An Engineering Approach to Forecast Volatility of Financial Indices

By systematically applying different engineering methods, difficult financial problems become approachable. Using a combination of theory and techniques such as wavelet transform, time series data mining, Markov chain based discrete stochastic optimization, and evolutionary algorithms, this work formulated a strategy to characterize and forecast non-linear time series. It attempted to extract typical features from the volatility data sets of S&P100 and S&P500 indices that include abrupt drops, jumps and other non-linearity. As a result, accuracy of forecasting has reached an average of over 75% surpassing any other publicly available results on the forecast of any financial index.

Generating High-Accuracy Tool Path for 5-axis Flank Milling of Globoidal Spatial Cam

A new tool path planning method for 5-axis flank milling of a globoidal indexing cam is developed in this paper. The globoidal indexing cam is a practical transmission mechanism due to its high transmission speed, accuracy and dynamic performance. Machining the cam profile is a complex and precise task. The profile surface of the globoidal cam is generated by the conjugate contact motion of the roller. The generated complex profile surface is usually machined by 5-axis point-milling method. The point-milling method is time-consuming compared with flank milling. The tool path for 5-axis flank milling of globoidal cam is developed to improve the cutting efficiency. The flank milling tool path is globally optimized according to the minimum zone criterion, and high accuracy is guaranteed. The computational example and cutting simulation finally validate the developed method.

Multi-Label Hierarchical Classification for Protein Function Prediction

Hierarchical classification is a problem with applications in many areas as protein function prediction where the dates are hierarchically structured. Therefore, it is necessary the development of algorithms able to induce hierarchical classification models. This paper presents experimenters using the algorithm for hierarchical classification called Multi-label Hierarchical Classification using a Competitive Neural Network (MHC-CNN). It was tested in ten datasets the Gene Ontology (GO) Cellular Component Domain. The results are compared with the Clus-HMC and Clus-HSC using the hF-Measure.

Overloading Scheme for Cellular DS-CDMA using Quasi-Orthogonal Sequences and Iterative Interference Cancellation Receiver

Overloading is a technique to accommodate more number of users than the spreading factor N. This is a bandwidth efficient scheme to increase the number users in a fixed bandwidth. One of the efficient schemes to overload a CDMA system is to use two sets of orthogonal signal waveforms (O/O). The first set is assigned to the N users and the second set is assigned to the additional M users. An iterative interference cancellation technique is used to cancel interference between the two sets of users. In this paper, the performance of an overloading scheme in which the first N users are assigned Walsh-Hadamard orthogonal codes and extra users are assigned the same WH codes but overlaid by a fixed (quasi) bent sequence [11] is evaluated. This particular scheme is called Quasi- Orthogonal Sequence (QOS) O/O scheme, which is a part of cdma2000 standard [12] to provide overloading in the downlink using single user detector. QOS scheme are balance O/O scheme, where the correlation between any set-1 and set-2 users are equalized. The allowable overload of this scheme is investigated in the uplink on an AWGN and Rayleigh fading channels, so that the uncoded performance with iterative multistage interference cancellation detector remains close to the single user bound. It is shown that this scheme provides 19% and 11% overloading with SDIC technique for N= 16 and 64 respectively, with an SNR degradation of less than 0.35 dB as compared to single user bound at a BER of 0.00001. But on a Rayleigh fading channel, the channel overloading is 45% (29 extra users) at a BER of 0.0005, with an SNR degradation of about 1 dB as compared to single user performance for N=64. This is a significant amount of channel overloading on a Rayleigh fading channel.

Towards a Systematic Planning of Standardization Projects in Plant Engineering

In today-s economy plant engineering faces many challenges. For instance the intensifying competition in this business is leading to cost competition and needs for a shorter time-to-market. To remain competitive companies need to make their businesses more profitable by implementing improvement programs such as standardization projects. But they have difficulties to tap their full economic potential for various reasons. One of them is non-holistic planning and implementation of standardization projects. This paper describes a new conceptual framework - the layer-model. The model combines and expands existing proven approaches in order to improve design, implementation and management of standardization projects. Based on a holistic approach it helps to systematically analyze the effects of standardization projects on different business layers and enables companies to better seize the opportunities offered by standardization.

