Research Title: Weak Form Efficiency of the Amman Stock Exchange: An Empirical Analysis (2000-2013)

Author: Izzeddien Naef Ananzeh, Published Year: 2016

International Journal of Business and Management;, Vol. 11, No. 1; 2016

Faculty: Business

Abstract: The Efficient Market Hypothesis (EMH) has been a lot of debates in the literature of finance because of its important implication, and there is no clear-cut case regarding the efficiency of the financial markets for both developed and emerging markets. This empirical study conducted to examine EMH at the weak form level of Amman stock Exchange (ASE) by using daily observations for the period span from 2000 to 2013. Recent econometric procedures utilized for testing the randomness of stock prices for ASE. The results of serial correlation reject the existence of random walks in daily returns of the ASE, and the unit root tests also conclude the return series of ASE are stationary and inefficient at the weak-level. Also the runs tests verify that the stock returns series on ASE are not random, and our final conclusion reports that the ASE is inefficient at the weak form level.

Keywords: efficient market hypotheses, randomness, run test, serial correlation

Research Title: Factors Effecting Trading Volume: A Test of Mixed Distribution Hypothesis

Author: Izzeddien Naef Ananzeh, Published Year: 2015

International Journal of Financial Research, Vol. 6, No. 4; 2015

Faculty: Business

Abstract: This paper investigates the empirical relationship between trading volume and conditional volatility using data from Amman Stock Exchange (ASE) within the framework of Mixed Distribution Hypothesis (MDH). Our sample covered 27 securities, which is most active stocks traded for the period span from 2002 to 2012. Generalized Autoregressive Conditional Heteroskedasticity (GARCH) k Exchange model employed in order to test the persistence in the volatility of stock returns. Our results confirm positive and strong relationship between trading volume for individual stocks and conditional volatility of returns. Moreover, the degree of volatility persistence reduced through the process of adding the contemporaneous volume into the conditional variance equation of GARCH model, and this is according to the predictions of the Mixture of Distributions Hypothesis (MDH).

Keywords: conditional volatility, trading volume, volatility persistence, mixture of distribution hypothesis, Generalized Autoregressive Conditional Heteroskedasticity (GARCH)

Research Title: Power Peaks Allocation Based on Averaging-Adaptive Wavelet Transform

Author: Qadri Jamal Al-Hamarsheh, Published Year: 2016

INTERNATIONAL JOURNAL OF CIRCUITS, SYSTEMS AND SIGNAL PROCESSING , Volume 10

Faculty: Engineering and Technology

Abstract: a One of Orthogonal Frequency Division Multiplexing deficiency has been taken into consideration in this work. A proposition has been made to tackle the Peak to Average Power Ratio (PAPR) problem. The proposed work will be based on a special averaging adaptive wavelet transformation (SAAWT) process. It will be compared with two main works that has been published previously; a neural network (NN)-based and a special averaging technique (SAT)-based. In the NN work, the learning process makes use of a previously published work that is based on three linear coding techniques. The proposed work (SAAWT) consists of three main stages; extracting the needed features, de-noising and the optimization criterion. SAAWT has an enhancement over the SAT that will take the noise clearance enhancement into its consideration. It uses 136880 different combinations of de-noising parameters that are experimentally computed to get the most efficient result with respect to the MSE, SNR and PSNR values. A MATLAB simulation-based of such works has been made in order to check the proposition performance. In this simulation, both of the BER and CCDF curves have been taken into consideration. Furthermore, the bandwidth and channel behaviors have been remain constant. Moreover, two kinds of data have been imposing to this simulation; a random data that is generated randomly by making use of the MATLAB features and a practical data that have been extracted from a funded project entitled by ECEM. From the previously published work the SAT shows promising results in reducing the PAPR effect reached up to 75% over the work in the literature and over the NN-based work. Under the cost of increasing complexity, SAAWT gives further reduction over the SAT reaches up to 6%. This drawback will be examined in the future work.

Keywords: Orthogonal Frequency Division Multiplexing, Neural Network, Linear Codes, De-noising Parameters, Wavelet, Moving Average Filter.

