On the efficacy of techniques for evaluating multivariate volatility forecasts

The performance of techniques for evaluating multivariate volatility forecasts are not yet as well understood as their univariate counterparts. This paper aims to evaluate the efficacy of a range of traditional statistical-based methods for multivariate forecast evaluation together with methods based on underlying considerations of economic theory. It is found that a statistical-based method based on likelihood theory and an economic loss function based on portfolio variance are the most effective means of identifying optimal forecasts of conditional covariance matrices.

Determining the detection capabilities of existing real time measurement techniques for different engineered nanoparticles

The application of nanotechnology products has increased significantly in recent years. With their broad range of applications, including electronics, food and agriculture, power and energy, scientific instruments, clothing, cosmetics, buildings, biomedical and health, etc (Catanzariti, 2008), nanomaterials are an indispensible part of human life.

An assessment tool for selection of appropriate daylighting solutions for buildings in tropical and subtropical regions : Validation using radiance simulation

A new decision-making tool that will assist designers in the selection of appropriate daylighting solutions for buildings in tropical locations has been previously proposed by the authors. Through an evaluation matrix that prioritizes the parameters that best respond to the needs of tropical climates (e.g. reducing solar gain and protection from glare) the tool determines the most appropriate devices for specific climate and building inputs. The tool is effective in demonstrating the broad benefits and limitations of the different daylight strategies for buildings in the tropics. However for thorough analysis and calibration of the tool, validation is necessary. This paper presents a first step in the validation process. RADIANCE simulations were conducted to compare simulation performance with the performance predicted by the tool. To this end, an office building case study in subtropical Brisbane, Australia, and five different daylighting devices including openings, light guiding systems and light transport systems were simulated. Illuminance, light uniformity, daylight penetration and glare analysis were assessed for each device. The results indicate the tool can appropriately rank and recommend daylighting strategies based on specific building inputs for tropical and subtropical regions, making it a useful resource for designers.

A micro-simulation of airport passengers with advanced traits

An approach for modeling passenger flows in airport terminals by a set of devised advanced traits of passengers is proposed. Advanced traits take into account a passenger’s cognitive preferences which would be the underlying motivations of route-choice decisions. Basic traits are the status of passengers such as travel class. Although the activities of passengers are normally regarded as stochastic and sometimes unpredictable, we advise that real scenarios of passenger flows are basically feasible to be compared with virtual simulations in terms of tactical route-choice decision-making by individual personals. Inside airport terminals, passengers are goal-directed and not only use standard processing check points but also behave discretionary activities during the course. In this paper, we integrated discretionary activities in the study to fulfill full-range of passenger flows. In the model passengers are built as intelligent agents who possess a bunch of initial basic traits and then can be categorized into ten distinguish groups in terms of route-choice preferences by inferring the results of advanced traits. An experiment is executed to demonstrate the capability to facilitate predicting passenger flows.

Visualisation of complex flows using texture-based techniques

Complex flow datasets are often difficult to represent in detail using traditional vector visualisation techniques such as arrow plots and streamlines. This is particularly true when the flow regime changes in time. Texture-based techniques, which are based on the advection of dense textures, are novel techniques for visualising such flows (i.e., complex dynamics and time-dependent). In this paper, we review two popular texture-based techniques and their application to flow datasets sourced from real research projects. The texture-based techniques investigated were Line Integral Convolution (LIC), and Image-Based Flow Visualisation (IBFV). We evaluated these techniques and in this paper report on their visualisation effectiveness (when compared with traditional techniques), their ease of implementation, and their computational overhead.

Experiences with implementing common mathematical operations using field programmable gate arrays

Many computationally intensive scientific applications involve repetitive floating point operations other than addition and multiplication which may present a significant performance bottleneck due to the relatively large latency or low throughput involved in executing such arithmetic primitives on commod- ity processors. A promising alternative is to execute such primitives on Field Programmable Gate Array (FPGA) hardware acting as an application-specific custom co-processor in a high performance reconfig- urable computing platform. The use of FPGAs can provide advantages such as fine-grain parallelism but issues relating to code development in a hardware description language and efficient data transfer to and from the FPGA chip can present significant application development challenges. In this paper, we discuss our practical experiences in developing a selection of floating point hardware designs to be implemented using FPGAs. Our designs include some basic mathemati cal library functions which can be implemented for user defined precisions suitable for novel applications requiring non-standard floating point represen- tation. We discuss the details of our designs along with results from performance and accuracy analysis tests.

Communication and organizational social networks : a simulation model

Recent management research has evidenced the significance of organizational social networks, and communication is believed to impact the interpersonal relationships. However, we have little knowledge on how communication affects organizational social networks. This paper studies the dynamics between organizational communication patterns and the growth of organizational social networks. We propose an organizational social network growth model, and then collect empirical data to test model validity. The simulation results agree well with the empirical data. The results of simulation experiments enrich our knowledge on communication with the findings that organizational management practices that discourage employees from communicating within and across group boundaries have disparate and significant negative effect on the social network’s density, scalar assortativity and discrete assortativity, each of which correlates with the organization’s performance. These findings also suggest concrete measures for management to construct and develop the organizational social network.

Comparison and modification of car following models toward a more accurate microscopic simulation parameters reproduction

Traffic safety studies demand more than what current micro-simulation models can provide as they presume that all drivers of motor vehicles exhibit safe behaviours. Several car-following models are used in various micro-simulation models. This research compares the mainstream car following models’ capabilities of emulating precise driver behaviour parameters such as headways and Time to Collisions. The comparison firstly illustrates which model is more robust in the metric reproduction. Secondly, the study conducted a series of sensitivity tests to further explore the behaviour of each model. Based on the outcome of these two steps exploration of the models, a modified structure and parameters adjustment for each car-following model is proposed to simulate more realistic vehicle movements, particularly headways and Time to Collision, below a certain critical threshold. NGSIM vehicle trajectory data is used to evaluate the modified models performance to assess critical safety events within traffic flow. The simulation tests outcomes indicate that the proposed modified models produce better frequency of critical Time to Collision than the generic models, while the improvement on the headway is not significant. The outcome of this paper facilitates traffic safety assessment using microscopic simulation.

