Noha Youssef - Academia.edu (original) (raw)

Papers by Noha Youssef

Research paper thumbnail of Re-visiting the COVID-19 analysis using the class of high ordered integer-valued time series models with harmonic features

Research paper thumbnail of Linear Mixed Models for Longitudinal Data with Nonrandom Dropouts

Journal of Data Science, 2021

Longitudinal studies represent one of the principal research strategies employed in medical and s... more Longitudinal studies represent one of the principal research strategies employed in medical and social research. These studies are the most appropriate for studying individual change over time. The prematurely withdrawal of some subjects from the study (dropout) is termed nonrandom when the probability of missingness depends on the missing value. Nonrandom dropout is common phenomenon associated with longitudinal data and it complicates statistical inference. Linear mixed effects model is used to fit longitudinal data in the presence of nonrandom dropout. The stochastic EM algorithm is developed to obtain the model parameter estimates. Also, parameter estimates of the dropout model have been obtained. Standard errors of estimates have been calculated using the developed Monte Carlo method. All these methods are applied to two data sets.

Research paper thumbnail of Maximum Entropy Sampling for Derivative Information

Research paper thumbnail of Stock Market Manipulation Detection Using Continuous Wavelet Transform & Machine Learning Classification

Stock market manipulation detection is important for both investors and regulators. Being able to... more Stock market manipulation detection is important for both investors and regulators. Being able to detect stock manipulation and preventing it gives investors the con dence in the market fairness and integrity. It also helps maintaining liquidity of the stocks and market e ciency. Implementing data mining algorithms in manipulation detection is a relatively recent technique but in the past few years there has been an increasing interest in it's applications in this domain. The bene t of monitoring manipulative trade behavior is that it can be implemented on live feed of stock data, which saves a lot of time in detecting stock

Research paper thumbnail of Novel approach for effective removal of methylene blue dye from water using fava bean peel waste

Scientific Reports, 2020

Fava bean peels, Vicia faba (FBP) are investigated as biosorbents for the removal of Methylene Bl... more Fava bean peels, Vicia faba (FBP) are investigated as biosorbents for the removal of Methylene Blue (MB) dye from aqueous solutions through a novel and efficient sorption process utilizing ultrasonic-assisted (US) shaking. Ultrasonication remarkably enhanced sorption rate relative to conventional (CV) shaking, while maintaining the same sorption capacity. Ultrasonic sorption rate amounted to four times higher than its conventional counterpart at 3.6 mg/L initial dye concentration, 5 g/L adsorbent dose, and pH 5.8. Under the same adsorbent dose and pH conditions, percent removal ranged between 70–80% at the low dye concentration range (3.6–25 mg/L) and reached about 90% at 50 mg/L of the initial dye concentration. According to the Langmuir model, maximum sorption capacity was estimated to be 140 mg/g. A multiple linear regression statistical model revealed that adsorption was significantly affected by initial concentration, adsorbent dose and time. FBP could be successfully utilized ...

Research paper thumbnail of A discussion on adaptive designs for computer experiments

Sequential Analysis, 2019

Abstract Maximum entropy sampling (MES) criteria provide a useful framework for studying sequenti... more Abstract Maximum entropy sampling (MES) criteria provide a useful framework for studying sequential designs for computer experiments in a Bayesian framework. However, there is some technical difficulty in making the procedure fully adaptive in the sense of making proper use of previous output as well as input data. In the simple Gaussian set-up only previous input values need to be used. The approach discussed uses a full hierarchical model for the Gaussian process. The idea is to take advantage of the Karhumen-Loéve (K-L) expansion to approximate the process covariance function using an orthogonal function basis. It is argued that this may make it easier to use Bayesian hierarchical models, rather than estimating the covariance parameters directly, using the traditional approach. The article paper shows how to reduce the full MES method to a simple one by using a special empirical Bayes approximation, rather than using time-consuming integration. A simple simulator example is presented to show that full adaptation is beneficial.

Research paper thumbnail of Fiscal transparency puzzle and electoral institutions: applying a 3Ds approach for tracking the action cycle in Egypt

The Journal of Legislative Studies, 2016

Purpose-This paper aims to show the aligned development that took place in public administration ... more Purpose-This paper aims to show the aligned development that took place in public administration and public financial management toward serving public values. By analyzing the mode of institutions' interaction, the paper attempts to pinpoint the changing trends in budget institutions in Egypt, probing the extent to which they can be read from an administrative perspective and the possibility of enhancing budgetary outcomes under the existing administrative arrangements. Design/methodology/approach-An analytical framework for public management administrative and budgetary institutions' alignment is presented. A ladder analysis is developed to highlight the consistency of rationale between the two sets of institutions. The alignment is demonstrated at three consecutive levels: control and discipline, efficiency and effectiveness and openness and communication. Findings-The international experience reveals that the alignment of administrative and budgetary institutions is both theoretically traceable and practically applicable in the case of developed economies. Whereas, in the case of Egypt, both sets of institutions have been exposed to best practices; yet, they are not seen as complementary and enforcing each other. The internalization of the benefits of reforms in the two tracks into an integrated public management context in the case of Egypt is not reached. Practical implications-Egypt needs to ensure the alignment of both dimensions to maximize the benefits of reform. Originality/value-The ladder approach sorts the developments in both administrative and budgetary institutions into three levels to help assessing the maturity and conformity in countries' public management systems.

