مشاكل اللغة العربية في نيجيريا

The Arabic language faces many hurdles in its expansion and progress in the non-Arab world internationally. This time our focus is the multi-lingual community Nigeria. Nigeria is a country of languages, where there are hordes of mother tongues (dialects) , an official language and then there is a religious language as well. It is very tough to focus on the Arabic language in this myriad of languages though; it enjoys a historic status and prestige there. A few reasons for this lack of focus on Arabic language Nigeria are as follow: 1. The British colonialism and its treacherous role to downplay the Arabic language. 2. To segregate Arabic from Muslim Ummah in Nigeria, the colonialists thus promoted English and French as official administrative languages. 3. Dearth of text books in Arabic at primary and secondary level. Moreover there are no well equipped language laboratories to develop Arabic in Nigeria. 4. The stranded economic state of the country. 5. The scarcity of Arabic press houses in Nigeria and lack of interest in the Arabic language by the general public. A few suggestions to promulgate and develop the Arabic language in Nigeria are as follow: a. Students’ attention needs to be drawn towards the Arabic language as a modern and rich language. For this all the available resources need to be exhausted. b. The Arabic language centres should be developed where proficient teachers should teach Arabic. The present faculty for Arabic should do refresher courses in Arabic to enhance their capabilities. c. The availability of Arabic text books to cater the various levels of the students is made possible. A committee should monitor the overall process and progress of Arabic language in Nigeria. d. The Nigerian government should play an active role in the development and progress of the Arabic language in Nigeria

Nature Inspired Computation Techniques in Economic and Financial Modeling

Economic and financial modeling is the task of making mathematical descriptions for complex phenomena occurring in financial markets. It is proven fact that traders and decision makers in financial markets make better decisions if they have sound indications about future events that can have potential impact on the financial instruments. This prior knowledge is very important for business risk analysis, credit scoring, competitive market analysis, portfolio management and financial forecasting etc. Due to incomplete and imprecise knowledge of influencing factors and the implicit nonlinearities, financial decision making remains complex and challenging. Most of the natural phenomena are dynamic systems with inherent complexities. Algorithms based on these natural phenomena are best suited for solving intricate and multidimensional problems. Nature inspired algorithms are stochastic search algorithms which get their inspiration from nature. These natural phenomena include fish schooling, bird flocking, animal herding, biological evolution, natural selection, etc. These algorithms can be applied to financial and economic modeling tasks due to their ability to solve and perform better in complex situations. In this dissertation nature inspired algorithms are applied on economic and financial modeling problems for improving the performance measures of traditional econometric and financial models. The contributions in this thesis are summarized as follows: .Contribution 1: A two phase method using Genetic Algorithm and Particle Swarm optimization is formulated for fuzzy time series forecasting. This method uses twofactor, kth order fuzzy logical relationship groups and a weighted forecasting formula for prediction of stock market index of Taiwan Futures Exchange (TAIFEX). With this new approach, it is shown that proposed method has better convergence rate, better optimization, and lower predictive modeling. Contribution 2: A hybrid Genetic Algorithm and Particle Swarm optimization based fuzzy time series forecasting algorithm is proposed. This method uses Genetic Algorithm and Particle Swarm Optimization in parallel, working on the principle of elitism on individuals. This method is employed on stock market index forecasting of TAIFEX index and Karachi Stock Exchange (KSE-100) index. Contribution 3: Quantum computing is an emerging paradigm having potential applications in all domains of computing. A novel approach using Quantum Evolutionary algorithm for fuzzy time series forecasting is proposed. Quantum Evolutionary algorithm is used along with fuzzy logic for stock prediction in TAIFEX. Quantum Evolutionary Algorithm is applied on interval lengths for finding out optimized intervals producing best forecasting accuracy. This algorithm is applied on TAIFEX index prediction and results compared with existing methods. This method is unique in the sense that Quantum computing along with Genetic algorithms and fuzzy logic has never been developed before. The methods provide a new dimension for economic and financial modeling. Contribution 4: Portfolio optimization is a formal approach for financial decision making which holds immense importance for traders, investors and fund managers. For clear and futuristic portfolio management, underlying assets should be optimally classified. A fuzzy granularity based clustering method is proposed for portfolio management, which employs Fuzzy Particle Swarm Optimization to create granules of assets. These granules are then used for portfolio management. This algorithm is applied on listed companies taken from Hong Kong stocks exchange for the period from July 2010 till June 2011. To analyze the performance of proposed algorithm portfolio returns obtained from the proposed method are compared with the portfolio returns of Hong Kong Stock Exchange benchmark index for the duration July 2011 till December 2011. Comparison proved that proposed model’s results are better in comparison to benchmark results of Hang Sang Composite Index. Proposed algorithms are applied on standard benchmark datasets taken from different financial markets. Comparison of results with existing methods proved that the proposed nature inspired methods for economic and financial modeling are better than traditional models in terms of forecasting accuracy and efficiency. The proposed models are robust and can be generalized on other stock markets and assets with minor or no modification. Furthermore the techniques used in this research can be reproduced using various nature inspired methods for stock index prediction and portfolio optimization.