Preliminary Toxicological Evaluations of Polypeptide-K Isolated from Momordica Charantia in Laboratory Rats

This study examined the toxicological effects and safety of polypeptide k isolated from the seeds of Momordica charantia in laboratory rats. 30 male Sprague Dawley rats (12 weeks old, bodyweight 180-200 g) were randomly divided into 3 groups (1000 mg/kg, 500 mg and 0 mg/kg). Rats were acclimatized to laboratory conditions for 7 days and at day 8 rats were dosed orally with polypeptide k (in 2% DMSO/normal saline) and the controls received the dosed vehicle only. Rats were then observed for 72 hours before sacrificed. Rats were anaesthetized by pentobarbital (50 mg/kg ip) and 2-3.0 mL of blood was taken by cardiac puncture and rats were scarified by anaesthetic overdose. Immediately, organs (heart, lungs, liver, kidneys) were weigh and taken for histology. Organ sections were then evaluated by a histopathologist. Serum samples were assayed for liver functions (ALT and γ-GT) and kidney functions (BUN and creatinine). All rats showed normal behavior after the dosing and no statistical changes were observed in all blood parameters and organ weight. Histological examinations revealed normal organ structures. In conclusion, dosing of rats up to 1000 mg/kg did not have any effects on the rat behavior, liver or kidney functions nor histology of the selected organs.

Dyadic Adjustment as a Mediator of the Relationship between Attachment, Attributional Style, and Violence in Male Batterers

This study examines the mediating effects of male dyadic adjustment on the relationships between attachment and attributional styles, and both psychological and physical husband violence. Based on data from 68 married violent men recruited through community organizations that work with violent men, regression analyses showed that husbands- dyadic adjustment mediates the associations between avoidant attachment and attributional style, and psychological aggression, but not physical violence. Scientific and clinical implications are discussed

Statistical Distributions of the Lapped Transform Coefficients for Images

Discrete Cosine Transform (DCT) based transform coding is very popular in image, video and speech compression due to its good energy compaction and decorrelating properties. However, at low bit rates, the reconstructed images generally suffer from visually annoying blocking artifacts as a result of coarse quantization. Lapped transform was proposed as an alternative to the DCT with reduced blocking artifacts and increased coding gain. Lapped transforms are popular for their good performance, robustness against oversmoothing and availability of fast implementation algorithms. However, there is no proper study reported in the literature regarding the statistical distributions of block Lapped Orthogonal Transform (LOT) and Lapped Biorthogonal Transform (LBT) coefficients. This study performs two goodness-of-fit tests, the Kolmogorov-Smirnov (KS) test and the 2- test, to determine the distribution that best fits the LOT and LBT coefficients. The experimental results show that the distribution of a majority of the significant AC coefficients can be modeled by the Generalized Gaussian distribution. The knowledge of the statistical distribution of transform coefficients greatly helps in the design of optimal quantizers that may lead to minimum distortion and hence achieve optimal coding efficiency.

Anxiolytic-like Effects of Dichloromethane Extracts of Valerian (DEV) in Adult Male Wistar Rats

Anxiety is a common disorder that attacks many people in society and often accompanied by physiological sensations such as tachycardia, chest pain, shortness of breath, insensitivity and etc. The purpose of this study is to characterize the putative anxiolytic-like effects of DEV (dichloromethane extracts of valerian) using the elevated plus maze (EPM) in rats. DEV was dissolved in DMSO and orally administered at different doses to adult male wistar rats, 0.5, 1.5 and 3 hours before behavioral evaluation in an EPM respectively. Control rats were treated with an equal volume of DMSO. Single treatment of DEV (at 0.1,0.2. 0.3, and 0.4 g/kg) significantly increased time-spent and arm entries into open arms of EPM versus control groups (p

How Does Psychoanalysis Help in Reconstructing Political Thought? An Exercise of Interpretation

The significance of psychology in studying politics is embedded in philosophical issues as well as behavioural pursuits. For the former is often associated with Sigmund Freud and his followers. The latter is inspired by the writings of Harold Lasswell. Political psychology or psychopolitics has its own impression on political thought ever since it deciphers the concept of human nature and political propaganda. More importantly, psychoanalysis views political thought as a textual content which needs to explore the latent from the manifest content. In other words, it reads the text symptomatically and interprets the hidden truth. This paper explains the paradigm of dream interpretation applied by Freud. The dream work is a process which has four successive activities: condensation, displacement, representation and secondary revision. The texts dealing with political though can also be interpreted on these principles. Freud's method of dream interpretation draws its source after the hermeneutic model of philological research. It provides theoretical perspective and technical rules for the interpretation of symbolic structures. The task of interpretation remains a discovery of equivalence of symbols and actions through perpetual analogies. Psychoanalysis can help in studying political thought in two ways: to study the text distortion, Freud's dream interpretation is used as a paradigm exploring the latent text from its manifest text; and to apply Freud's psychoanalytic concepts and theories ranging from individual mind to civilization, religion, war and politics.

