This study investigates the value-at-risk (VaR) using nonlinear time-varying volatility (ARCH model) and extreme-value-theory (EVT) methodologies. Similar VaR estimation and prediction are observes under the EVT and heavy-tailed long-memory ARCH approaches. The empirical results evidence the EVT-based VaR are more accurate but only at higher quantiles. It is also found that EVT approach is able to provide a convenient framework for asymmetric properties in both the lower and upper tails which implies that the risk and reward are not equally likely for the short- and long-trading positions in Malaysian stock market.
The magnetohydrodynamic (MHD) boundary-layer flow and heat transfer due to a shrinking sheet in a porous medium is considered for the first time. The Navier-Stokes equations and the heat equation are reduced to two nonlinear ordinary differential equations via similarity transformations. The transformed equations are solved by a semi-analytic method. The effects of the suction and porosity parameters, the Prandtl and Hartmann numbers on the skin friction, heat transfer rate, velocity and temperature profiles are discussed and presented, respectively.
A study was performed on a series of ultra thin SiO2 films in order to determine the factors affecting the oxide growth and also the effect of temperature to the film surface roughness. The samples of ultra thin SiO2 were prepared through a dry oxidation method using a high temperature furnace. There are three levels of temperature used, that is 900, 950 and 1000°C and the samples were grown at 0.333 litre/min, 0.667 liter/min and 1 liter/min oxygen flow rate and different oxidation times of 1, 2 and 3 minutes. The thickness was determined using an ellipsometer and the micro morphology of the oxide surface was obtained by using an atomic force microscope (AFM). The thickness of the oxide ranged from 1 to 5 nm. All the data has been interpreted using Taguchi’s method to analyze the most affecting factors in producing an ultra thin silicon dioxide. The optimum parameters are 900°C, 0.333 litre/min and at 1 minute time. The most influential parameter is temperature. The temperature also affects the surface roughness. The AFM result of 950°C with RMS value of 0.1088 nm is better than the 900°C oxide with RMS value 0.4553 nm. This shows that oxides need to be grown at a higher temperature to provide better surface roughness which is also important in ultra thin gate oxide characteristics.
Pengumpul suria hibrid fotovoltan-terma telah direka bentuk, dibina dan dikaji prestasinya. Kelebihan pengumpul ini adalah ianya mampu menjana tenaga elektrik dan tenaga haba secara serentak. Modul fotovoltan jenis SHARP NE-80E2EA dengan kuasa maksimum 80 W telah digunakan untuk menjana tenaga elektrik. Modul ini juga bertindak sebagai penyerap haba kepada pengumpul yang direka. Penyerap haba laluan tunggal, dengan lengkuk-∇ yang diperbuat daripada kepingan aluminium yang tebalnya 0.7 mm digunakan untuk mengumpulkan haba di belakang modul fotovoltan. Kajian telah dilakukan di bawah simulator suria dengan lampu halogen pada keamatan 386 ± 8 Wm-2 dan 817 ± 8 Wm-2. Kelajuan udara yang dialirkan dalam pengumpul PV/T adalah di antara (69.6 ± 2.2) × 10-4 kg/s hingga (695.8 ± 2.2) × 10-4 kg/s. Tujuan kajian ini adalah untuk membandingkan prestasi pengumpul PV/T dengan penyerap lengkuk-∇ dengan prestasi pengumpul PV/T tanpa penyerap lengkuk-∇. Kajian ini mendapati pengumpul suria PV/T dengan lengkuk-∇ mempunyai kecekapan yang lebih tinggi berbanding pengumpul tanpa lengkuk-∇. Kecekapan elektrik dan termanya juga meningkat dengan peningkatan keamatan sinaran dan kadar aliran udara.
Poly (vinyl chloride), which is commonly abbreviated as PVC, is widely used due to it being inexpensive, durable, and flexible. As a hard thermoplastic, PVC is used in the applications such as in building materials pipe and plumbing. The factors that should be considered in using PVC is safety and environmental issues. Mixing PVC with natural fibres is an interesting alternative. The main challenge in the research on natural fibre/polymer composites is the poor compatibility between the fibres and the matrix because this will affect their bonding strength. During the mixing with PVC, some natural fibres may acts as reinforcing materials while other natural fibres only act as filler, which contribute less to mechanical strength improvement. However, generally natural fibres also give positive outcome to the stiffness of the composites while decreasing the density.
