Papers by Kashif Bin Zaheer
MATEMATIKA
The selection criteria play an important role in the portfolio optimization using any ratio model... more The selection criteria play an important role in the portfolio optimization using any ratio model. In this paper, the authors have considered the mean return as profit and variance of return as risk on the asset return as selection criteria, as the first stage to optimize the selected portfolio. Furthermore, the sharp ratio (SR) has been considered to be the optimization ratio model. In this regard, the historical data taken from Shanghai Stock Exchange (SSE) has been considered. A metaheuristic technique has been developed, with financial tool box available in MATLAB and the particle swarm optimization (PSO) algorithm. Hence, called as the hybrid particle swarm optimization (HPSO) or can also be called as financial tool box particle swarm optimization (FTB-PSO). In this model, the budgets as constraint, where as two different models i.e. with and without short sale, have been considered. The obtained results have been compared with the existing literature and the proposed technique...
MATEMATIKA
The selection criteria play an important role in the portfolio optimization using any ratio model... more The selection criteria play an important role in the portfolio optimization using any ratio model. In this paper, the authors have considered the mean return as profit and variance of return as risk on the asset return as selection criteria, as the first stage to optimize the selected portfolio. Furthermore, the sharp ratio (SR) has been considered to be the optimization ratio model. In this regard, the historical data taken from Shanghai Stock Exchange (SSE) has been considered. A metaheuristic technique has been developed, with financial tool box available in MATLAB and the particle swarm optimization (PSO) algorithm. Hence, called as the hybrid particle swarm optimization (HPSO) or can also be called as financial tool box particle swarm optimization (FTB-PSO). In this model, the budgets as constraint, where as two different models i.e. with and without short sale, have been considered. The obtained results have been compared with the existing literature and the proposed technique...
Effect of Solar-Terrestrial Phenomena on Solar Cell's Efficiency
It is assumed that the solar cell efficiency of PV device is closely related to the solar irradia... more It is assumed that the solar cell efficiency of PV device is closely related to the solar irradiance, considered the solar parameter Global Solar Irradiance (G) and the meteorological parameters like daily data of Earth Skin Temperature (E), Average Temperature (T), Relative Humidity (H) and Dew Frost Point (D), for the coastal city Karachi and a non-coastal city Jacobabad, K and J is used as a subscripts for parameters of Karachi and Jacobabad respectively. All variables used here are dependent on the location (latitude and longitude) of our stations except G. To employ ARIMA modeling, the first eighteen years data is used for modeling and forecast is done for the last five years data. In most cases results show good correlation among monthly actual and monthly forecasted values of all the predictors. Next, multiple linear regression is employed to the data obtained by ARIMA modeling and models for mean monthly observed G values are constructed. For each station, two equations are ...
PLOS ONE, 2015
Value-based requirements engineering plays a vital role in the development of value-based softwar... more Value-based requirements engineering plays a vital role in the development of value-based software (VBS). Stakeholders are the key players in the requirements engineering process, and the selection of critical stakeholders for the VBS systems is highly desirable. Based on the stakeholder requirements, the innovative or value-based idea is realized. The quality of the VBS system is associated with the concrete set of valuable requirements, and the valuable requirements can only be obtained if all the relevant valuable stakeholders participate in the requirements elicitation phase. The existing value-based approaches focus on the design of the VBS systems. However, the focus on the valuable stakeholders and requirements is inadequate. The current stakeholder identification and quantification (SIQ) approaches are neither state-of-the-art nor systematic for the VBS systems. The existing approaches are time-consuming, complex and inconsistent which makes the initiation process difficult. Moreover, the main motivation of this research is that the existing SIQ approaches do not provide the low level implementation details for SIQ initiation and stakeholder metrics for quantification. Hence, keeping in view the existing SIQ problems, this research contributes in the form of a new SIQ framework called 'StakeMeter'. The Sta-keMeter framework is verified and validated through case studies. The proposed framework provides low-level implementation guidelines, attributes, metrics, quantification criteria and application procedure as compared to the other methods. The proposed framework solves the issues of stakeholder quantification or prioritization, higher time consumption, complexity, and process initiation. The framework helps in the selection of highly critical stakeholders for the VBS systems with less judgmental error.
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Papers by Kashif Bin Zaheer