Physical Sciences and Mathematics Commons^™

Enhancing Stockmarket Trading Performance With Anns, Bruce Vanstone, Gavin Finnie

Bruce Vanstone

Artificial Neural Networks (ANNs) have been repeatedly and consistently applied to the domain of trading financial time series, with mixed results. Many researchers have developed their own techniques for both building and testing such ANNs, and this presents a difficulty when trying to learn lessons and compare results. In a previous paper, Vanstone and Finnie have outlined an empirical methodology for creating and testing ANNs for use within stockmarket trading systems. This paper demonstrates the use of their methodology, and creates and benchmarks a financially viable ANN-based trading system. Many researchers appear to fail at the final hurdles in their …

Guest Editors Introduction: Rfid - A Unique Radio Innovation For The 21st Century, Rajit Gadh, George Roussos, K. Michael, George Q. Huang, Shiv Prabhu, Peter Chu

Professor Katina Michael

In 1948, the Proceedings of the Institute of Radio Engineers published Harry Stockman’s seminal work on “communication by means of reflected power,” which many consider as the first paper on RFID. The paper concluded by expressing the expectation that “considerable research and development work has to be done before the remaining basic problems in reflected-power communication are solved, and before the field of useful applications is explored.” It is only appropriate that after more than 60 years following the publication of this work by its progenitor, in this special issue the Proceedings of the IEEE review current developments towards the …

Lna Based On A Low Cost (~Usd1.30) Commercial Gaas Phemt Mmic Offers Wideband (0.4~1.4 Ghz) And Room-Temperature Low Noise (~0.3 Db) Performances That Satisfy The Ska Low Cost And No-Cooling Requirement, Chin-Leong Lim

Chin-Leong Lim

Introduction: New generations of radio telescopes such as the Square Kilometre Array consist of millions of receivers scattered over a continent. The array’s quantity and geographic considerations ruled out the traditional radio astronomy LNA implementation; i.e. costly InP devices cooled by high-maintenance closed-cycle helium (He) refrigerators. Several LNA designs have been proposed to address the cost and room-temperature operation constraints but none appear a clear winner. Peltier and package-scale cooling have also been proposed as a lower cost/maintenance alternative to He cooling but when multiplied by the quantity required can still carve a significant chunk of the budget. Additionally, cooling …

Probabilistic Model-Based Diagnosis: An Electrical Power System Case Study, Ole J. Mengshoel, Mark Chavira, Keith Cascio, Adnan Darwiche, Scott Poll, Serdar Uckun

Ole J Mengshoel

We present in this paper a case study of the probabilistic approach to model-based diagnosis. Here, the diagnosed system is a real-world electrical power system (EPS), i.e., the Advanced Diagnstic and Prognostic Testbed (ADAPT) located at the NASA Ames Research Center. Our probabilistic approach is formally well founded and based on Bayesian networks (BNs) and arithmetic circuits (ACs). We pay special attention to meeting two of the main challenges often associated with real-world application of model-based diagnosis technologies: model development and real-time reasoning. To address the challenge of model development, we develop a systematic approach to representing EPSs as BNs, …

Computational Methods For Two-Phase Flow With Soluble Surfactant, Kuan Xu

Dissertations

A mathematical model is formulated and solved for the two-phase flow of a viscous drop or inviscid bubble in an immiscible, viscous surrounding fluid in the zero Reynold's number or Stokes flow limit. A surfactant that is present on the interface is also soluble in the exterior fluid, and the drop is deformed by an imposed linear flow. The geometry is two-dimensional and Cartesian.

The dissolved surfactant is considered in the physically realistic limit of large bulk Péclet number. That is, it convects and diffuses as a passive scalar in the bulk flow where the ratio of its convection to …

Natural Selection On Mrna Secondary Structure And Its Correlation With Protein Functional Groups, Suresh Solaimuthu

Dissertations

Natural selection may occur at multiple levels of the biological hierarchy, including at the molecular level. It may occur on any phenotypic trait that evidences variation and that is heritable. This research uses computational methods to investigate whether the stability of the secondary structures of mRNAs has been the subject of natural selection.

