Parental divorce and adjustment in adulthood: Findings from a community sample

The current study examines the link between the experience of divorce in childhood and several indices of adjustment in adulthood in a large community sample of women. Results replicated previous research on the long-term correlation between parental divorce and depression and divorce in adulthood. Results further suggested that parental divorce was associated with a wide range of early risk factors, life course patterns, and several indices of adult adjustment. Regression analyses indicated that the long-term correlation between parental divorce and depression in adulthood is explained by quality of parent-child and parental marital relations (in childhood), concurrent levels of stressful life events and social support, and cohabitation. The long-term association between parental divorce and experiencing a divorce in adulthood was partly mediated through quality of parent-child relations, teenage pregnancy, leaving home before 18 years, and educational attainment.

An investigation of nucleation events in a coastal urban environment in the southern hemisphere

The occurrence of and conditions favourable to nucleation were investigated at an industrial and commercial coastal location in Brisbane, Australia during five different campaigns covering a total period of 13 months. To identify potential nucleation events, the difference in number concentration in the size range 14-30 nm (N14-30) between consecutive observations was calculated using first-order differencing. The data showed that nucleation events were a rare occurrence, and that in the absence of nucleation the particle number was dominated by particles in the range 30-300 nm. In many instances, total particle concentration declined during nucleation. There was no clear pattern in change in NO and NO2 concentrations during the events. SO2 concentration, in the majority of cases, declined during nucleation but there were exceptions. Most events took place in summer, followed by winter and then spring, and no events were observed for the autumn campaigns. The events were associated with sea breeze and long-range transport. Roadside emissions, in contrast, did not contribute to nucleation, probably due to the predominance of particles in the range 50-100 nm associated with these emissions.

Stochastic modelling of financial time series with memory and multifractal scaling

Financial processes may possess long memory and their probability densities may display heavy tails. Many models have been developed to deal with this tail behaviour, which reflects the jumps in the sample paths. On the other hand, the presence of long memory, which contradicts the efficient market hypothesis, is still an issue for further debates. These difficulties present challenges with the problems of memory detection and modelling the co-presence of long memory and heavy tails. This PhD project aims to respond to these challenges. The first part aims to detect memory in a large number of financial time series on stock prices and exchange rates using their scaling properties. Since financial time series often exhibit stochastic trends, a common form of nonstationarity, strong trends in the data can lead to false detection of memory. We will take advantage of a technique known as multifractal detrended fluctuation analysis (MF-DFA) that can systematically eliminate trends of different orders. This method is based on the identification of scaling of the q-th-order moments and is a generalisation of the standard detrended fluctuation analysis (DFA) which uses only the second moment; that is, q = 2. We also consider the rescaled range R/S analysis and the periodogram method to detect memory in financial time series and compare their results with the MF-DFA. An interesting finding is that short memory is detected for stock prices of the American Stock Exchange (AMEX) and long memory is found present in the time series of two exchange rates, namely the French franc and the Deutsche mark. Electricity price series of the five states of Australia are also found to possess long memory. For these electricity price series, heavy tails are also pronounced in their probability densities. The second part of the thesis develops models to represent short-memory and longmemory financial processes as detected in Part I. These models take the form of continuous-time AR(∞) -type equations whose kernel is the Laplace transform of a finite Borel measure. By imposing appropriate conditions on this measure, short memory or long memory in the dynamics of the solution will result. A specific form of the models, which has a good MA(∞) -type representation, is presented for the short memory case. Parameter estimation of this type of models is performed via least squares, and the models are applied to the stock prices in the AMEX, which have been established in Part I to possess short memory. By selecting the kernel in the continuous-time AR(∞) -type equations to have the form of Riemann-Liouville fractional derivative, we obtain a fractional stochastic differential equation driven by Brownian motion. This type of equations is used to represent financial processes with long memory, whose dynamics is described by the fractional derivative in the equation. These models are estimated via quasi-likelihood, namely via a continuoustime version of the Gauss-Whittle method. The models are applied to the exchange rates and the electricity prices of Part I with the aim of confirming their possible long-range dependence established by MF-DFA. The third part of the thesis provides an application of the results established in Parts I and II to characterise and classify financial markets. We will pay attention to the New York Stock Exchange (NYSE), the American Stock Exchange (AMEX), the NASDAQ Stock Exchange (NASDAQ) and the Toronto Stock Exchange (TSX). The parameters from MF-DFA and those of the short-memory AR(∞) -type models will be employed in this classification. We propose the Fisher discriminant algorithm to find a classifier in the two and three-dimensional spaces of data sets and then provide cross-validation to verify discriminant accuracies. This classification is useful for understanding and predicting the behaviour of different processes within the same market. The fourth part of the thesis investigates the heavy-tailed behaviour of financial processes which may also possess long memory. We consider fractional stochastic differential equations driven by stable noise to model financial processes such as electricity prices. The long memory of electricity prices is represented by a fractional derivative, while the stable noise input models their non-Gaussianity via the tails of their probability density. A method using the empirical densities and MF-DFA will be provided to estimate all the parameters of the model and simulate sample paths of the equation. The method is then applied to analyse daily spot prices for five states of Australia. Comparison with the results obtained from the R/S analysis, periodogram method and MF-DFA are provided. The results from fractional SDEs agree with those from MF-DFA, which are based on multifractal scaling, while those from the periodograms, which are based on the second order, seem to underestimate the long memory dynamics of the process. This highlights the need and usefulness of fractal methods in modelling non-Gaussian financial processes with long memory.

