional context in Tunisia such as entrepreneurial human capital and labour force characteristics. Even though some of these factors have been the subject of several entrepreneurship studies, it is still difficult to identify which one impact significantly the decision to create a new firm.As an illustration, the model is estimated using a data provided by the National Tunisian Global Entrepreneurship Monitor (GEM) 2010 Project, based on the analysis of a sample of 1966 cases. The main findings of the study show that “competencies” measured by the two variables “knowing someone personally who started a business in the past 2 years” and “presence of good opportunities for starting a business” increase significantly the probability to create a new venture. In addition, we have found that the interaction between these two factors has a positive influence. However, “fear of failure” influences negatively the decision to start up. Finally, some fixed region-specific factors notably the average real wage of a region must be accounted for when estimating regional self-employment relationships. We discuss the implications of our results for policy-makers with useful information in designing and implementing policies to promote enterprise development.
The Site of Biological and Ecological Interest (SBEI) of Ain Asmama: 20 Years Later, What Are Changes?  [PDF]
Labbaci Adnane, Kabbachi Belkacem
Journal of Geographic Information System (JGIS) , 2013, DOI: 10.4236/jgis.2013.51005
Abstract:

Concerning this big SBEI (West of Morocco), its bioecological qualities especially its very specific and original flora has attracted naturalists for a long time. This region seems to be relatively preserved still despite the erosion and anthropogenic advanced threats. The most effective method to evaluate the degree of environmental’s change caused by anthropogenic activity and climatic conditions is the multi-date study of land cover. For this, the purpose of this work is to analyze the land cover’s changes evolution in this SBEI from remote sensing technics. Concerning that, we did a triachronical approach on data from 1988 to 2000 and from 2000 to 2010 (LANDSAT imagery). The land cover’s maps that we got were produced from a supervised classification. The analysis of time series of LANDSAT images has shown that, during the period 1988-2000, the forests area decreased to the benefit of cultural practices (period before the creation of the SBEI), while the shrub strata distribution area has clearly increased during the period 2000-2010.

Determination of the stars fundamental parameters using seismic scaling relations
K. Belkacem
Physics , 2012,
Abstract: Seismology of stars that exhibit solar-like oscillations develops a growing interest with the wealth of observational results obtained with the CoRoT and Kepler space-borne missions. In this framework, relations between asteroseismic quantities and stellar parameters provide a unique opportunity to derive model-independent determinations of stellar parameters (e.g., masses and radii) for a large sample of stars. I review those scaling relations with particular emphasis on the underlying physical processes governing those relations, as well as their uncertainties.
Comprehensive Information System on Mobile Devices via Bluetooth Application Server  [PDF]
Abbas Ali Lotfi Neyestanak
iBusiness (IB) , 2010, DOI: 10.4236/ib.2010.23039
Abstract: Advantage of cell phones and their rapid progress on facilities and applications, made a technical trend to develop software implementations for this kind of systems. On the other hand, Java package with some efficient tools and products made it quite desirable for producers in a wide range of applications. In this paper the Bluetooth technology has been studied and its defects and premiums and security threats are investigated and compared with other technologies. Finally a comprehensive information system is designed, simulated and implemented based on cell phone communications. This system actually utilizes the Bluetooth technology to send and receive variety of packets such as data, image, and sound between computer and cell phone. These transferred data are then processes at the either sides and the revealed data is presented to the user. Wide 100 meter coverage has been considered for this system utilizing advanced automatic traffic management routines.
Recycling of End of Life Concrete Fines into Hardened Cement and Clean Sand  [PDF]
Somayeh Lotfi, Peter Rem
Journal of Environmental Protection (JEP) , 2016, DOI: 10.4236/jep.2016.76083
Abstract:

One of the massive by-products of concrete to concrete recycling is the crushed concrete fines, that is often 0 - 4mm. Although the construction sector is to some extent familiar with the utilization of the recycled coarse fraction (>4 mm), at present there is no high-quality application for fines due to its moisturized and contaminated nature. Here we present an effective recycling process on lab scale to separate the cementitious powder from the sandy part in the crushed concrete fines and deliver attractive products with the minimum amount of contaminants. For this study, a lab scale Heating-Air classification system was designed and constructed. A combination of heat and air classification, resulted in a proper separation of finer fraction (0 - 0.250 mm), from coarser fractions. Heating of the materials was followed by ball milling to enhance the liberation of the cementitious fraction. Experiments were carried out at different heating temperatures and milling durations. Experimental results show that by heating the materials to 500 for 30 seconds, the required time of ball milling is diminished by a factor of three and the quality of the recycling products satisfies well the market demand. In addition, the removal of contaminants is complete at 500. The amount of CaO in the recovered finer fraction from the recycling process is comparable with the amount of CaO in low-quality limestone. By using this fraction in the cement kiln as the replacement of limestone, the release of the chemically bound CO2 could be reduced by a factor of three.


Study of the Photon Flux and the Dose Rate in the Vicinity of a 60Co Gamma Irradiator  [PDF]
Elassaad Jemii, Lotfi Ghedira
World Journal of Nuclear Science and Technology (WJNST) , 2016, DOI: 10.4236/wjnst.2016.62009
Abstract: The present work presents an overview of the study of some dosimetric quantities in the vicinity of the Tunisian Gamma Irradiation Facility. Firstly, we have confirmed our previous calculation of the photon flux and the dose rates, using a simulation with GEANT 4. A good agreement between calculation and simulation was obtained, which well confirmed the modeling of the CNSTN extended source by a pencil-like source. Secondly we have determined the isodose curves in the vicinity of the irradiator using a straightforward calculation. Finally, we have presented many comments for some published work concerning the methods used to determine these dosimetric quantities.
One Dimensional Modeling of the Shape Memory Effect  [PDF]
Belkacem Meddour, Hamma Zedira, Hamid Djebaili
Modeling and Numerical Simulation of Material Science (MNSMS) , 2013, DOI: 10.4236/mnsms.2013.34017
Abstract:

This paper aims to build a constitutive model intended to describe the thermomechanical behavior of shape memory alloys. This behavior presents many facets, among them we have considered the simple way of shape memory, which is one of most important properties of shape memory alloys. Because of numerous stages of this effect, the subject was divided into three independent parts. For each part, we built the corresponding thermodynamic potential and we deduced the constitutive equations. To make this model workable, we have developed an algorithm. The simulation was performed using the NiTi as shape memory alloy.

The Phytodepuration of Wastewater for Tourism Facilities in Rural Areas: The Atlas Kasbah Ecolodge—A Pilot Site in the Argan Biosphere Reserve  [PDF]
Hassan Aboutayeb, Belkacem Kabbachi, Abdelkrim Ezaidi
Journal of Environmental Protection (JEP) , 2014, DOI: 10.4236/jep.2014.510084
Abstract:

In recent years, rural tourism has developed a lot and especially in the Souss Massa Draa region, in the South West of Morocco. The need to implement an eco-friendly sewage treatment has grown accordingly to resolve the wastewater issue. In this context, a pilot project of planted filters has been achieved in the Atlas Kasbah Ecolodge. During 3 years, the water purification performance and its compliance with the requirements of environmental management were assessed. The objective was to find an eco-friendly and affordable alternative to noncompliant ditches and sumps found in the rural areas of Morocco. The monitoring of physicochemical parameters of treated wastewater has revealed a perfect adaptation of the system to the needs of rural tourism facilities both in terms of efficiency and in terms of integration into the natural environment. Thus, such a technique could be spread in remote areas.

Calculation of the Voigt Function in the Region of Very Small Values of the Parameter a Where the Calculation Is Notoriously Difficult  [PDF]
Hssa?ne Amamou, Belkacem Ferhat, André Bois
American Journal of Analytical Chemistry (AJAC) , 2013, DOI: 10.4236/ajac.2013.412087
Abstract:

The Voigt function is the convolution of a Lorentzian and a Guaussian density. The computation of these functions is required in several problems arising in a variety of physicochemical subjects; such as nuclear reactors, atmospheric transmittance and spectroscopy. In this work we suggest using a new formula for the calculation of the Voigt function. Our formula is a new integral representation for the Voigt function that gives the perfect results for the Voigt function calculation and is easily calculable. We give also a comparison between our results of calculation of Voigt function for the very small values of the parameter a, where the calculation is notoriously difficult, with those of the various algorithms of other authors.

 

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