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.

Integration of CMOS Biosensor into a Polymeric Lab-on-a-Chip System

We present an integration approach of a CMOS biosensor into a polymer based microfluidic environment suitable for mass production. It consists of a wafer-level-package for the silicon die and laser bonding process promoted by an intermediate hot melt foil to attach the sensor package to the microfluidic chip, without the need for dispensing of glues or underfiller. A very good condition of the sensing area was obtained after introducing a protection layer during packaging. A microfluidic flow cell was fabricated and shown to withstand pressures up to Δp = 780 kPa without leakage. The employed biosensors were electrically characterized in a dry environment.

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.

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

A Comparative Study on Available IPv6 Platforms for Wireless Sensor Network

The low power wireless sensor devices which usually uses the low power wireless private area network (IEEE 802.15.4) standard are being widely deployed for various purposes and in different scenarios. IPv6 low power wireless private area network (6LoWPAN) was adopted as part of the IETF standard for the wireless sensor devices so that it will become an open standard compares to other dominated proprietary standards available in the market. 6LoWPAN also allows the integration and communication of sensor nodes with the Internet more viable. This paper presents a comparative study on different available IPv6 platforms for wireless sensor networks including open and close sources. It also discusses about the platforms used by these stacks. Finally it evaluates and provides appropriate suggestions which can be use for selection of required IPv6 stack for low power devices.

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.

Application of H2 -based Sliding Mode Control for an Active Magnetic Bearing System

In this paper, application of Sliding Mode Control (SMC) technique for an Active Magnetic Bearing (AMB) system with varying rotor speed is considered. The gyroscopic effect and mass imbalance inherited in the system is proportional to rotor speed in which this nonlinearity effect causes high system instability as the rotor speed increases. Transformation of the AMB dynamic model into regular system shows that these gyroscopic effect and imbalance lie in the mismatched part of the system. A H2-based sliding surface is designed which bound the mismatched parts. The solution of the surface parameter is obtained using Linear Matrix Inequality (LMI). The performance of the controller applied to the AMB model is demonstrated through simulation works under various system conditions.

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

Small and Silly? or Private Pitfall of Small and Medium-Sized Enterprises

Knowledge and these notions have become more and more important and we speak about a knowledge based society today. A lot of small and big companies have reacted upon these new challenges. But there is a deep abyss about knowledge conception and practice between the professional researchers and company - life. The question of this research was: How can small and mediumsized companies be equal to the demands of new economy? Questionnaires were used in this research and a special segment of the native knowledge based on economy was focused on. Researchers would have liked to know what the sources of success are and how they can be in connection with questions of knowledge acquisition, knowledge transfer, knowledge utilization in small and medium-sized companies. These companies know that they have to change their behaviour and thinking, but they are not on the suitable level that they can compete with bigger or multinational companies.

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.

Osmotic Dehydration of Apricot using Saltsucrose Solutions

Fruit drying is a well known process mostly used for preservation of fruits. Osmotic dehydration of apricot slices were carried out in three different salt-sucrose concentrations and four different temperatures. Also three different weight ratios of solution to sample were conducted to one set of experiments. The dehydration curves were constructed using Peleg-s model. Increasing the solution volume increased the mass transfer rate and hence the solid gain increased rapidly. Increasing the volume of osmotic media caused an increase in overall mass transfer but a 'solution to sample' ratio of 5:1 gave the best product quality. The best temperature and concentration that had a high water loss to solid gain ratio and an acceptable taste were 40°C and 5%, respectively.

The Effects of Loyalty Program Quality on Word -of -Mouth Recommendations Intentions

Literature review revealed the importance of the adoption of marketing Relationship for loyalty and retaining profitable customer (Customer Relationship Management). LPQ satisfaction will reinforce the loyalty and customer brand attachment. Customer will communicate the operator to others. The focus of this study is to examine the relationship between the LPPQ and the WOM recommendations through: customer satisfaction, loyalty and attachment. The results show that LPQ affect positively the satisfaction, negatively the loyalty. LPQ has an indirectly effect on WOM recommendations but through the satisfaction and attachment. The mediating effect of satisfaction in the relationship between LPQ and Loyalty is rejected. This finding can be explained by the nature of mobile sector in Tunisia.

A Method to Improve Test Process in Federal Enterprise Architecture Framework Using ISTQB Framework

Enterprise Architecture (EA) is a framework for description, coordination and alignment of all activities across the organization in order to achieve strategic goals using ICT enablers. A number of EA-compatible frameworks have been developed. We, in this paper, mainly focus on Federal Enterprise Architecture Framework (FEAF) since its reference models are plentiful. Among these models we are interested here in its business reference model (BRM). The test process is one important subject of an EA project which is to somewhat overlooked. This lack of attention may cause drawbacks or even failure of an enterprise architecture project. To address this issue we intend to use International Software Testing Qualification Board (ISTQB) framework and standard test suites to present a method to improve EA testing process. The main challenge is how to communicate between the concepts of EA and ISTQB. In this paper, we propose a method for integrating these concepts.