Why new business development projects fail : coping with the differences of technological versus market knowledge

Managing through projects has become important for generating new knowledge to cope with technological and market discontinuities. This paper examines how the fit between the creation of technological and market knowledge and important project management characteristics, i.e. project autonomy and completion criteria, influences the success of new business development (NBD) projects. In-depth longitudinal case research on NBD projects commercialised from 1993 to 2003 in the consumer electronics industry highlights that project management characteristics focusing only on the creation of technological knowledge contributed to the failure of those NBD projects that required new market knowledge as well. The findings indicate that senior management support and engaging in an alliance with partners possessing complementary market knowledge can offset this misalignment of the organisation of NBD projects.

Soft-biometrics : unconstrained authentication in a surveillance environment

Soft biometrics are characteristics that can be used to describe, but not uniquely identify an individual. These include traits such as height, weight, gender, hair, skin and clothing colour. Unlike traditional biometrics (i.e. face, voice) which require cooperation from the subject, soft biometrics can be acquired by surveillance cameras at range without any user cooperation. Whilst these traits cannot provide robust authentication, they can be used to provide coarse authentication or identification at long range, locate a subject who has been previously seen or who matches a description, as well as aid in object tracking. In this paper we propose three part (head, torso, legs) height and colour soft biometric models, and demonstrate their verification performance on a subset of the PETS 2006 database. We show that these models, whilst not as accurate as traditional biometrics, can still achieve acceptable rates of accuracy in situations where traditional biometrics cannot be applied.

Influence of smectite suspension structure on sheet orientation in dry sediments : XRD and AFM applications

The structure-building phenomena within clay aggregates are governed by forces acting between clay particles. Measurements of such forces are important to understand in order to manipulate the aggregate structure for applications such as dewatering of mineral processing tailings. A parallel particle orientation is required when conducting XRD investigation on the oriented samples and conduct force measurements acting between basal planes of clay mineral platelets using at. force microscopy (AFM). To investigate how smectite clay platelets were oriented on silicon wafer substrate when dried from suspension range of methods like SEM, XRD and AFM were employed. From these investigations, we conclude that high clay concns. and larger particle diams. (up to 5 μm) in suspension result in random orientation of platelets in the substrate. The best possible laminar orientation in the clay dry film, represented in the XRD 0 0 1/0 2 0 intensity ratio of 47 was obtained by drying thin layers from 0.02 wt.% clay suspensions of the natural pH. Conducted AFM investigations show that smectite studied in water based electrolytes show very long-range repulsive forces lower in strength than electrostatic forces from double-layer repulsion. It was suggested that these forces may have structural nature. Smectite surface layers rehydrate in water environment forms surface gel with spongy and cellular texture which cushion approaching AFM probe. This structural effect can be measured in distances larger than 1000 nm from substrate surface and when probe penetrate this gel layer, structural linkages are forming between substrate and clay covered probe. These linkages prevent subsequently smooth detachments of AFM probe on way back when retrieval. This effect of tearing new formed structure apart involves larger adhesion-like forces measured in retrieval. It is also suggested that these effect may be enhanced by the nano-clay particles interaction.