The DNA sequence that codes for a particular target protein is only partially determined by that protein, since the redundancy of the genetic code permits multiple possible synonymous codons for each peptide. An RNA transcript of a DNA protein template (gene) folds back on itself through complementary …

Study Of Magnetic Helicity In Solar Active Regions And Its Relationship With Solar Eruptions, Sung-Hong Park

Dissertations

It is generally believed that eruptive phenomena in the solar atmosphere such as solar flares and coronal mass ejections (CMEs) occur in solar active regions with complex magnetic structures. The magnetic complexity is quantified in terms of twists, kinks, and interlinkages of magnetic field lines. Magnetic helicity has been recognized as a useful measure for these properties of a given magnetic field system. Magnetic helicity studies have been naturally directed to the energy buildup and instability leading to solar eruptions. However, in spite of many years of study, detailed aspects of initiation mechanisms of eruptive events are still not well …

A Numerical Study On The Propagation And Interaction Of Strongly Nonlinear Solitary Waves, Qiyi Zhou

Dissertations

We study numerically a strongly nonlinear long wave model for surface gravity waves propagating in both one and two horizontal dimensions. This model often referred to as the Su-Gardner or Green-Naghdi equations can be derived from the Euler equations under the assumption that the ratio between the characteristic wavelength and water depth is small, but no assumption on the wave amplitude is required. We first generalize the model to describe large amplitude one-dimensional solitary waves in the presence of background shear of constant vorticity. After computing the solitary wave solution of the strongly nonlinear model, the interaction between two solitary …

The Public Understanding Of Climate Change : A Case Study Of Taiwanese Youth, Shih-Yun Kuo

Dissertations

Global climate change is likely to be the most challenging environmental dilemma of the 21st century because its impacts on ecosystems and human society are transnational in scale and long term in scope. Due to its high scientific complexity and uncertainty and high political and economic sensitivity, mitigating the problem will require interdisciplinary cooperation and collective and sustained efforts on the part of all nations. Sufficient domestic support from both government and the lay public will not only be significant to the success of an international climate regime, but also crucial to the effectiveness of potential domestic climate policies.

Such …

Mixed Effect Poisson Log-Linear Models For Clinical And Epidemiological Sleep Hypnogram Data, Bruce J. Swihart, Brian S. Caffo Phd, Ciprian Crainiceanu Phd, Naresh M. Punjabi Phd, Md

Johns Hopkins University, Dept. of Biostatistics Working Papers

Bayesian Poisson log-linear multilevel models scalable to epidemiological studies are proposed to investigate population variability in sleep state transition rates. Hierarchical random effects are used to account for pairings of individuals and repeated measures within those individuals, as comparing diseased to non-diseased subjects while minimizing bias is of importance. Essentially, non-parametric piecewise constant hazards are estimated and smoothed, allowing for time-varying covariates and segment of the night comparisons. The Bayesian Poisson regression is justified through a re-derivation of a classical algebraic likelihood equivalence of Poisson regression with a log(time) offset and survival regression assuming exponentially distributed survival times. Such re-derivation …

Education In The Environment: A Strategy For Continued Interagency Outdoor Education Programming Quarterly Progress Report: Period Ending August 31, 2010, Margaret N. Rees

Reports (PLI Education)

Highlights of the university’s focused efforts during the past three months include the following:

• One Families in Nature event was held, benefiting approximately 40 people.
• A media campaign has been developed for the Nevada Children’s Outdoor Bill of Rights.
• A total of 18 people are participating in the fourth cohort of the Nevada State Certification in Environmental Education and Interpretation.
• An RV has been purchased for the SNAP Mobile Exhibit and is in process of being retrofitted.
• Forever Earth was scheduled for 16 days and benefited 425 individuals.
• The National Park Service used Forever Earth as a mobile visitor center …

Transmission Of P- And S-Polarized Light Through A Prism And The Condition Of Minimum Deviation, R. M.A. Azzam, Ryan M. Adams

Electrical Engineering Faculty Publications

The condition of minimum deviation (MD) by a transparent optically isotropic prism is re-derived, and expressions for the intensity transmittances Tp(θ) and Ts(θ) of an uncoated prism of refractive index n and prism angle α for incident p- ands-polarized light and their derivatives with respect to the internal angle of refraction θ are obtained. When the MD condition(θ=α/2) is satisfied, Ts is maximum and Tp is maximum or minimum. The transmission ellipsometric parametersψt,Δt of a symmetrically coated prism are also shown to be locally stationary with respect to θ at θ=α/2 . The constraint on (n,α) for …

