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Search results for: Abdelfettah Bouri
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style="font-size:1.6rem;">Search results for: Abdelfettah Bouri</h1> <div class="card publication-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">3</span> A New Measure of Herding Behavior: Derivation and Implications</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/search?q=Amina%20Amirat">Amina Amirat</a>, <a href="https://publications.waset.org/search?q=Abdelfettah%20Bouri"> Abdelfettah Bouri</a> </p> <p class="card-text"><strong>Abstract:</strong></p> If price and quantity are the fundamental building blocks of any theory of market interactions, the importance of trading volume in understanding the behavior of financial markets is clear. However, while many economic models of financial markets have been developed to explain the behavior of prices -predictability, variability, and information content- far less attention has been devoted to explaining the behavior of trading volume. In this article, we hope to expand our understanding of trading volume by developing a new measure of herding behavior based on a cross sectional dispersion of volumes betas. We apply our measure to the Toronto stock exchange using monthly data from January 2000 to December 2002. Our findings show that the herd phenomenon consists of three essential components: stationary herding, intentional herding and the feedback herding. <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/search?q=Herding%20behavior" title="Herding behavior">Herding behavior</a>, <a href="https://publications.waset.org/search?q=market%20return" title=" market return"> market return</a>, <a href="https://publications.waset.org/search?q=trading%20volume." title=" trading volume."> trading volume.</a> </p> <a href="https://publications.waset.org/4857/a-new-measure-of-herding-behavior-derivation-and-implications" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/4857/apa" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">APA</a> <a href="https://publications.waset.org/4857/bibtex" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">BibTeX</a> <a href="https://publications.waset.org/4857/chicago" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">Chicago</a> <a href="https://publications.waset.org/4857/endnote" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">EndNote</a> <a href="https://publications.waset.org/4857/harvard" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">Harvard</a> <a href="https://publications.waset.org/4857/json" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">JSON</a> <a href="https://publications.waset.org/4857/mla" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">MLA</a> <a href="https://publications.waset.org/4857/ris" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">RIS</a> <a href="https://publications.waset.org/4857/xml" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">XML</a> <a href="https://publications.waset.org/4857/iso690" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">ISO 690</a> <a href="https://publications.waset.org/4857.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">2301</span> </span> </div> </div> <div class="card publication-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">2</span> High Resolution Methods Based On Rank Revealing Triangular Factorizations </h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/search?q=M.%20Bouri">M. Bouri</a>, <a href="https://publications.waset.org/search?q=S.%20Bourennane"> S. Bourennane</a> </p> <p class="card-text"><strong>Abstract:</strong></p> <p>In this paper, we propose a novel method for subspace estimation used high resolution method without eigendecomposition where the sample Cross-Spectral Matrix (CSM) is replaced by upper triangular matrix obtained from LU factorization. This novel method decreases the computational complexity. The method relies on a recently published result on Rank-Revealing LU (RRLU) factorization. Simulation results demonstrates that the new algorithm outperform the Householder rank-revealing QR (RRQR) factorization method and the MUSIC in the low Signal to Noise Ratio (SNR) scenarios.</p> <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/search?q=Factorization" title="Factorization">Factorization</a>, <a href="https://publications.waset.org/search?q=Localization" title=" Localization"> Localization</a>, <a href="https://publications.waset.org/search?q=Matrix" title=" Matrix"> Matrix</a>, <a href="https://publications.waset.org/search?q=Signalsubspace." title=" Signalsubspace."> Signalsubspace.</a> </p> <a href="https://publications.waset.org/5172/high-resolution-methods-based-on-rank-revealing-triangular-factorizations" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/5172/apa" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">APA</a> <a href="https://publications.waset.org/5172/bibtex" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">BibTeX</a> <a href="https://publications.waset.org/5172/chicago" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">Chicago</a> <a href="https://publications.waset.org/5172/endnote" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">EndNote</a> <a href="https://publications.waset.org/5172/harvard" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">Harvard</a> <a href="https://publications.waset.org/5172/json" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">JSON</a> <a href="https://publications.waset.org/5172/mla" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">MLA</a> <a href="https://publications.waset.org/5172/ris" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">RIS</a> <a href="https://publications.waset.org/5172/xml" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">XML</a> <a href="https://publications.waset.org/5172/iso690" target="_blank" rel="nofollow" class="btn btn-primary btn-sm">ISO 690</a> <a href="https://publications.waset.org/5172.pdf" target="_blank" class="btn btn-primary btn-sm">PDF</a> <span class="bg-info text-light px-1 py-1 float-right rounded"> Downloads <span class="badge badge-light">1360</span> </span> </div> </div> <div class="card publication-listing mb-3 mt-3"> <h5 class="card-header" style="font-size:.9rem"><span class="badge badge-info">1</span> Environmental Competency Framework: Development of a Modified 2-Tuple Delphi Approach</h5> <div class="card-body"> <p class="card-text"><strong>Authors:</strong> <a href="https://publications.waset.org/search?q=M.%20Bouri">M. Bouri</a>, <a href="https://publications.waset.org/search?q=L.%20Chra%C3%AFbi"> L. Chra茂bi</a>, <a href="https://publications.waset.org/search?q=N.%20Sefiani"> N. Sefiani</a> </p> <p class="card-text"><strong>Abstract:</strong></p> <p>Currently, industries endeavor to align their environmental management system with the ISO 14001:2015 international standard, while preserving competitiveness and sustainability. Then, a key driver for these industries is to develop a skilled workforce that is able to implement, continuously improve and audit the environmental management system. The purpose of this paper is to provide an environmental competency framework that aims to identify, rank and categorize the competencies required by both the environmental managers and auditors. This competency framework is expected to be useful during competency assessment, recruitment, and training processes. To achieve this end, a modified 2-tuple Delphi approach is here proposed based on a combination of the modified Delphi approach and the 2-tuple linguistic representation model. The adopted approach is presented as numerous questionnaires that are spread over multiple rounds in order to obtain a consensus among the different Moroccan experts participating to this study.</p> <p class="card-text"><strong>Keywords:</strong> <a href="https://publications.waset.org/search?q=Competency%20framework" title="Competency framework">Competency framework</a>, <a href="https://publications.waset.org/search?q=Delphi" title=" Delphi"> Delphi</a>, <a href="https://publications.waset.org/search?q=environmental%20competency" title=" environmental competency"> environmental competency</a>, <a href="https://publications.waset.org/search?q=2-tuple." title=" 2-tuple."> 2-tuple.</a> </p> <a href="https://publications.waset.org/10012785/environmental-competency-framework-development-of-a-modified-2-tuple-delphi-approach" class="btn btn-primary btn-sm">Procedia</a> <a href="https://publications.waset.org/10012785/apa" target="_blank" rel="nofollow" class="btn btn-primary 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