How boards strategise : a strategy as practice view

While board involvement in strategy is seen as increasingly important, our understanding of how boards fulfil this role is limited. This article draws on indepth qualitative research with directors and senior managers to develop a Strategy as Practice view on how boards "do" strategy. Two different but complementary strategising practices - Procedural Strategising and Interactive Strategising - are identified and elaborated in terms of their underlying micro-activities. The internal boardroom factors that affect the relative emphasis on these strategies practices - the strategic stance of the board, board power and perceive legitimacy of each practice - are also identified and discussed. These findings are then integrated into a typology of board strategising. A key implication of this paper is that boards need to consciously choose the nature and extent of their involvement in strategy.

On the optimal capacity expansion of electric power systems

The analysis of investment in the electric power has been the subject of intensive research for many years. The efficient generation and distribution of electrical energy is a difficult task involving the operation of a complex network of facilities, often located over very large geographical regions. Electric power utilities have made use of an enormous range of mathematical models. Some models address time spans which last for a fraction of a second, such as those that deal with lightning strikes on transmission lines while at the other end of the scale there are models which address time horizons consisting of ten or twenty years; these usually involve long range planning issues. This thesis addresses the optimal long term capacity expansion of an interconnected power system. The aim of this study has been to derive a new, long term planning model which recognises the regional differences which exist for energy demand and which are present in the construction and operation of power plant and transmission line equipment. Perhaps the most innovative feature of the new model is the direct inclusion of regional energy demand curves in the nonlinear form. This results in a nonlinear capacity expansion model. After review of the relevant literature, the thesis first develops a model for the optimal operation of a power grid. This model directly incorporates regional demand curves. The model is a nonlinear programming problem containing both integer and continuous variables. A solution algorithm is developed which is based upon a resource decomposition scheme that separates the integer variables from the continuous ones. The decompostion of the operating problem leads to an interactive scheme which employs a mixed integer programming problem, known as the master, to generate trial operating configurations. The optimum operating conditions of each trial configuration is found using a smooth nonlinear programming model. The dual vector recovered from this model is subsequently used by the master to generate the next trial configuration. The solution algorithm progresses until lower and upper bounds converge. A range of numerical experiments are conducted and these experiments are included in the discussion. Using the operating model as a basis, a regional capacity expansion model is then developed. It determines the type, location and capacity of additional power plants and transmission lines, which are required to meet predicted electicity demands. A generalised resource decompostion scheme, similar to that used to solve the operating problem, is employed. The solution algorithm is used to solve a range of test problems and the results of these numerical experiments are reported. Finally, the expansion problem is applied to the Queensland electricity grid in Australia.

On the optimal capacity expansion of electric power systems

The analysis of investment in the electric power has been the subject of intensive research for many years. The efficient generation and distribution of electrical energy is a difficult task involving the operation of a complex network of facilities, often located over very large geographical regions. Electric power utilities have made use of an enormous range of mathematical models. Some models address time spans which last for a fraction of a second, such as those that deal with lightning strikes on transmission lines while at the other end of the scale there are models which address time horizons consisting of ten or twenty years; these usually involve long range planning issues. This thesis addresses the optimal long term capacity expansion of an interconnected power system. The aim of this study has been to derive a new, long term planning model which recognises the regional differences which exist for energy demand and which are present in the construction and operation of power plant and transmission line equipment. Perhaps the most innovative feature of the new model is the direct inclusion of regional energy demand curves in the nonlinear form. This results in a nonlinear capacity expansion model. After review of the relevant literature, the thesis first develops a model for the optimal operation of a power grid. This model directly incorporates regional demand curves. The model is a nonlinear programming problem containing both integer and continuous variables. A solution algorithm is developed which is based upon a resource decomposition scheme that separates the integer variables from the continuous ones. The decompostion of the operating problem leads to an interactive scheme which employs a mixed integer programming problem, known as the master, to generate trial operating configurations. The optimum operating conditions of each trial configuration is found using a smooth nonlinear programming model. The dual vector recovered from this model is subsequently used by the master to generate the next trial configuration. The solution algorithm progresses until lower and upper bounds converge. A range of numerical experiments are conducted and these experiments are included in the discussion. Using the operating model as a basis, a regional capacity expansion model is then developed. It determines the type, location and capacity of additional power plants and transmission lines, which are required to meet predicted electicity demands. A generalised resource decompostion scheme, similar to that used to solve the operating problem, is employed. The solution algorithm is used to solve a range of test problems and the results of these numerical experiments are reported. Finally, the expansion problem is applied to the Queensland electricity grid in Australia

