Siti Zuraidah Ibrahim
Thumbnail Image
Preferred name
Siti Zuraidah Ibrahim
Official Name
Siti Zuraidah, Ibrahim
Alternative Name
Ibrahim, Siti Zuraidah
Binti Ibrahim, Siti Zuraidah
Ibrahim, Siti Z.
Ibrahim, S. Z.
Main Affiliation
Scopus Author ID
35193912700
Researcher ID
DUU-6589-2022

Research Output

Filters

7 1
7
Reset filters

Settings
Now showing 1 - 7 of 7
  • Publication
    Stochastic pricing formulation for hybrid equity warrants
    ( 2022-01-01)
    Roslan T.R.N.
    ;
    Karim S.
    ;
    Siti Zuraidah Ibrahim
    ;
    Jameel A.F.
    ;
    Yahya Z.R.
    A warrant is a financial agreement that gives the right but not the responsibility, to buy or sell a security at a specific price prior to expiration. Many researchers inadvertently utilize call option pricing models to price equity warrants, such as the Black Scholes model which had been found to hold many shortcomings. This paper investigates the pricing of equity warrants under a hybrid model of Heston stochastic volatility together with stochastic interest rates from Cox-Ingersoll-Ross model. This work contributes to exploration of the combined effects of stochastic volatility and stochastic interest rates on pricing equity warrants which fills the gap in the current literature. Analytical pricing formulas for hybrid equity warrants are firstly derived using partial differential equation approaches. Further, to implement the pricing formula to realistic contexts, a calibration procedure is performed using local optimization method to estimate all parameters involved. We then conducted an empirical application of our pricing formula, the Black Scholes model, and the Noreen Wolfson model against the real market data. The comparison between these models is presented along with the investigation of the models’ accuracy using statistical error measurements. The outcomes revealed that our proposed model gives the best performance which highlights the crucial elements of both stochastic volatility and stochastic interest rates in valuation of equity warrants. We also examine the warrants’ moneyness and found that 96.875% of the warrants are in-the-money which gives positive returns to investors. Thus, it is beneficial for warrant holders concerned in purchasing warrants to elect the best warrant with the most profitable and more benefits at a future date.
  • Publication
    Analysis of Dielectric Properties on Agricultural Waste for Microwave Communication Application
    ( 2017-12-11)
    Nurul Ain Zulkifli
    ;
    Wee Fwen Hoon
    ;
    Norfadila Mahrom
    ;
    Been Seok Yew
    ;
    Yeng Seng Lee
    ;
    Siti Zuraidah Ibrahim
    ;
    Anusha Leemsuthep Am Phan
    This paper presents the analysis of dielectric properties of agricultural waste for microwave communication application such as microwave absorber and antenna. The residues products - rice straw, rice husk, banana leaves and sugar cane bagasse were studied in the range between 1-20GHz. Firstly, the 2 types of resins namely Epoxy der 331 and Polyamine clear hardener were mixed with the agricultural waste materials to produce the small size of agricultural waste sample. Then, the sample were measured using PNA network analyzer. The permittivity and tangent loss of different agricultural waste samples have been measured using dielectric probe technique. Besides, other objectives of this paper is to replace the conventional printed circuit board (PCB) using FR4, Taconic, and Roger material with the agricultural waste material. Besides that, the different percentage of filer for each agricultural waste materials were also investigated to specify the best material to be used as the substrate board and as the resonant material. the result shows the average of dielectric constants and the average of the tangent loss of agricultural waste materials.
  • Publication
    Substrate Integrated Waveguide (SIW) coupler on green material substrate for Internet of Things (IoT) applications
    ( 2017-12-11)
    Nurehansafwanah Khalid
    ;
    Siti Zuraidah Ibrahim
    ;
    Wee Fwen Hoon
    This paper shows designed coupler on paper-substrate with Substrate Integrated Waveguide (SIW) techniques. Types of paper-substrate that used are photographic paper. The rectangular coupler is presented with Substrate Integrated Waveguide (SIW) which metallic via on paper-substrate. The structures of the coupler are designed and analysed using Computer Simulation Tools (CST) Studio Suite 2014 Software. This designed coupler operating within frequency of 3.8-5 GHz. The paper-based substrates are permits the implementation of green materials (Eco-friendly) technology. The design of the coupler and its simulated results are reported in this paper.
  • Publication
    Permittivity extraction of glucose solutions through artificial neural networks
    ( 2022-01-01)
    Syed Hassan Alidrus
    ;
    Siti Zuraidah Ibrahim
    ;
    Hanim Mohd Noh F.
    ;
    Latifah Munirah Kamarudin
    ;
    Tantiviwat Sugchai
    This paper presents an Artificial Neural Network (ANN) model to determine the permittivity value of glucose solution at different concentrations predicted using the reflection coefficient value (S11). An open-ended probe connected to a vector network analyzer (VNA) was used to measure the complex permittivity value of glucose solutions at different concentrations. The S11 values and permittivity of these samples were analyzed over a frequency range from 500MHz to 5GHz. 11 glucose solution samples are prepared from 0g/mL to 1g/mL or 0% to 100%. By referring to the difference in frequency, concentration, and dielectric properties, the behavior of the dielectric constant and loss factor are analyzed. To develop the ANN model, 132 data points of S11 values are used as input data and 132 data points of permittivity values are used as target data. To achieve the target accuracy, the model consists of a data set that has unbiased ANN design parameters such as network type as feed-forward back propagation, transfer function as Tan-sigmoid, number of 10 neurons in hidden layer and training algorithm as Levenberg-Marquardt Backpropagation. Validation is carried out through MATLAB software by comparing the measured value and the calculated value, in terms of accuracy the equality of values has reached more than 99% accuracy.