The use of natural fibres obtained from plants and trees as reinforcing materials has attracted many researchers to widen their applications. Natural fibres are low cost, low density, have high specific properties, biodegradable and non-abrasive. Oil palm fibre (OPF) can be obtained directly from natural resource, it is cheap and also has advantages due to its renewable nature, low cost, and easy availability. In this study, the mechanical performances of single oil palm fibre are measured and evaluated. The diameter of OPF was in the range from 250 to 610 μm while moisture content was between 2.2 to 9.5%. The average tensile properties obtained were tensile strength, 71 MPa, Young’s modulus, 1703 MPa and elongation at break, 11%.
A study was conducted to optimize the extraction conditions for total phenolic contents (TPC) of star fruit residues using response surface methodology (RSM). By using Design Expert (Version 6.0.10, Stat-Ease Inc., Minneapolis) statistical software, a five-level, three-factor central composite rotatable design (CCRD) was employed to investigate the effects of three independent variables including solvent concentration, X1 (40-80%), extraction temperature, X2 (25-55°C), and extraction time, X3 (90-270 min) on total phenolic content. These independent variables were coded at three levels and
their natural values chosen according to preliminary experimental results. In single factor experiments, 60% acetone, 180 minutes extraction time and 40°C extraction temperature were set as center points due to their highest TPC value, which were 2366.71, 2436.03, and 2510.95 mg GAE/100 g dry weight (DW) of star fruit residues, respectively. The results showed that the acetone concentration was statistically the most significant factor (p<0.01) and the optimal extraction conditions obtained were: acetone concentration, 65.34%; extraction temperature, 43.18°C; and extraction time, 233.51 min. Under the above-mentioned conditions, the experimental TPC was 965.65 ± 30.87 mg GAE/100 g DW, which was well matched with the predicted value, 965.52 mg GAE/100 g DW.
Kacangma (Leonurus sibiricus L.) is a popular traditional herb that has been consumed for decades by the people of Sarawak as a herbal medicine or culinary ingredient. The toxicity of dried kacangma herb on Sprague Dawley male and female rats was evaluated through 90-day sub-chronic studies. The rats were fed kacangma at the rate of 0.5 (low dose), 5 (medium dose) and 25 (high dose) g/kg body weight. The control groups of rats received only the commercial rat pellet. Minor treatment-related effects were observed for body weights, organ weights and the lipid profile parameters and these did not appear to be of toxicological significance. In the sub-chronic toxicity studies, some indications of renal and liver toxicity were evident in the medium and high dose groups when plasma creatinine and liver enzymes were found to be higher when compared with the control and the low dose groups. The hematology study reveals statistically significant mild anemia in rats from the medium and high dose groups as indicated by decreases in hemoglobin, red blood cell count and packed cell volume (hematocrit value). Administration of kacangma herb at medium and high dose was also found to cause adverse effects in histopathological structure of the liver and kidney of both male and female rats. However, low dose group showed no significant differences compared to the control. Therefore, it is considered safe and less chance of developing toxicity if the herb is consumed at the dose of 0.5 g/kg body weight as observed throughout the 90 days period of sub-chronic study.
The use of environmental planning tools for optimum solid waste landfill siting taking into account all environmental implications was carried out by applying Life Cycle Analysis (LCA) to enhance the research information obtained from initial analysis using Geographical Information Systems (GIS). The objective of this study is to identify the most eco-friendly landfill site by conducting a LCA analysis upon 5 potential GIS generated sites which incorporated eleven important criteria related to the social, environmental, and economical factors. The LCA analysis utilized the daily distance covered by collection trucks among the 5 selected landfill sites to generate inventory data on total energy usage for each landfill sites. The planning and selection of the potential sites were facilitated after conducting environmental impact analysis upon the inventory data which showed the least environmental impact.
MeSH terms: Environment; Refuse Disposal; Research; Motor Vehicles; Geographic Information Systems; Solid Waste; Waste Disposal Facilities
A study on water quality and heavy metal concentration in sediment at selected sites of Sungai Kelantan was carried out. Ten water samples were collected along the river for physical and chemical analysis and twenty-six water and sediment samples were collected for heavy metal analysis. Water was sampled at three different dates throughout the study period whereas sediments were collected once. In addition to heavy metal analysis, sediment samples were also analysed for texture, pH and organic content. The physical and chemical water quality analyses were carried out according to the APHA procedures. Result of water quality analysis (physico-chemical) indicated that Sungai Kelantan is characterised by excellent water quality and comparable to pristine ecosystems such as the National Park and Kenyir Lake. This river was classified into class I – class III based on Malaysian interim water quality standard criteria (INWQS). Heavy metals Pb, Zn, Cu and Cd was detected at low concentration in sediment samples, except for Fe and Mn. The presence of Fe and Mn in sediment samples was though to be of natural origin from the soil. Anthropogenic metal concentrations in sediment were low indicating that Sungai Kelantan has not experienced extreme pollution.
