KABTOUL

Publications

By KABTOUL

Owayss

Software

Bisher

Physics

Ahmad

Finance 

Maria

Electronics & Control 

Mohammad

Physics

Physics

Isospin effects and symmetry energy studies with INDRA
INDRA Collaboration., Ademard, G., Borderie, B. et al. Isospin effects and symmetry energy studies with INDRA. Eur. Phys. J. A 50, 33 (2014). https://doi.org/10.1140/epja/i2014-14033-x

Abstract: The equation of state of asymmetric nuclear matter is still controversial, as predictions at subsaturation as well as above normal density widely diverge. We discuss several experimental results measured in heavy-ion collisions with the INDRA array in the incident energy range 5-80A MeV. In particular an estimate of the density dependence of the symmetry energy is derived from isospin diffusion results compared with a transport code: the potential part of the symmetry energy linearly increases with the density. We demonstrate that isospin equilibrium is reached in mid-central collisions for the two reactions Ni+Au at 52A MeV and Xe + Sn at 32A MeV. New possible variables and an improved modelization to investigate symmetry energy are discussed.

PhD thesis: " Search for isospin effects in heavy-ion collisions 136,124Xe + 124,112Sn at 32 A.MeV"

ABSTRACT: The 4π INDRA multi-detector was exploited to study heavy ion collisions at Fermi energies in order to explore the so-called symmetry energy, which is the isospin dependence of the nuclear matter Equation of State. Our study has first focused on new data analysis techniques in order to select quasi-projectile sources compatible with a statistical de-excitation (“Sel” variable) and to sort quasi-fusion events and quasi-projectile/quasi-target events (variable “Vbigiso”). This first step was obtained with data from Xe+Sn and Au+Au reactions at different bombarding energies, specifically studying fragments and particles detected on the forward side of the reaction centre-of-mass. By analyzing the centre-of-mass forward light charged particles and fragments (Z>2) production in the reactions 136,124Xe+124,112Sn at 32 MeV/nucleon, corresponding to the fifth INDRA campaign at GANIL, we have confirmed the presence of isospin diffusion between projectile and target. We have shown that the magnitude of the diffusion increases with the collision violence, corresponding to increasing centrality. The experimental results were compared to theoretical predictions using both a phenomenological event generator, and the BNV/SMF transport model. A new variable is proposed to estimate the density dependence of the symmetry energy at sub-saturation densities. The first comparison with the BNV/SMF model shows that the Asy-stiff equation of state appears compatible with our data.

Chemistry of nuclear particle production in 32 A MeV 136,124Xe+124,112Sn reactions and nuclear symmetry energy
Kabtoul M., Bougault R., Colonna M., Galichet E.
EPJ Web of Conferences – International Workshop on Multifragmentation and related topics – IWM 2011, Caen : France (2011) – http://hal.in2p3.fr/in2p3-00730941 available at http://www.epj-conferences.org or http://dx.doi.org/10.1051/epjconf/20123100010

Abstract: Nuclear particle production from peripheral to central events is presented. N/Z gradient between projectile and target is studied using the fact that two reactions have the same projectile+target N/Z and so the same neutron to proton ratio for the combined system and the impact parameter size dependent geometrical overlap region. Data in the forward part of the centre of mass indicates that N/Z equilibration is achieved for impact parameters below 6 fm and a comparison with transport model SMF calculations is done. SMF results agree with the data in average and by using the fragment multiplicity difference between 136Xe+112Sn and 124Xe+124Sn systems it seems possible to characterize the density dependence of the symmetry energy.

“Low-temperature properties of monoalcohol glasses and crystals”

M. A. Ramos, M. Hassaine, B. Kabtoul, R.J. Jiménez-Riobóo, I.M. Shmyt’ko, A.I. Krivchikov, I.V. Sharapova, and O.A. Korolyuk.
Low Temperature Physics/Fizika Nizkikh Temperatur, 2013, v. 39, No. 5, pp. 600–605.