Applications Of Molecular Dynamics Techniques And Spectroscopic Theories To Aqueous Interfaces, Anthony Green

USF Tampa Graduate Theses and Dissertations

The primary goal of spectroscopy is to obtain molecularly detailed information about the system under study. Sum frequency generation (SFG) vibrational spectroscopy is a nonlinear optical technique that is highly interface specific, and is therefore a powerful tool for understanding interfacial structure and dynamics. SFG is a second order, electronically nonresonant, polarization experiment and is consequently dipole forbidden in isotropic media such as a bulk liquid. Interfaces, however, serve to break the symmetry and produce a signal. Theoretical approximations to vibrational spectra of O-H stretching at aqueous interfaces are constructed using time correlation function (TCF) and instantaneous normal mode (INM) …

Monster In The Dark: The Ultraluminous Grb 080607 And Its Dusty Environment, Dieter H. Hartmann, D. A. Perley, A. N. Morgan, A. Updike, F. Yuan, C. W. Awkerlof, A. A. Miller, J. S. Bloom, S. B. Cenko, W. Li

Publications

We present early-time optical through infrared photometry of the bright gamma-ray burst GRB 080607, starting only 6 s following the initial trigger in the rest frame. Complemented by our previously published spectroscopy, this high-quality photometric dataset allows us to solve for the extinction properties of the redshift 3.036 sightline, giving perhaps the most detailed information on the ultraviolet continuum absorption properties of any sightline outside our Local Group to date. The extinction properties are not adequately modeled by any ordinary extinction template (including the average Milky Way, Large Magellanic Cloud, and Small Magellanic Cloud curves), partially because the 2175 A …

Architecture And Compiler Support For Leakage Reduction Using Power Gating In Microprocessors, Soumyaroop Roy

USF Tampa Graduate Theses and Dissertations

Power gating is a technique commonly used for runtime leakage reduction in digital CMOS circuits. In microprocessors, power gating can be implemented by using sleep transistors to selectively deactivate circuit modules when they are idle during program execution. In this dissertation, a framework for power gating arithmetic functional units in embedded microprocessors with architecture and compiler support is proposed. During compile time, program regions are identified where one or more functional units are idle and sleep instructions are inserted into the code so that those units can be put to sleep during program execution. Subsequently, when their need is detected …

Synoptic Variability Of A Cir-Driven Open-Closed Boundary During Solar Minimum, Kevin Urban

Theses

The year 2008 marked a historically quiet period of solar activity during the declining phase of solar cycle 23. Such quiet time has permitted researchers to clearly distinguish the spectral signature of a corotating interaction region’s (CIR) impact on the open-closed boundary (OCB) of the magnetosphere in the southern hemisphere’s auroral zone. By using the PENGUIn AGOs network of ground-based magnetometers on the Antarctic continent, the synoptic behavior of the OCB during a CIR-driven magnetic storm has been studied. Observations were compared with results provided by the BATSRUS space weather model. It is shown that such synoptic magnetometer data sets …

Potential Barrier Effects In High-Order Harmonic Generation By Transition-Metal Ions, M. V. Frolov, N. L. Manakov, Anthony F. Starace

Anthony F. Starace Publications

The experimental finding of significant enhancement or suppression of particular harmonics generated by the ionic component of laser-produced plasmas of transition-metal atoms is explained theoretically in terms of the standard three-step scenario for strong-field harmonic generation, taking into account the potential barrier effects that lead to a strong 3p → 3d electric dipole transition that dominates the photoionization cross sections of the outer subshells of those ions.

Design And Combinatorial Synthesis Approach Of Non-Peptidic Trimeric Small Molecules Mimicking I, I + 4(3), I + 7 Positions Of Alpha-Helices, Mingzhou Zhou

USF Tampa Graduate Theses and Dissertations

Protein-protein interactions are key to several biological processes that facilitate signal transduction and many other processes. These interactions are involved in pathways that are critical to many human diseases. Targeting specific protein-protein interactions is a challenging goal because protein-protein interactions are predominately through hydrophobic interactions. Antagonists of the protein-protein interactions need to be perfectly fit into the binding pockets to ensure the activity. The -helical domain of the proteins behaves as the recognition motifs for numerous protein-protein, and protein-nucleic acid interactions. Research has shown that pathways of many diseases contain protein-protein interactions involving -helical domains, e.g. neurological disorders, bacterial infections, …