      3
  • Publication
    Dielectric Properties Characterization of Material under Test using Microstrip Ring Resonator
    ( 2021-03-01)
    Khuzairi Masrakin
    ;
    Sofea Abdul Malek
    ;
    Siti Zuraidah Ibrahim
    ;
    Hasliza A Rahim @ Samsuddin
    ;
    Dewani A.A.
    The Resonator is one of the techniques widely used to determine the dielectric properties of a material. It is due to the accuracy of the resonator technique as compared to the other methods such as open wave guide sensor, transmission method, and coaxial probe. The accuracy plays an important role in any measurement devices as this is one of the features to show that the device is competent enough to perform a specific task. So, as to cope with accuracy issues, two microstrip ring resonators were designed and prototyped to detect the dielectric properties of Material Under Test (MUT) in this study. Both utilize Rogers Duroid 4003C as the substrate for the dielectric sensor and is meant to resonate at 4 and 5 GHz in which the substrate possesses 3.38 dielectric properties and 0.0027 loss tangent. Several features in designing the resonator such as the coupling gap, d, and radius of the ring, R were taken into consideration. Those parameters were verified and validated through software simulation and measurement using Vector Network Analyzer (VNA) to achieve the expected sensor prototype to operate in the real environment. The measurement was made to test two known dielectric properties of MUT to demonstrate the sensitivity of the sensors. The outcome from the measurement was evaluated in terms of S-21 parameter. The dielectric measurement leads to a change in frequency response against different MUT. The measurement was extended to study the performance of the resonator through the R and d of the resonator in which these parametric studies were made by varying the R and d of the resonator with the presence and the absence of MUT. The outcomes from the measurement suggest the best R and d for the resonator in terms of dielectric permittivity.
      1
  • Publication
    The Analysis of Reflectometer Configurations Based on Six-Port Technique
    ( 2023-10-06)
    Masrakin K.
    ;
    Siti Zuraidah Ibrahim
    ;
    Hasliza A Rahim @ Samsuddin
    ;
    Dewani A.A.
    This paper presents the analysis of reflectometer (SPR) performance employing three different six-port configurations constructed and simulated in Agilent Advanced Design Software (ADS). The complex reflection coefficients given by three configurations of six-port reflectometer are determined by mathematical expression of the six-port scattering parameters. To verify the accuracy of the simulated reflection coefficient value, all the six-port configurations are formed by interconnection between 3dB power dividers and 3dB couplers which are readily available in ADS software. The performance of reflectometer is also validated by connecting 50 ohm Match Load, Short and Open Termination as Device Under Test (DUT). The value of the simulated reflection coefficient for all configurations shows closer to the theoretical value however, further calibration algorithm can be applied in the future for better accuracy.
      1
  • Publication
    Microstrip Sensor Based on Ring Resonator Coupled with Double Square Split Ring Resonator for Solid Material Permittivity Characterization
    ( 2023-04-01)
    Masrakin K.
    ;
    Siti Zuraidah Ibrahim
    ;
    Hasliza A Rahim @ Samsuddin
    ;
    Saidatul Norlyana Azemi
    ;
    Soh P.J.
    ;
    Tantiviwat S.
    This paper analyzes a microwave resonator sensor based on a square split-ring resonator operating at 5.122 GHz for permittivity characterization of a material under test (MUT). A single-ring square resonator edge (S-SRR) is coupled with several double-split square ring resonators to form the structure (D-SRR). The function of the S-SRR is to generate a resonant at the center frequency, whereas D-SRRs function as sensors, with their resonant frequency being very sensitive to changes in the MUT’s permittivity. In a traditional S-SRR, a gap emerges between the ring and the feed line to improve the Q-factor, but the loss increases as a result of the mismatched coupling of the feed lines. To provide adequate matching, the microstrip feed line is directly connected to the single-ring resonator in this article. The S-SRR’s operation switches from passband to stopband by generating edge coupling with dual D-SRRs located vertically on both sides of the S-SRR. The proposed sensor was designed, fabricated, and tested to effectively identify the dielectric properties of three MUTs (Taconic-TLY5, Rogers 4003C, and FR4) by measuring the microwave sensor’s resonant frequency. When the MUT is applied to the structure, the measured findings indicate a change in resonance frequency. The primary constraint of the sensor is that it can only be modeled for materials with a permittivity ranging from 1.0 to 5.0. The proposed sensors’ acceptable performance was achieved through simulation and measurement in this paper. Although the simulated and measured resonance frequencies have shifted, mathematical models have been developed to minimize the difference and obtain greater accuracy with a sensitivity of 3.27. Hence, resonance sensors offer a mechanism for characterizing the dielectric characteristics of varied permittivity of solid materials.
      1