Research paper thumbnail of A discussion of adaptive design for computer experiments

Research paper thumbnail of Re-visiting the COVID-19 analysis using the class of high ordered integer-valued time series models with harmonic features

Research paper thumbnail of Linear Mixed Models for Longitudinal Data with Nonrandom Dropouts

Journal of Data Science, 2021

Longitudinal studies represent one of the principal research strategies employed in medical and s... more Longitudinal studies represent one of the principal research strategies employed in medical and social research. These studies are the most appropriate for studying individual change over time. The prematurely withdrawal of some subjects from the study (dropout) is termed nonrandom when the probability of missingness depends on the missing value. Nonrandom dropout is common phenomenon associated with longitudinal data and it complicates statistical inference. Linear mixed effects model is used to fit longitudinal data in the presence of nonrandom dropout. The stochastic EM algorithm is developed to obtain the model parameter estimates. Also, parameter estimates of the dropout model have been obtained. Standard errors of estimates have been calculated using the developed Monte Carlo method. All these methods are applied to two data sets.

Research paper thumbnail of Maximum Entropy Sampling for Derivative Information

Research paper thumbnail of Stock Market Manipulation Detection Using Continuous Wavelet Transform & Machine Learning Classification

Stock market manipulation detection is important for both investors and regulators. Being able to... more Stock market manipulation detection is important for both investors and regulators. Being able to detect stock manipulation and preventing it gives investors the con dence in the market fairness and integrity. It also helps maintaining liquidity of the stocks and market e ciency. Implementing data mining algorithms in manipulation detection is a relatively recent technique but in the past few years there has been an increasing interest in it's applications in this domain. The bene t of monitoring manipulative trade behavior is that it can be implemented on live feed of stock data, which saves a lot of time in detecting stock

Research paper thumbnail of Novel approach for effective removal of methylene blue dye from water using fava bean peel waste

Scientific Reports, 2020

Fava bean peels, Vicia faba (FBP) are investigated as biosorbents for the removal of Methylene Bl... more Fava bean peels, Vicia faba (FBP) are investigated as biosorbents for the removal of Methylene Blue (MB) dye from aqueous solutions through a novel and efficient sorption process utilizing ultrasonic-assisted (US) shaking. Ultrasonication remarkably enhanced sorption rate relative to conventional (CV) shaking, while maintaining the same sorption capacity. Ultrasonic sorption rate amounted to four times higher than its conventional counterpart at 3.6 mg/L initial dye concentration, 5 g/L adsorbent dose, and pH 5.8. Under the same adsorbent dose and pH conditions, percent removal ranged between 70–80% at the low dye concentration range (3.6–25 mg/L) and reached about 90% at 50 mg/L of the initial dye concentration. According to the Langmuir model, maximum sorption capacity was estimated to be 140 mg/g. A multiple linear regression statistical model revealed that adsorption was significantly affected by initial concentration, adsorbent dose and time. FBP could be successfully utilized ...

Research paper thumbnail of A discussion on adaptive designs for computer experiments

Sequential Analysis, 2019

Abstract Maximum entropy sampling (MES) criteria provide a useful framework for studying sequenti... more Abstract Maximum entropy sampling (MES) criteria provide a useful framework for studying sequential designs for computer experiments in a Bayesian framework. However, there is some technical difficulty in making the procedure fully adaptive in the sense of making proper use of previous output as well as input data. In the simple Gaussian set-up only previous input values need to be used. The approach discussed uses a full hierarchical model for the Gaussian process. The idea is to take advantage of the Karhumen-Loéve (K-L) expansion to approximate the process covariance function using an orthogonal function basis. It is argued that this may make it easier to use Bayesian hierarchical models, rather than estimating the covariance parameters directly, using the traditional approach. The article paper shows how to reduce the full MES method to a simple one by using a special empirical Bayes approximation, rather than using time-consuming integration. A simple simulator example is presented to show that full adaptation is beneficial.

Research paper thumbnail of Fiscal transparency puzzle and electoral institutions: applying a 3Ds approach for tracking the action cycle in Egypt

The Journal of Legislative Studies, 2016

Purpose-This paper aims to show the aligned development that took place in public administration ... more Purpose-This paper aims to show the aligned development that took place in public administration and public financial management toward serving public values. By analyzing the mode of institutions' interaction, the paper attempts to pinpoint the changing trends in budget institutions in Egypt, probing the extent to which they can be read from an administrative perspective and the possibility of enhancing budgetary outcomes under the existing administrative arrangements. Design/methodology/approach-An analytical framework for public management administrative and budgetary institutions' alignment is presented. A ladder analysis is developed to highlight the consistency of rationale between the two sets of institutions. The alignment is demonstrated at three consecutive levels: control and discipline, efficiency and effectiveness and openness and communication. Findings-The international experience reveals that the alignment of administrative and budgetary institutions is both theoretically traceable and practically applicable in the case of developed economies. Whereas, in the case of Egypt, both sets of institutions have been exposed to best practices; yet, they are not seen as complementary and enforcing each other. The internalization of the benefits of reforms in the two tracks into an integrated public management context in the case of Egypt is not reached. Practical implications-Egypt needs to ensure the alignment of both dimensions to maximize the benefits of reform. Originality/value-The ladder approach sorts the developments in both administrative and budgetary institutions into three levels to help assessing the maturity and conformity in countries' public management systems.

Research paper thumbnail of A discussion of adaptive design for computer experiments