“Structural and enthalpy relaxation processes in pure ethanol”

B. Kabtoul and M. A. Ramos.
Physica Status Solidi, 208.10, 2237–2487 (2011).

“Calorimetric and thermodynamic study of glass-forming monohydroxy alcohols”

M. A. Ramos, B. Kabtoul and M. Hassaine
Philosophical Magazine, 1478-6443, (2010).

Crystalline phase transitions and acoustic phonons behavior of polymorphic ethanol

R.J. Jiménez-Riobóo, B. Kabtoul and M. A. Ramos.
The European Physical Journal B, 10.1140, 4197 – 4203 (2009).

Thermal and acoustic experiments on polymorphic ethanol

B. Kabtoul, R.J. Jiménez-Riobóo and M. A. Ramos.
Philosophical Magazine , 88:33, 4197 — 4203 (2008)

Engineering

Proactive And Smooth Maneuvering For Navigation Around Pedestrians

ICRA 2022.

Maria Kabtoul, Anne Spalanzani and Philippe Martinet
 
Keywords: Proactive Dynamic Channel, Social Navigation, Pedestrins-Vehicle Interaction, Shared Spaces, Lateral Control
 

Abstract— Navigation in close proximity with pedestrians is a challenge on the way to fully automated vehicles. Pedestrian-friendly navigation requires an understanding of pedestrian reaction and intention. Merely safety based reactive systems can lead to sub-optimal navigation solutions resulting in the freezing of the vehicle in many scenarios. Moreover, a strictly reactive method can produce unnatural driving patterns which cannot guarantee the legibility or social acceptance of the automated vehicle. This work presents a proactive maneuvering method adapted to navigation in close interaction with pedestrians using a dynamic channel approach. The method allows to proactively explore the navigation options based on anticipating pedestrians cooperation. The navigation is tested in frontal and lateral crossing scenarios with variable space density. The system is implemented under ROS, and compared with the probabilistic Risk-RRT planning method. The results are evaluated based on the safety and comfort of the pedestrians, and the quality of the vehicle’s trajectory.

How To Evaluate the Navigation of Autonomous Vehicles Around Pedestrians?

 IEEE Transactions on Intelligent Transportation Systems (T-ITS).

Maria Kabtoul, Manon Predhumeau, Anne Spalanzani, Julie Dugdale and Philippe Martinet
 
Keywords: Autonomous Vehicles, Social Navigation, Evaluation Methods, Agents Simulation
 

Abstract—The navigation of autonomous vehicles around pedestrians is a key challenge when driving in urban environments. It is essential to test the proposed navigation system using simulation before moving to real-life implementation and testing. Evaluating the performance of the system requires the design of a diverse set of tests which spans the targeted working scenarios and conditions. These tests can then undergo a process of evaluation using a set of adapted performance metrics. This work addresses the problem of performance evaluation for an autonomous vehicle in a shared space with pedestrians. The methodology for designing the test simulations is discussed. Moreover, a group of performance metrics is proposed to evaluate the different aspects of the navigation: the motion safety, the quality of the generated trajectory and the comfort of the pedestrians surrounding the vehicle. Furthermore, the success/fail criterion for each metric is discussed. The implementation of the proposed evaluation method is illustrated by evaluating the performance of a pre-designed proactive navigation system using a shared space crowd simulator under ROS.