Optimization of the Headspace Solid-Phase Microextraction Gas Chromatography for Volatile Compounds Determination in Phytophthora Cinnamomi Rands

Phytophthora cinnamomi (P. c) is a plant pathogenic oomycete that is capable of damaging plants in commercial production systems and natural ecosystems worldwide. The most common methods for the detection and diagnosis of P. c infection are expensive, elaborate and time consuming. This study was carried out to examine whether species specific and life cycle specific volatile organic compounds (VOCs) can be absorbed by solid-phase microextraction fibers and detected by gas chromatography that are produced by P. c and another oomycete Pythium dissotocum. A headspace solid-phase microextraction (HS-SPME) together with gas chromatography (GC) method was developed and optimized for the identification of the VOCs released by P. c. The optimized parameters included type of fiber, exposure time, desorption temperature and desorption time. Optimization was achieved with the analytes of P. c+V8A and V8A alone. To perform the HS-SPME, six types of fiber were assayed and compared: 7μm Polydimethylsiloxane (PDMS), 100μm Polydimethylsiloxane (PDMS), 50/30μm Divinylbenzene/CarboxenTM/Polydimethylsiloxane DVB/CAR/PDMS), 65μm Polydimethylsiloxane/Divinylbenzene (PDMS/DVB), 85μm Polyacrylate (PA) fibre and 85μm CarboxenTM/ Polydimethylsiloxane (Carboxen™/PDMS). In a comparison of the efficacy of the fibers, the bipolar fiber DVB/CAR/PDMS had a higher extraction efficiency than the other fibers. An exposure time of 16h with DVB/CAR/PDMS fiber in the sample headspace was enough to reach the maximum extraction efficiency. A desorption time of 3min in the GC injector with the desorption temperature of 250°C was enough for the fiber to desorb the compounds of interest. The chromatograms and morphology study confirmed that the VOCs from P. c+V8A had distinct differences from V8A alone, as did different life cycle stages of P. c and different taxa such as Pythium dissotocum. The study proved that P. c has species and life cycle specific VOCs, which in turn demonstrated the feasibility of this method as means of

Designing a Multilingual Auction Website for Selling Agricultural Products

The study aimed to identify the logical structure of data and particularities of developing and testing a website designed for selling farm products through online auctions. The research is based on a short literature review in the field and exploratory trials of some successful models from other industries, in order to identify the advantages of using such tool, as well as the optimal structure and functionality of an auction portal. In the last part, the study focuses on the results of testing the website by the potential beneficiaries. Conclusions of the study underlines that the particularities of some agricultural products could raise difficulties in the process of selling them through online auctions, but the use of such system it is perceived to bring significant improvements in the supply chain. The results of scientific investigations require a more detailed study regarding the importance of using quality standards for agricultural products sold via online auction, the impact that implementation of an online payment system could have on trade with agricultural products and problems which could arise in using the website in different countries.

The Effect of Pleurotus sajor-caju (PSC) Addition on the Nutritional Composition and Sensory Properties of Poultry-Based Patty

The nutrient composition and sensory properties of poultry-based patties (PBPs) incorporated with various levels of grey oyster mushroom (Pleurotus sajor-caju, PSC) were studied. The PBPs were formulated with either 0%, 25% or 50% of fresh ground PSC. Results show poultry patty formulated with 25% PSC had protein content of 17.46% lower than the control patty which had 18.13% but it was not significant. Meanwhile, both cooked poultry patties containing 25% and 50% PSC significantly recorded lower concentration of fat at 10.67% and 7.15%, respectively. On the other hand, poultry patty added with 50% ground PSC shows the highest concentration of total dietary fibre (TDF) of 4.90 g/100g compared to poultry patty containing 25% of mushroom (3.40 g/100g) and to the control (1.90g/100g). In addition, patty incorporated with 25% PSC had moisture content of 57.91% which is significantly lower than patty formulated with 50% which had moisture of 61.80%. In the sensory evaluation, there were no differences recorded in all sensory attributes of PSC-based patties judged by untrained panelists. In conclusion, the addition of PSC to replace poultry meat can be recommended for the purpose of lowering production cost, enhancing nutritional composition and maintaining the acceptability of poultry patties.

Managing User Expectations in Information Systems Development

This paper provides new ways to explore the old problem of failure of information systems development in an organisation. Based on the theory of cognitive dissonance, information systems (IS) failure is defined as a gap between what the users expect from an information system and how well these expectations are met by the perceived performance of the delivered system. Bridging the expectation-perception gap requires that IS professionals make a radical change from being the proprietor of information systems and products to being service providers. In order to deliver systems and services that IS users perceive as valuable, IS people must become expert in determining and assessing users- expectations and perceptions. It is also suggested that the IS community, in general, has given relatively little attention to the front-end process of requirements specification for IS development. There is a simplistic belief that requirements are obtainable from users, they are then translatable into a formal specification. The process of information needs analysis is problematic and worthy of investigation.