Identifying optimal lipid raft characteristics required to promote nanoscale protein-protein interactions on the plasma membrane

The dynamic lateral segregation of signaling proteins into microdomains is proposed to facilitate signal transduction, but the constraints on microdomain size, mobility, and diffusion that might realize this function are undefined. Here we interrogate a stochastic spatial model of the plasma membrane to determine how microdomains affect protein dynamics. Taking lipid rafts as representative microdomains, we show that reduced protein mobility in rafts segregates dynamically partitioning proteins, but the equilibrium concentration is largely independent of raft size and mobility. Rafts weakly impede small-scale protein diffusion but more strongly impede long-range protein mobility. The long-range mobility of raft-partitioning and raft-excluded proteins, however, is reduced to a similar extent. Dynamic partitioning into rafts increases specific interprotein collision rates, but to maximize this critical, biologically relevant function, rafts must be small (diameter, 6 to 14 nm) and mobile. Intermolecular collisions can also be favored by the selective capture and exclusion of proteins by rafts, although this mechanism is generally less efficient than simple dynamic partitioning. Generalizing these results, we conclude that microdomains can readily operate as protein concentrators or isolators but there appear to be significant constraints on size and mobility if microdomains are also required to function as reaction chambers that facilitate nanoscale protein-protein interactions. These results may have significant implications for the many signaling cascades that are scaffolded or assembled in plasma membrane microdomains.

Fiber Bragg Grating sensors for railway systems

Fiber Bragg grating (FBG) sensor technology has been attracting substantial industrial interests for the last decade. FBG sensors have seen increasing acceptance and widespread use for structural sensing and health monitoring applications in composites, civil engineering, aerospace, marine, oil & gas, and smart structures. One transportation system that has been benefitted tremendously from this technology is railways, where it is of the utmost importance to understand the structural and operating conditions of rails as well as that of freight and passenger service cars to ensure safe and reliable operation. Fiberoptic sensors, mostly in the form of FBGs, offer various important characteristics, such as EMI/RFI immunity, multiplexing capability, and very long-range interrogation (up to 230 km between FBGs and measurement unit), over the conventional electrical sensors for the distinctive operational conditions in railways. FBG sensors are unique from other types of fiber-optic sensors as the measured information is wavelength-encoded, which provides self-referencing and renders their signals less susceptible to intensity fluctuations. In addition, FBGs are reflective sensors that can be interrogated from either end, providing redundancy to FBG sensing networks. These two unique features are particularly important for the railway industry where safe and reliable operations are the major concerns. Furthermore, FBGs are very versatile and transducers based on FBGs can be designed to measure a wide range of parameters such as acceleration and inclination. Consequently, a single interrogator can deal with a large number of FBG sensors to measure a multitude of parameters at different locations that spans over a large area.

Three carrier ambiguity resolution : distance-independent performance demonstrated using semi-generated triple frequency GPS signals

In spite of significant research in the development of efficient algorithms for three carrier ambiguity resolution, full performance potential of the additional frequency signals cannot be demonstrated effectively without actual triple frequency data. In addition, all the proposed algorithms showed their difficulties in reliable resolution of the medium-lane and narrow-lane ambiguities in different long-range scenarios. In this contribution, we will investigate the effects of various distance-dependent biases, identifying the tropospheric delay to be the key limitation for long-range three carrier ambiguity resolution. In order to achieve reliable ambiguity resolution in regional networks with the inter-station distances of hundreds of kilometers, a new geometry-free and ionosphere-free model is proposed to fix the integer ambiguities of the medium-lane or narrow-lane observables over just several minutes without distance constraint. Finally, the semi-simulation method is introduced to generate the third frequency signals from dual-frequency GPS data and experimentally demonstrate the research findings of this paper.