Rational Points on Elliptic Curves 2 3 3y = x + a inF , where p 5(mod 6) is Prime

In this work, we consider the rational points on elliptic curves over finite fields Fp where p ≡ 5 (mod 6). We obtain results on the number of points on an elliptic curve y2 ≡ x3 + a3(mod p), where p ≡ 5 (mod 6) is prime. We give some results concerning the sum of the abscissae of these points. A similar case where p ≡ 1 (mod 6) is considered in [5]. The main difference between two cases is that when p ≡ 5 (mod 6), all elements of Fp are cubic residues.

Semi Classical Three-Valley Monte Carlo Simulation Analysis of Steady-State and Transient Electron Transport within Bulk Ga0.38In0.62P

to simulate the phenomenon of electronic transport in semiconductors, we try to adapt a numerical method, often and most frequently it’s that of Monte Carlo. In our work, we applied this method in the case of a ternary alloy semiconductor GaInP in its cubic form; The Calculations are made using a non-parabolic effective-mass energy band model. We consider a band of conduction to three valleys (ΓLX), major of the scattering mechanisms are taken into account in this modeling, as the interactions with the acoustic phonons (elastic collisions) and optics (inelastic collisions). The polar optical phonons cause anisotropic collisions, intra-valleys, very probable in the III-V semiconductors. Other optical phonons, no polar, allow transitions inter-valleys. Initially, we present the full results obtained by the simulation of Monte Carlo in GaInP in stationary regime. We consider thereafter the effects related to the application of an electric field varying according to time, we thus study the transient phenomenon which make their appearance in ternary material

Ecotourism, Expansion, alongside with Dominant Function of Khark (kharg) and Kharko Islands

In recent decade's tourism industry is one of main reasons of the social and economical development for many countries; so these countries try to gain more portion of it for themselves. The excessive natural and cultural touristy potentialities in Iran made this country to be one of the most attractive sightseeing areas, although; Iran has got the lowest rate of tourists. Khark Island is about 32 km. It is a beautiful coral reef coast; about 98% of oil export has been done through this place. The ecotourism potentialities of Khark and Kharko Islands (about 3.7km far from Khark) are the reason to consider ecotourism and the main activity in these islands which is exporting oil at the same time. This article refers to way of measuring the geographical coordination of the place, and the potentialities, ecotourism attraction of the islands and introduces some ideas in order to expand tourism in the islands.

Microwave LNA Design Based On Adaptive Network Fuzzy Inference and Evolutionary Optimization

This paper presents a novel approach for the design of microwave circuits using Adaptive Network Fuzzy Inference Optimizer (ANFIO). The method takes advantage of direct synthesis of subsections of the amplifier using very fast and accurate ANFIO models based on exact simulations using ADS. A mapping from course space to fine space known as space mapping is also used. The proposed synthesis approach takes into account the noise and scattering parameters due to parasitic elements to achieve optimal results. The overall ANFIO system is capable of designing different LNAs at different noise and scattering criteria. This approach offers significantly reduced time in the design of microwave amplifiers within the validity range of the ANFIO system. The method has been proven to work efficiently for a 2.4GHz LNA example. The S21 of 10.1 dB and noise figure (NF) of 2.7 dB achieved for ANFIO while S21 of 9.05 dB and NF of 2.6 dB achieved for ANN.

Power Frequency Magnetic Field Survey in Indoor Power Distribution Substation in Egypt

In our modern society electricity is vital to our health, safety, comfort and well-being. While our daily use of electricity is often taken for granted, public concern has arisen about potential adverse health effects from electric and magnetic – electromagnetic – fields (EMFs) produced by our use of electricity. This paper aims to compare between the measured magnetic field values and the simulated models for the indoor medium to low voltage (MV/LV) distribution substations. To calculate the magnetic flux density in the substations, interactive software SUBCALC is used which is based on closed form solution of the Biot-Savart law with 3D conductor model. The comparison between the measured values and the simulated models was acceptable. However there were some discrepancies, as expected, may be due to the current variation during measurements.

Oil Palm Empty Fruit Bunch as a New Organic Filler for Electrical Tree Inhibition

The use of synthetic retardants in polymeric insulated cables is not uncommon in the high voltage engineering to study electrical treeing phenomenon. However few studies on organic materials for the same investigation have been carried. .This paper describes the study on the effects of Oil Palm Empty Fruit Bunch (OPEFB) microfiller on the tree initiation and propagation in silicone rubber with different weight percentages (wt %) of filler to insulation bulk material. The weight percentages used were 0 wt % and 1 wt % respectively. It was found that the OPEFB retards the propagation of the electrical treeing development. For tree inception study, the addition of 1(wt %) OPEFB has increase the tree inception voltage of silicone rubber. So, OPEFB is a potential retardant to the initiation and growth of electrical treeing occurring in polymeric materials for high voltage application. However more studies on the effects of physical and electrical properties of OPEFB as a tree retardant material are required.