The Effect of Plant Growth Promoting Rhizobacteria (PGPR) on Germination, Seedling Growth and Yield of Maize

The effect of plant growth-promoting rhizobacteria (PGPR) on seed germination, seedling growth and yield of field grown maize were evaluated in three experiments. In these experiments six bacterial strains include P.putida strain R-168, P.fluorescens strain R-93, P.fluorescens DSM 50090, P.putida DSM291, A.lipoferum DSM 1691, A.brasilense DSM 1690 were used. Results of first study showed seed Inoculation significantly enhanced seed germination and seedling vigour of maize. In second experiment, leaf and shoot dry weight and also leaf surface area significantly were increased by bacterial inoculation in both sterile and non-sterile soil. The results showed that inoculation with bacterial treatments had a more stimulating effect on growth and development of plants in nonsterile than sterile soil. In the third experiment, Inoculation of maize seeds with all bacterial strains significantly increased plant height, 100 seed weight, number of seed per ear and leaf area .The results also showed significant increase in ear and shoot dry weight of maize.

Theory of Planned Behaviour and Young Romanians’ Self-Reported Speed

Speeding represents one of the main concerns for road safety and it still is a subject for research. The need to address this problem and to understand why drivers over speed increases especially in Romania, where in 2011, speed was the main cause of car accidents. This article addresses this problem by using the theory of planned behaviour. A questionnaire was administered to a sample of young Romanian drivers (18 to 25 years) and several path analyses were made in order to verify if the model proposed by the theory of planned behaviour fits the data. One interesting result is that perceived behavioural control does not predict the intention to speed or self-reported driving speed, but subjective norms do. This implies that peers and social environment have a greater impact on young Romanian drivers than we thought.

The Prevalence of Transfusion-Transmitted Virus (TTV) Infection inIranian Patients with Chronic Hepatitis B

TTV is an unenveloped circular single-stranded DNA virus with a diameter of 30-32 nm that first was described in 1997 in Japan. TTV was detected in various populations without proven pathology, including blood donors and in patients with chronic HBV and HCV hepatitis. The aim of this study was to determine the prevalence of TTV DNA in Iranian patients with chronic hepatitis B and C. Viral TTV-DNA was studied in 442 samples (202 with HBV, 138 with HCV and 102 controls) collected from west south of Iran. All extracted serum DNA was amplified by TTV ORF1 gene specific primers using the semi nested PCR technique. TTV DNA was detected in the serum of 8.9% and 10.8% patients with chronic hepatitis B and C, respectively. Prevalence of TTV-DNA in the serum of 102 controls was 2.9%. Results showed significant relation of TTV with HBV and HCV in patients by using T test examination (P

Compact Tunable 10 W picosecond Sourcebased on Yb-doped Fiber Amplification of Gain Switch Laser Diode

A compact tunable 10 W picosecond source based on Yb-doped fiber amplification of gain switch laser diode has been demonstrated. A gain switch semiconductor laser diode was used as the seed source, and a multi-stage single mode Yb-doped fiber preamplifier was combined with two large mode area double-clad Yb-doped fiber main amplifiers to construct the amplification system. The tunable pulses with high stability and excellent beam quality (M2

A Multipurpose Audio Watermarking Algorithm Based on Vector Quantization in DCT Domain

In this paper, a novel multipurpose audio watermarking algorithm is proposed based on Vector Quantization (VQ) in Discrete Cosine Transform (DCT) domain using the codeword labeling and index-bit constrained method. By using this algorithm, it can fulfill the requirements of both the copyright protection and content integrity authentication at the same time for the multimedia artworks. The robust watermark is embedded in the middle frequency coefficients of the DCT transform during the labeled codeword vector quantization procedure. The fragile watermark is embedded into the indices of the high frequency coefficients of the DCT transform by using the constrained index vector quantization method for the purpose of integrity authentication of the original audio signals. Both the robust and the fragile watermarks can be extracted without the original audio signals, and the simulation results show that our algorithm is effective with regard to the transparency, robustness and the authentication requirements

Design of Multiple Clouds Based Global Performance Evaluation Service Broker System

According to dramatic growth of internet services, an easy and prompt service deployment has been important for internet service providers to successfully maintain time-to-market. Before global service deployment, they have to pay the big cost for service evaluation to make a decision of the proper system location, system scale, service delay and so on. But, intra-Lab evaluation tends to have big gaps in the measured data compared with the realistic situation, because it is very difficult to accurately expect the local service environment, network congestion, service delay, network bandwidth and other factors. Therefore, to resolve or ease the upper problems, we propose multiple cloud based GPES Broker system and use case that helps internet service providers to alleviate the above problems in beta release phase and to make a prompt decision for their service launching. By supporting more realistic and reliable evaluation information, the proposed GPES Broker system saves the service release cost and enables internet service provider to make a prompt decision about their service launching to various remote regions.