Research Title: Characteristics and Analysis for Mechanical Instrumentation Used to Measure Fluid Viscosity

Author: Nabil Musa Wanas, Published Year: 2016

International Journal of Innovative Science and Modern Engineering (IJISME), 4

Faculty: Engineering and Technology

Abstract: The task of development of the measurement procedure and the general-purpose control equipment which can allow us to analyze fluid rheological properties and to ascertain the dependence of the stress tensor of the sample on the deformation tensor over a wide range of strain rates is urgent nowadays. At the same time the question of providing the continuous inspection of the product properties under the condition of high precision and measuring automation is a matter of principle.

Keywords: viscosimeter, measuring automation.

Research Title: The Use of Genetic Approach to the kinematics of Cutting

Author: Nabil Musa Wanas, Published Year: 2016

World Journal of Mechanics, 6

Faculty: Engineering and Technology

Abstract: This article deals with the use of an interdisciplinary approach to modelling and creation of a complex technical system of different physical nature in relation to the kinematics of cutting and shaping. The professor of the National Technical University of Ukraine Kuznetcov Iu.N, proposed the approach based on generalization of knowledge, methodological basis of which is the theory of evolution of the systems and methods of genetic analysis and synthesis. For generalization of the knowledge in the fundamental sciences is based on the principles of a limited number of elementary generic structures with the introduction of the gene concept. The modelling and synthesis of kinematic cutting schemes are providing the efficiency and viability of genetic and morphological approach. The material point, which can interact with other material points in space and time, simulating anthropogenic system of different origin, is introduced as a material object.

Keywords: genetic approach, kinematics of cutting, technical system, rotary motion, material point

Research Title: WHIRL INTERACTION OF A DRILL BIT WITH THE BORE-HOLE BOTTOM

Author: Nabil Musa Wanas, Published Year: 2015

Modern Mechanical Engineering, 5

Faculty: Engineering and Technology

Abstract: This paper deals with the theoretic simulation of a drill bit whirling under conditions of its contact interaction with the bore-hole bottom rock plane. The bit is considered to be an absolutely rigid ellipsoidal body with uneven surface. It is attached to the lower end of a rotating elastic drill string. In the perturbed state, the bit can roll without sliding on the bore-hole bottom, performing whirling vibrations (the model of dynamic equilibrium with pure rolling when maximum cohesive force does not exceed the ultimate Coulombic friction). To describe these motions, a nonholonomic dynamic model is proposed, constitutive partial differential equations are deduced. With their use, the whirling vibrations of oblong and oblate ellipsoidal bits are analyzed, the functions of cohesive (frictional) forces are calculated. It is shown that the system of elastic drill string and ellipsoidal bit can acquire stable or unstable whirl modes with approaching critical Eulerian values by the parameters of axial force, torque and angular velocity. The analogy of the found modes of motions with ones of the Celtic stones is established. It is shown that the ellipsoidal bits can stop their whirling vibrations and change directions of their circumferential motions in the same manner as the ellipsoidal Celtic stones do. As this takes place, the trajectories of the oblate ellipsoidal bits are characterized by more complicated paths and irregularities. Key words: deep drilling; ellipsoidal bits; nonholonomic dynamics; Celtic stones; instability; forward and backward whirling motions.

Keywords: deep drilling; ellipsoidal bits; nonholonomic dynamics; Celtic stones; instability; forward and backward whirling motions.

Research Title: Grid-Connected Multilevel Topology for HVDC Offshore Wind Farm Based on MFT

Author: Firas Abdullah Obeidat, Published Year: 2013

. Power Electronics Technology Journal,

Faculty: Engineering and Technology

Abstract: This paper presents a new topology to connect HVDC offshore wind farm into the grid; the offshore part consist of five units, each unit contain permanent magnet synchronous generator (PMSG) connected to 3-phase/3-phase matrix converter (MC) to control the generator speed by using a MPPT control. The offshore platform consists of a three phase Medium Frequency Transformer (MFT) and a three phase Modular Multilevel Converter (MMC); the primary of each phase of the transformer connected to one phase from each unit. The secondary of the transformer connected to three phase MMC to get High Voltage DC (HVDC). The HVDC cable will be used to transfer power from the offshore side to the onshore side. Five levels MMC is used in the onshore side to control the DC voltage and to connect the offshore wind farm into the Grid by converting the HVDC to HVAC.