Sanrego (Lunasia amara Blanco) digunakan masyarakat tempatan di Indonesia sebagai bahan afrodisiak dan mampu mengatasi masalah kesuburan lelaki. Penyelidikan ini mengkaji kesan pengambilan ekstrak akuas sanrego pada dos 30, 60 dan 90 mg/kg berat badan masing-masing terhadap bilangan, motiliti dan morfologi sperma serta tahap kesuburan dan afrodisiak tikus jantan. Kumpulan kawalan diberikan air suling. Semua perlakuan diberikan secara suap-paksa sekali sehari pada pukul 10.00 pagi-11.00 pagi selama 42 hari diikuti dengan analisis sperma dan ujian tahap kesuburan. Analisis sperma menunjukkan bahawa sanrego mempunyai kesan peningkatan bilangan sperma dengan gred motiliti terbaik (gred a) dengan signifikan tanpa mempengaruhi morfologi sperma. Pengujian tahap kesuburan menunjukkan peningkatan pada kumpulan haiwan perlakuan. Jumlah bilangan pemanjatan tikus jantan dengan perlakuan sanrego juga lebih tinggi berbanding kumpulan kawalan. Kajian ini mendapati tumbuhan sanrego berpotensi meninggikan kesuburan dan mempunyai kesan afrodisiak pada haiwan jantan.
Chlorella vulgaris (ChV), sejenis alga hijau unisel telah dilaporkan mempunyai khasiat kesihatan pada penyakit tertentu termasuk kanser. Objektif utama kajian ialah untuk mengukur dan menilai kesan antioksidan dan antitumor ekstrak air panas ChV ke atas sel kanser hepar yang dijalankan secara in vivo dan in vitro. Asai DPPH yang dijalankan menunjukkan peratus pengautan ChV yang tinggi. Dalam kajian in vivo, tikus Wistar jantan (200-250 g) dibahagikan kepada lapan kumpulan: tikus kawalan (diet normal), tikus diaruh kanser hepar (diet kurang kolin + 0.1% etionin dalam air minuman) atau singkatannya CDE, tikus diberi rawatan ChV pada tiga dos berbeza (50, 150 dan 300 mg/kg berat badan) dan tikus CDE diberi rawatan ChV pada tiga dos berbeza. Sampel darah dan tisu diambil dari semua kumpulan tikus pada minggu 0, 4, 8 dan 12 untuk penentuan kadar proliferasi dan apoptosis sel untuk melihat kesan antitumor ChV. Peratus pembentukan nodul praneoplasia adalah tinggi pada tikus diaruh kanser hepar (CDE) tetapi ChV pada semua dos berjaya mengurangkannya. Pertambahan jumlah sel kanser semasa hepatokarsinogenesis ditunjukkan dengan peningkatan proliferasi hepatosit yang signifikan (p<0.05) pada tikus CDE berbanding kawalan tetapi ChV pada semua dos berjaya mengurangkan proliferasi secara signifikan (p<0.05). Peratus apoptosis sel didapati meningkat secara signifikan (p<0.05) pada tikus CDE, tetapi peningkatan yang lebih ketara berlaku pada tikus CDE diberi ChV (300 mg/kg berat badan). Dalam kajian in vitro pula, aktiviti antitumor ekstrak air panas ChV telah ditentukan dengan melihat perubahan dalam proliferasi dan apoptosis sel kanser hepar HepG2 yang dikultur di makmal. Ekstrak air panas ChV berjaya menurunkan kadar proliferasi sel HepG2 dengan signifikan secara berkadar terus dengan dos yang digunakan dengan nilai IC50 1.6 mg/ml. Hasil analisis TUNEL pula menunjukkan ekstrak air panas ChV berjaya mengaruh apoptosis dalam sel HepG2. Keputusan ini disokong oleh hasil pemblotan Western dengan peningkatan pengekspresan protein P53 dan protein proapoptosis BAX dan Kaspase-3. Daripada hasil-hasil kajian, dapatlah dicadangkan bahawa ChV berpotensi tinggi sebagai antioksidan serta berupaya memberi kesan antitumor kepada kanser hepar pada kajian in vivo dan in vitro.
