University of Wah

About: University of Wah is a education organization based out in Rawalpindi, Pakistan. It is known for research contribution in the topics: Per capita income & Rhizobacteria. The organization has 258 authors who have published 466 publications receiving 4719 citations.

Risk Analysis of Gold Prices in Pakistan Using Extreme Value Theory

Abstract: Extreme value theory (EVT) is useful for modeling the impact of crashes or situations of extreme stress on investor portfolios. EVT is mostly utilized in financial modeling, risk management, insurance, and hydrology. The price of gold fluctuates considerably over time, and this introduces a risk on its own. The goal of this study is to analyze the risk of gold investment by applying the EVT to historical daily data for extreme daily losses and gains in the price of gold. We used daily gold prices in the Pakistan Bullion Market from August 1, 2011 to July 30, 2021. This paper covers two methods such as Block Maxima (BM) and Peak Over Threshold (POT) modeling. The risk measures which are adopted in this paper are Value at Risk (VaR) and Expected Shortfall (ES). The point and interval estimates of VaR and ES are obtained by fitting the Generalized Pareto (GPA) distribution. Moreover, in this paper, return-level forecasting is also included for the next 5 and 10 years by analyzing the Generalized Extreme Value (GEV) distribution.

Location Identity Based Content Security Scheme for Content Centric Networking

Abstract: Content Centric Networking (CCN) is a newly proposed internet architecture based on content abstraction rather than host abstraction. Since people are concerned with content these days rather than typical host to host communication; hence locations from which they get the required content does not matter. The content needs to be secured so content requesting node has to make sure while receiving content from content publisher that whether the publisher and its content is authentic or not. In CCN, the content is taken into consideration rather than the route over which content travels. To validate the authenticity of content on each node, an effective security scheme should be developed. In this paper we propose a location identity based content security scheme for CCN. We evaluated the performance of proposed scheme using ccnSim simulator and its security validation using AVISPA tool.

Hydromagnetic steady flow of a micro polar nano fluid impinging obliquely over a stretching surface with Newtonian heating

Abstract: Main objective of this study is to numerically discuss influence of magnetic field on an obliquely conspicuous micropolar fluid in the presence of nano particles and Newtonian heating. Thermophoretic and Brownian motion of nano particles are considered. The governing equations of the problem are converted to a system of coupled nonlinear ODEs by using appropriate similarity conversions, which are then solved computationally. The effects of flow governing parameters on velocity, temperature and concentration profiles are presented graphically. The numerical values of local skin friction co-efficient, heat and mass transfer rates are also discussed graphically.

Application of an effective method on the system of nonlinear fuzzy integro-differential equations

Abstract: In real world physical applications purpose, it is complicated to acquire an exact solution of fuzzy differential equations due to complexities in fuzzy arithmetic and therefore creating the need for the use of reliable and efficient techniques in the solution of fuzzy differential equations. The purpose of this research paper is to utilize the reliable analytic approach of homotopy perturbation Sumudu transform method for better understanding of systems of non-linear fuzzy integro-differential equations, while using the concept of fuzzy parameter in certain dynamical problems to remove the hurdles faced in numerical approach. These mathematical models are of great interest in engineering and physics. Some numerical examples are also given to demonstrate the efficiency and superiority of the method, followed by graphical representation of the comparison of exact and approximated solution by using Maple 2017