Keywords: PMSG; Three Phase Matrix Converter; MFT; MMC; Series DC Wind Farm

Research Title: Grid-Connected Multilevel Topology for HVDC Offshore Wind Farm

Author: Firas Abdullah Obeidat, Published Year: 2013

Electric machines and Control,

Faculty: Engineering and Technology

Abstract: This paper presents a topology to connect HVDC offshore wind farm into the grid; the offshore part consist of five units, each one contains permanent magnet synchronous generator (PMSG) connected to a three level neutral point clamped converter (3L-NPC) which works as a rectifier to control the generator speed by using a maximum power point tracking (MPPT) control. The offshore platform consists of a half bridge connected in series to balance the voltage between units and to collect the voltage in order to get the desired DC voltage. The HVDC cable will be used to transfer power from the offshore side to the onshore side. A Modular Multilevel Converter (MMC) is used in the onshore side to convert the voltage from DC to AC voltage and to connect the offshore wind farm into the Grid.

Keywords: PMSG; 3L-NPC; Half Bridge; MMC; Series DC Wind Farm.

Research Title: Reliability Prediction of PV Inverters Based on MIL-217F N2

Author: Firas Abdullah Obeidat, Published Year: 2015

42nd IEEE Photovoltaic Specialists Conference (42nd IEEE PVSC), New Orleans, USA

Faculty: Engineering and Technology

Abstract: This paper initially discusses the reliability of a 250W Photovoltaic (PV) micro inverter. Using the bill of materials the reliabilities of the main, gate drive, power supply, current and voltage sensing and microprocessor circuits were investigated, and the failure rate and Mean Time Between Failure (MTBF) calculated. The sum of component failure rates equals the complete PV micro inverter failure rate. To account for temperature effects the component failure rate was calculated for each inverter operating temperature, and multiplied by the percentage occurrence of this operating temperature to obtain a weighted failure rate. A similar procedure was used to calculate the failure rate for the main circuits of a 4.6kW & a 4.5kW multi-string inverter. All calculations are based on MIL-17F N2 method.

Keywords: Failure rate, MIL-HDBK-217F N2, PV micro inverter, PV multi string inverter, Reliability prediction.

Research Title: Simulation of Grid Connected HVDC Offshore Wind Farm Topologies

Author: Firas Abdullah Obeidat, Published Year: 2013

The 10th IEEE International Conference on Power Electronics and Drive Systems (PEDS2013), Kitakyushu, Japan

Faculty: Engineering and Technology

Abstract: This paper presents two topologies to connect HVDC offshore wind farm into the grid, the offshore part consist of five units; in the first topology, each unit contains a permanent magnet synchronous generator (PMSG) connected to a three level neutral point clamped converter (3L-NPC) to control the generator speed by using a maximum power point tracking (MPPT) control. The offshore platform consists of a half bridge connected in series to balance the voltage between the units and to collect the voltage in order to get the desired DC voltage. In the second topology, each unit contains a PMSG connected to 3-phase/3-phase matrix converter (MC) to control the generator speed by using a MPPT control. The offshore platform consists of a three phase High Frequency Transformer (HFT); the primary of each phase of the transformer connected to one phase from each unit. The secondary of the transformer connected to three phase diode bridge rectifier to get HVDC. The HVDC cable is used to transfer power from the offshore side to the onshore side. A Modular Multilevel Converter (MMC) is used in the onshore side to convert the voltage from DC to AC voltage and to integrate the offshore wind farm into the Grid.

Keywords: PMSG, MPPT, 3L-NPC, Half Bridge, Matrix Converter, HFT, MMC, HVDC Offshore Wind Farm.