MeSH terms: Ataxia Telangiectasia; Diet; Liver; Tumor Suppressor Protein p53; Apoptosis; Inhibitory Concentration 50; In Situ Nick-End Labeling; Chlorella vulgaris; bcl-2-Associated X Protein
The leaves and stem barks extracts of four plant species, Melicope confusa, M. clemensiae, M. lunu-ankenda and M. latifolia were screened for their antimicrobial, antioxidant and cytotoxic activities. Almost all extracts of M. clemensia exhibited moderate growth inhibition when tested against the three pathogenic fungi. However, when tested against pathogenic bacteria, the three leaves extracts showed strong activity against methicillin resistant S. aureus and moderate for the other bacteria. In the antioxidant assay by using DPPH, the three leaves extracts of M. lunu-ankenda exhibited significant activity with with IC50 values of 7.8, 15.6 and 7.8 μg/mL. In addition, the petroleum ether leaves extract of M. clemensiae and the chloroform leaves extract of M. lunu-ankenda showed strong cytotoxic activity when tested against human promyelocytic leukemia (HL60) cell line with IC50 values of 2.8 and 0.8 μg/mL, respectively.
Statistical distributions of annual extreme (AE) and partial duration (PD) for rainfall events are analysed using a database of 50 rain-gauge stations in Peninsular Malaysia, involving records of time series data which extend from 1975 to 2004. The generalised extreme value (GEV) and generalised Pareto (GP) distributions are considered to model the series of annual extreme and partial duration. In both cases, the three parameter models such as GEV and GP distributions are fitted by means of L-moments method, which is one of the commonly used methods for robust estimation. The goodness-of-fit of the theoretical distribution to the data is then evaluated by means of L-moment ratio diagram and several goodness-of-fit (GOF) tests for each of the 50 stations. It is found that for the majority of stations, the AE and PD series are well fitted by the GEV and GP models, respectively. Based on the models that have been identified, we can reasonably predict the risks associated with extreme rainfall for various return periods.
This study proposes a simple methodology to estimate the power-law tail index of the Malaysian stock exchange by using the maximum likelihood Hill’s estimator. Recursive procedures base on empirical distribution tests are use to determine the threshold number of observations in the tail estimation. The threshold extreme values can be selected bases on the desired level of p-value in the goodness-of-fit tests. Finally, these procedures are apply to three indices in the Malaysian stock exchange.
Iterative methods, particularly over-relaxation methods, are efficiently and frequently used to solve large systems of linear equations, because in the solutions of partial differential equations, these methods are applied to systems which are resulted from different iterative schemes to discrete equations. In this paper we formulate an accelerated over-relaxation (AOR) method with the quarter-sweep iterative scheme applied to the Poisson equation. To benchmark the new method we conducted experiments by comparing it with the previous AOR methods based on full- and half-sweep iterative schemes. The results of the experiments and the estimation of the computational complexity of the methods proved the superiority of the new method.
In this paper we consider solving directly two point boundary value problems (BVPs) for second-order ordinary differential equations (ODEs). We are concerned with solving this problem using multistep method in term of backward difference formula and approximating the solutions with the shooting method. Most of the existence researches involved BVPs will reduce the problem to a system of first order ODEs. This approach is very well established but it obviously will enlarge the system of first order equations. However, the direct multistep method in this paper will be utilised to obtain a series solution of the initial value problems directly without reducing to first order equations. The numerical results show that the proposed method with shooting method can produce good results.
In this paper, systems of second-order boundary value problems (BVPs) are considered. The applicability of the homotopy-perturbation method (HPM) was extended to obtain exact solutions of the BVPs directly.
This research investigated the unit-root tests using nonparametric sequences-reversals (S-R), Phillip-Perron (PP) tests and parametric Augmented Dickey-Fuller (ADF) test for the Malaysian equity indices. Under the considerations of drift and structural break, it was found that during the restructuring period after the Asian financial crisis, most of the indices provided evidences against the unit-root tests. These results are somewhat contrasted with the conventional unit-root tests that ignored the impact of structural changes. In addition, the S-R tests were found to have little power to identify the deviations from the unit-root even after the inclusion of structural break.
MeSH terms: Inclusion Bodies; Humans; Research; Tooth Root; Asian Continental Ancestry Group
The main objective of this research is to optimize the trench depth, trench width, epitaxial resistivity and epitaxial thickness in trench power MOSFET so as to obtain high breakdown voltage but low on-resistance. Optimisation of these parameters are based on 2k factorial design method for achieving specific on-resistance 0.1 mΩcm2 and blocking voltage higher than 30 V. ATHENA and ATLAS software from Silvaco Int. were used for fabrication simulation and device electrical characterisation. The results obtained were, the optimisation value for trench width was 1.25 μm, trench depth was 1.25 μm, epitaxial thickness was 4.75 μm and epitaxial resistivity was 0.32 Ωcm. The predictive value of breakdown voltage was 39.41 V and significant to factors trench depth, epitaxial thickness and epitaxial resistivity. The predictive value for on-resistance was 0.105 mΩcm2 with significant to factors trench depth, epitaxial thickness and epitaxial resistivity. In conclusion, 2k factorial design method is successfully utilised in optimizing n-channel trench power MOSFET.