Browsing by Author "Khan, A.A."

Now showing 1 - 3 of 3

Modeling high-frequency financial data using R and Stan: A bayesian autoregressive conditional duration approach
(Elsevier B.V., 2024) Tabash, M.I.; Muhammed Navas, T.; Thayyib, P.V.; Farhin, S.; Khan, A.A.; Hannoon, A.
In econometrics, Autoregressive Conditional Duration (ACD) models use high-frequency economic or financial duration data, which mostly exhibit irregular time intervals. The ACD model is widely used to examine the duration of transaction volume and duration of price variations in stock markets. In this work, our goal is to devise testing that will aid in the identification of the best potential duration model among a set of four models using Bayesian approach. We test three models that rely on conditional mean duration (Weibull ACD, Log Weibull ACD, Generalized Gamma ACD) and one conditional median duration model (Birnbaum-Saunders ACD), and are being compared each other. The study was done in Rstan, a programming language for statistical inference, and the simulation uses the Hamiltonian Monte Carlo (HMC) algorithm of Markov Chain Monte Carlo (MCMC) to sample from the posterior distribution. Our findings show that Log Weibull ACD (second-generation model) as best among the four models followed by Birnbaum-Saunders ACD (third-generation model). The result offers methodological implications for algorithmic trading (algo-trading), high-frequency trading and risk management. © 2024 The Authors
Particle Swarm Optimization based Maximum Power Point Tracking Technique for Solar PV System under Partially Shaded conditions
(Institute of Electrical and Electronics Engineers Inc., 2021) Naseem, M.; Husain, M.A.; Kumar, J.; Ahmad, M.W.; Minai, A.F.; Khan, A.A.
To attain peak power from a PV source, the maximum power point tracking (MPPT) approach is frequently used. The MPP of a photovoltaic (PV) system is not constant since its output characteristics are dependent on numerous parameters. Partial shading causes significant changes in the PV system's attributes, and it often shows several local maxima as well as global maxima. Due to the development of local maxima, traditional MPPT methods fail in partial shade situations. Due to partial shade, solar systems frequently have hot spots, which not only disrupt system yield power but also compromise the system's dependability and safety. Due to the existence of many peaks in the P-V curve under partial shade, the traditional MPPT becomes stuck in local maxima rather than the global peak. As a result, sophisticated MPPT systems are required to accurately track the real peak power despite changing temperature and irradiation circumstances. To accomplish this, this study proposes a tracking scheme based on particle swarm optimization (PSO). The suggested MPPT is simple, versatile, precise, and economical, and it can track global MPP even when partially shaded. The proposed algorithm's performance is examined in MATLAB Simulink to test the effectiveness of the recommended MPPT technique. Â© 2021 IEEE.
Study on Effect of Driving Pattern on Engine Parameters
(Springer Science and Business Media Deutschland GmbH, 2025) Khan, A.A.; Arumuga Perumal, D.A.
With continuous changes happening in a cityâ€™s infrastructure like construction of new roads, flyovers, metro rails, hundreds of new vehicles being bought everyday, etc., the traffic in a city is also rapidly increasing. This has forced the motor car drivers to change their driving behaviour. Different motorist driving in different patterns affects engine components to a different extent, so a study to understand the driving behaviour should be carried out at intervals of 4â€“5Â years to establish critical design parameters for different components of the engine. This project has been undertaken to study the dispersion in various parameters affecting driving behaviour of different drivers. A study with 24 motorists of different age groups and professions has been conducted. Each motor driver had to drive the same passenger vehicle in predefined condition with parameters that critically affect engine components. The data was recorded from ECU through OBD port and a set of hardware and studied statistically. Â© The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd. 2025.