Design, Combinatorial Synthesis, And Biological Evaluation Of Novel Α-Helical Mimetics Based On Functionalized Piperazines As Antagonists Of P53/Mdm2 Interactions, Melissa Elizabeth Topper

USF Tampa Graduate Theses and Dissertations

The p53 protein promotes tumor eradication upon activation, making it an attractive target in cancer therapies. A reported 50% of all human cancers display aberrant activation of the MDM2 oncoprotein, which directly promotes tumorgenesis by inactivating the transcriptional activity of wild type p53, and is commonly associated with drug, chemo, and radio therapy resistance. Previously reported crystallographic analysis of the p53/MDM2 complex infers that the p53 protein forms a 2.5 turn amphipathic alpha helix whose hydrophobic face interacts within a deep hydrophobic cleft in the NH2-terminal domain of the globular MDM2. This suggests that the synthesis of small molecular antagonists …

Design Of A New Suturing And Knot Tying Device For Laparoscopic Surgery, Sinan Onal

USF Tampa Graduate Theses and Dissertations

Minimally invasive or laparoscopic surgery has completely changed the focus of surgery becoming an alternative to various types of open surgery. Minimally invasive surgery avoids invasive open surgery as the operation is performed through one or more small incisions in the abdomen and using a small camera called laparoscope. Through these incisions, surgeons insert specialized surgical instruments to perform the operation resulting in less postoperative pain, shorter hospital stay, and faster recovery. However, the main problems during minimally-invasive surgery are the limited space for operating instruments and the reduced visibility and range of motion inside the patient’s body. During minimally-invasive …

The Holocene Paleolimnology Of Lake Superior, Ayumi Hyodo

Electronic Thesis and Dissertation Repository

This study describes contributions of glacial meltwater to Lake Superior over the last ~11,000 cal BP (calibrated years before 1950 AD). This research has been motivated by a desire to understand whether glacial meltwater discharge via the Great Lakes into the North Atlantic played a role in Holocene cooling events, such as the Younger Dryas. Rhythmites (interpreted as varves), lithological, mineralogical and grain-size variations, and radiocarbon dating were used to establish chronostratigraphic correlation among four sediment cores from Lake Superior (Duluth, Caribou and Ile Parisienne basins, Thunder Bay Trough). Glacial sediments were deposited between ~10,850 and ~8,800 cal BP. The …

On Two-Stage Hypothesis Testing Procedures Via Asymptotically Independent Statistics, James Y. Dai, Charles Kooperberg, Michael Leblanc, Ross L. Prentice

UW Biostatistics Working Paper Series

Kooperberg08 proposed a two-stage testing procedure to screen for significant interactions in genome-wide association (GWA) studies by a soft threshold on marginal associations (MA), though its theoretical properties and generalization have not been elaborated. In this article, we discuss conditions that are required to achieve strong control of the Family-Wise Error Rate (FWER) by such procedures for low or high-dimensional hypothesis testing. We provide proof of asymptotic independence of marginal association statistics and interaction statistics in linear regression, logistic regression, and Cox proportional hazard models in a randomized clinical trial (RCT) with a rare event. In case-control studies nested within …

The Orbital Stability Of The Cnoidal Waves Of The Korteweg-De Vries Equation, Bernard Deconinck, Todd Kapitula

University Faculty Publications and Creative Works

The cnoidal wave solution of the integrable Korteweg-de Vries equation is the most basic of its periodic solutions. Following earlier work where the linear stability of these solutions was established, we prove in this Letter that cnoidal waves are (nonlinearly) orbitally stable with respect to so-called subharmonic perturbations: perturbations that are periodic with period any integer multiple of the cnoidal-wave period. Our method of proof combines the construction of an appropriate Lyapunov function with the seminal results of Grillakis, Shatah and Strauss (1987, 1990) [17,18]. The integrability of the Korteweg-de Vries equation is used in that we need the presence …

Memristive Adaptive Filters, T. Driscoll, J. Quinn, S. Klein, H. T. Kim, B. J. Kim, Yuriy V. Pershin Dr, M. Di Ventra, D. N. Basov

Faculty Publications

Using the memristive properties of vanadium dioxide, we experimentally demonstrate an adaptive filter by placing a memristor into an LC contour. This circuit reacts to the application of select frequency signals by sharpening the quality factor of its resonant response, and thus “learns” according to the input waveform. The proposed circuit employs only analog passive elements, and may find applications in biologically inspired processing and information storage. We also extend the learning-circuit framework mathematically to include memory-reactive elements, such as memcapacitors and meminductors, and show how this expands the functionality of adaptive memory filters.