Proactive and social navigation of autonomous vehicles in shared spaces
  • Ph.D. Thesis December 2021
  • Dr. Maria Kabtoul
Abstract
The current trend in electric autonomous vehicles design is based on pre-existing models of cities which have been built for cars. The carbon footprint of cities cannot be reduced until the overall requirement for vehicles is reduced and more green and pedestrianized zones are created for better livability. However, such green zones cannot be scaled without providing autonomous mobility solutions, accessible to people with reduced mobility. Such solutions need to be capable of operating in spaces shared with pedestrians, which makes this a much harder problem to solve as compared to traditional autonomous driving. This thesis serves as a starting point to develop such autonomous mobility solutions. The work is focused on developing a navigation system for autonomous vehicles operating around pedestrians. The suggested solution is a proactive framework capable of anticipating pedestrian reactions and exploiting their cooperation to optimize the performance while ensuring pedestrians safety andcomfort.A cooperation-based model for pedestrian behaviors around a vehicle is proposed. The model starts by evaluating the pedestrian tendency to cooperate with the vehicle by a time-varying factor. This factor is then used in combination with the space measurements to predict the future trajectory. The model is based on social rules and cognitive studies by using the concept of the social zones and then applying the deformable virtual zone concept (DVZ) to measure the resulting influence in each zone. Both parts of the model are learnt using a data-set of pedestrians to vehicle interactions by manually annotating the behaviors in the data-set.Moreover, the model is exploited in the navigation system to control both the velocity and the local steering of the vehicle. Firstly, the longitudinal velocity is proactively controlled. Two criteria are considered to control the longitudinal velocity. The first is a safety criterion using the minimum distance between an agent and the vehicle’s body. The second is proactive criterion using the cooperation measure of the surroundingagents. The latter is essential to exploit any cooperative behavior and avoid the freezing of the vehicle in dense scenarios. Finally, the optimal control is derived using the gradient of a cost function combining the two previous criteria. This is possible thanks to a suggested formulation of the cooperation model using a non-central chi distribution for the distance between the vehicle and an agent.A smooth steering is derived using a proactive dynamic channel method for the space exploration. The method depends on evaluating the navigation cost in a channel (sub-space) using a fuzzy cost model. The channel with the minimum cost is selected, and a human-like steering is affected using a Quintic spline candidate path between channels. Finally, the local steering is derived using a sliding mode path follower.The navigation is evaluated using PedSim simulator under ROS in pedestrian-vehicle interaction scenarios. The navigation is tested with different pedestrian density and sparsity. The proactive framework managed to navigate the vehicle producing smooth trajectories while maintaining the pedestrians’ safety and reducing the travel time in comparison with traditional reactive methods (Risk-RRT).
Proactive Longitudinal Velocity Control In Pedestrians-Vehicle Interaction Scenarios

Maria Kabtoul, Philippe Martinet and Anne Spalanzani

Abstract : Navigation in pedestrian populated environments is a highly challenging task, and a milestone on the way to fully autonomous urban driving systems. Pedestrian populated environments are highly dynamic, uncertain and difficult to predict. The strict safety measures in such environments result in overly reactive navigation systems, which do not match the conduct of experienced drivers. An autonomous vehicle driving alongside pedestrians should convey a natural and a socially-aware behaviour. Therefore, the vehicle should not merely react to the behaviour of the surrounding agents, but should rather cooperate and proactively interact with its surrounding. Excluding this aspect from the navigation scheme results in over-reactive behaviours, an unnatural driving pattern and a suboptimal navigation solution. This paper presents a proactive longitudinal velocity control method, appropriate for navigation in close interaction with pedestrians. The work uses a cooperation-based pedestrians-vehicle behavioural model to find the optimal longitudinal velocity control. The method is implemented in lateral crossing scenarios with a dense crowd of pedestrians. The results are then compared with a reactive navigation system. The method is evaluated in terms of the vehicle’s travel time and the safety of the pedestrians in the scene.
 
Towards Proactive Navigation: A Pedestrian-Vehicle Cooperation Based Behavioral Model, ICRA 2020.
Maria Kabtoul, Anne Spalanzani and Philippe Martinet
 

Abstract— Developing autonomous vehicles capable of navigating safely and socially around pedestrians is a major challenge in intelligent transportation. This challenge cannot be met without understanding pedestrians’ behavioral response to an autonomous vehicle, and the task of building a clear and quantitative description of the pedestrian to vehicle interaction remains a key milestone in autonomous navigation research. As a step towards safe proactive navigation in a space shared with pedestrians, this work introduces a pedestrian-vehicle interaction behavioral model. The model estimates the pedestrian’s cooperation with the vehicle in an interaction scenario by a quantitative time-varying function. Using this cooperation estimation the pedestrian’s trajectory is predicted by a cooperation-based trajectory planning model. Both parts of the model are tested and validated using real-life recorded scenarios of pedestrian-vehicle interaction. The model is capable of describing and predicting agents’ behaviors when interacting with a vehicle in both lateral and frontal crossing scenarios.