The Orbital Stability Of The Cnoidal Waves Of The Korteweg-De Vries Equation, Bernard Deconinck, Todd Kapitula

University Faculty Publications and Creative Works

The cnoidal wave solution of the integrable Korteweg-de Vries equation is the most basic of its periodic solutions. Following earlier work where the linear stability of these solutions was established, we prove in this Letter that cnoidal waves are (nonlinearly) orbitally stable with respect to so-called subharmonic perturbations: perturbations that are periodic with period any integer multiple of the cnoidal-wave period. Our method of proof combines the construction of an appropriate Lyapunov function with the seminal results of Grillakis, Shatah and Strauss (1987, 1990) [17,18]. The integrability of the Korteweg-de Vries equation is used in that we need the presence …

The Relationship Of Techies To General Users In Closing The Digital Divide Within Mid-Sized Law Firms, Peter Y. Floyd M.

Regis University Student Publications (comprehensive collection)

This empirical case study examined the Digital Divide (the knowledge gaps between General Users and ICT) in the setting of two mid-sized, AV-rated, law firms (252 employees) located in Nevada. Specific attention was focused on the relationships of IT professionals (Techies) to General Users in closing the Digital Divide. A total of 138 respondents were divided into 130 General Users and 8 Techies. Each respondent completed a questionnaire, which was delivered and compiled by FormSpring.com. Most General Users (71%) were female. The most likely to be successful with ICT began using ICT at an early age, reported a high level …

Monitoring Dynamic Spatial Fields Using Responsive Geosensor Networks, Michael Warboys, Silvia Nittel

University of Maine Office of Research Administration: Grant Reports

Many environmental phenomena (e.g., changes in global levels of atmospheric carbon dioxide) can be modeled as variations of attributes over regions of space and time, called dynamic spatial fields. The goal of this project is to provide efficient ways for sensor networks to monitor such fields, and to report significant changes in them. The focus is on "qualitative" changes, such as splitting of areas or emergence of holes in a region of study. The approach is to develop qualitative and topological methods to deal with changes. Qualitative properties form a small, discrete space, whereas quantitative values form a large, continuous …

Single And Multiobjective Approaches To Clustering With Point Symmetry., Sriparna Saha Dr.

Doctoral Theses

In our every day life, we make decisions consciously or unconsciously. This decision can be very simple such as selecting the color of dress or deciding the menu for lunch, or may be as difficult as those involved in designing a missile or in selecting a career. The former decision is easy to take, while the latter one might take several years due to the level of complexity involved in it. The main goal of most kinds of decision-making is to optimize one or more criteria in order to achieve the desired result. In other words, problems related to optimization …

Preliminary Investigation Of Iron Protoporphyrin Sams On Platinum Electrodes By Surface Enhanced Vibrational Spectroscopies, Min Ma, Yao-Yue Yang, Han-Xuan Zhang, Wen-Bin Cai

Journal of Electrochemistry

In situ SERS and ATR-SEIRAS were applied to investigate the electrochemical and structural properties of iron protoporphyrin IX (FePP) self-assembled monolayers (SAMs) on Pt electrodes in 0. 1 mol· L -1 HClO4. The potential dependent SERS spectra of the FePP SAM on a roughened Pt electrode with the enhancement factor of ca. 40 were acquired with the excitation line of 514 nm. Analyses of SERS data over the potential region from 0. 5 to -0. 3 V enabled to obtain potential dependent adsorption isotherms,from which the formal redox potential could be estimated to be ca. - 0. 2 V. Up-tilted …

Cannon-Thurston Maps And Relative Hyperbolicity., Abhijit Pal Dr.

Doctoral Theses

Let P : Y → T be a tree of strongly relatively hyperbolic spaces such that Y is also a strongly relatively hyperbolic space. Let X be a vertex space and i : X ֒→ Y denote the inclusion. The main aim of this thesis is to extend i to a continuous map i : X → Y , where X and Y are the Gromov compactifications of X and Y respectively. Such continuous extensions are called Cannon-Thurston maps. This is a generalization of [Mit98b] which proves the existence of Cannon-Thurston maps for X and Y hyperbolic. By generalizing a …