A collaborative mobile learning system to facilitate foreign language learning and assessment processes

Owayss Kabtoul, Manuel Palomo-DuarteAnke BernsJosé-Luis Isla-MontesJuan Manuel Dodero 

Publication:TEEM ’16: Proceedings of the Fourth International Conference on Technological Ecosystems for Enhancing MulticulturalityPages 567–572https://doi.org/10.1145/3012430.3012575

Last Mile Transfer: enabling local data transfers on the global WLCG infrastructure

Kabtoul, Owayss

2017

 http://hdl.handle.net/10498/19857
 The computing challenge at CERN is of a global nature. To make real world-wide distributed computing possible, more than 150 computer centers must be seamlessly integrated. This means integrating CPU, storage and network.

The File Transfer Service (FTS) is a tool that emerges to solve the data movement problem. It is used to schedule data transfers between different storage resources. Its optimizer takes care of increasing the parallelism to improve throughput, without exhausting the storage resources. It also has a web interface (WebFTS) which makes it quite easy for users to invoke reliable, managed data transfers on distributed infrastructure.

However, FTS only solves part of the problem, as an increasing number of grid users run simulations on their personal laptops, generating files that can amount to several gigabytes. Normally, users would want to move these files from their personal computers to a remote Grid storage for long-term archiving, sharing, or running further processing on them. The issue here is that these users might be sitting behind a firewall, which means that their computer will not be able to listen to inbound connections.

Last Mile Transfer is a solution that was developed to enable local file uploads on the Worldwide LHC Computing Grid (WLCG) infrastructure.

Mejora de aprendizaje de idiomas mediante aplicación de tecnología móvil.

Berns, Anke & Palomo-Duarte, Manuel & Isla-Montes, José-Luis & Dodero, Juan Manuel & Osuna, Javier & Kabtoul, Owayss & Carrillo Chaves, Federico & Garrido Guerrero, Alicia & Páez Piña, Mercedes & Reyes-Sánchez, Salvador. (2016).

Finance

Analysing structured products using partial differential equations

Zurich University of Applied Sciences


School of Management and Law


Department Banking, Finance, Insurance


Master of Science in Banking and Finance
FS 2021

Authors: Kabtoul, Ahmad
Advisors / Reviewers: Hilber, Norbert
Seiberlich, Ruben

 

Abstract: In this thesis, the common special features and the main assumptions of valuing and pricing Structured Products are analysed. The method reviewed uses one dimensional modelling in valuing European and American options. In order to accurately price path-dependent equity derivatives, a numerical method using finite differences partial differential equations was applied.
The Black-Scholes model has been examined as well as the Constant Elasticity of Variance (CEV) model. The CEV model illustrated and was used to evaluate and price exotic options, which has been used to model and price two Structured Products: Barrier Reverse Convertibles and Capital Protected Product with Double Barrier.
The three finite differences methods have been compared when valuing an European option according to accuracy for each method. Then, the best one was used for valuing American options and the CEV model for pricing Structured Products was applied.
This thesis also provides important aspects for structuring a Structured Product, and is followed by the pay-off techniques that determined how the return is calculated. Then, there is a discussion about the importance of hedging and second order Greeks of Structured Products in the market.
This thesis draws attention to the risks that could affect the value of the structured notes, after which is the methodology used to contribute to the sustainable development of investment products.

https://doi.org/10.21256/zhaw-24407

 

QE and Negative Interest Rates: What is the impact on the global financial stability
Determining the Loan-to-Value of Structured Products for Security Backed Lending

Ahmad Kabtoul

ZHAW School of Management and Law

Date Written: May 16, 2020

Abstract

This paper presents a study and a framework to assess the fair economic value of Structured Products pledged as collateral in a Lombard Loan. In particular, it discusses how the value of Barrier Reverse Convertibles in the market can be used to determine the Loan-to-Value by applying the concept of Conditional Value at Risk based on Monte Carlo simulations. It also provides important analysis for pricing and evaluating Barrier Reverse Convertibles to fill a gap in the Literature. Therefore, a simulated approach is proposed with a valid risk model and an algorithm is applied to compute the tail risk probabilities. The Model variables takes into consideration both market and credit risk factors to assess the economic value for the pledged Barrier Reverse Convertibles. The study finds that Barrier Reverse Convertibles are favourable investment vehicles which can create liquidity even in a time of crisis.

Keywords: Barrier Reverse Convertibles, Lombard Loan, Risk Modelling, Mote Carlo Simulation,Value at Risk, Expected Shortfall

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