Radiotherapy Monte Carlo simulation using cloud computing technology

Cloud computing allows for vast computational resources to be leveraged quickly and easily in bursts as and when required. Here we describe a technique that allows for Monte Carlo radiotherapy dose calculations to be performed using GEANT4 and executed in the cloud, with relative simulation cost and completion time evaluated as a function of machine count. As expected, simulation completion time decreases as 1=n for n parallel machines, and relative simulation cost is found to be optimal where n is a factor of the total simulation time in hours. Using the technique, we demonstrate the potential usefulness of cloud computing as a solution for rapid Monte Carlo simulation for radiotherapy dose calculation without the need for dedicated local computer hardware as a proof of principal. Funding source Cancer Australia (Department of Health and Ageing) Research Grant 614217

Prostate cancer biomarkers and the emerging proteomic techniques used in biomarker research

Prostate cancer (CaP) is the second leading cause of cancer-related deaths in North American males and the most common newly diagnosed cancer in men world wide. Biomarkers are widely used for both early detection and prognostic tests for cancer. The current, commonly used biomarker for CaP is serum prostate specific antigen (PSA). However, the specificity of this biomarker is low as its serum level is not only increased in CaP but also in various other diseases, with age and even body mass index. Human body fluids provide an excellent resource for the discovery of biomarkers, with the advantage over tissue/biopsy samples of their ease of access, due to the less invasive nature of collection. However, their analysis presents challenges in terms of variability and validation. Blood and urine are two human body fluids commonly used for CaP research, but their proteomic analyses are limited both by the large dynamic range of protein abundance making detection of low abundance proteins difficult and in the case of urine, by the high salt concentration. To overcome these challenges, different techniques for removal of high abundance proteins and enrichment of low abundance proteins are used. Their applications and limitations are discussed in this review. A number of innovative proteomic techniques have improved detection of biomarkers. They include two dimensional differential gel electrophoresis (2D-DIGE), quantitative mass spectrometry (MS) and functional proteomic studies, i.e., investigating the association of post translational modifications (PTMs) such as phosphorylation, glycosylation and protein degradation. The recent development of quantitative MS techniques such as stable isotope labeling with amino acids in cell culture (SILAC), isobaric tags for relative and absolute quantitation (iTRAQ) and multiple reaction monitoring (MRM) have allowed proteomic researchers to quantitatively compare data from different samples. 2D-DIGE has greatly improved the statistical power of classical 2D gel analysis by introducing an internal control. This chapter aims to review novel CaP biomarkers as well as to discuss current trends in biomarker research from two angles: the source of biomarkers (particularly human body fluids such as blood and urine), and emerging proteomic approaches for biomarker research.

A virtual environment to simulate the experience of psychosis

Psychosis is a mental disorder that affects 1-2% of the population at some point in their lives. One of the main causes of psychosis is the mental illness schizophrenia. Sufferers of this illness often have terrifying symptoms such as hallucinations, delusions, and thought disorder. This project aims to develop a virtual environment to simulate the experience of psychosis, focusing on re-creating auditory and visual hallucinations. A model of a psychiatric ward was created and the psychosis simulation software was written to re-create the auditory and visual hallucinations of one particular patient. The patient was very impressed with the simulation, and commented that it effectively re-created the same emotions that she experienced on a day-to-day basis during her psychotic episodes. It is hoped that this work will result in a useful educational tool about schizophrenia, leading to improved training of clinicians, and fostering improved understanding and empathy toward sufferers of schizophrenia in the community, ultimately improving the quality of life and chances of recovery of patients.

The development of a virtual reality environment to model the experience of schizophrenia

Virtual Reality (VR) techniques are increasingly being used for education about and in the treatment of certain types of mental illness. Research indicates that VR is delivering on its promised potential to provide enhanced training and treatment outcomes through incorporation of this high-end technology. Schizophrenia is a mental disorder affecting 1-2% of the population, and it is estimated 12-16% of hospital beds in Australia are occupied by patients with psychosis. Tragically, there is also an increased risk of suicide associated with this diagnosis. A significant research project being undertaken across the University of Queensland faculties of Health Sciences and EPSA (Engineering, Physical Sciences and Architecture) has constructed a number of virtual environments that reproduce the phenomena experienced by patients who have psychosis. Symptoms of psychosis include delusions, hallucinations and thought disorder. The VR environment will allow behavioral, exposure therapies to be conducted with exactly controlled exposure stimuli and an expected reduction in risk of harm. This paper reports on the current work of the project, previous stages of software development and the final goal to introduce VR to medical consulting rooms.

Non-parametric techniques for fast and robust stereo matching

The mining environment presents a challenging prospect for stereo vision. Our objective is to produce a stereo vision sensor suited to close-range scenes consisting mostly of rocks. This sensor should produce a dense depth map within real-time constraints. Speed and robustness are of foremost importance for this application. This paper compares a number of stereo matching algorithms in terms of robustness and suitability to fast implementation. These include traditional area-based algorithms, and algorithms based on non-parametric transforms, notably the rank and census transforms. Our experimental results show that the rank and census transforms are robust with respect to radiometric distortion and introduce less computational complexity than conventional area-based matching techniques.

The application of virtual reality to the understanding and treatment of schizophrenia

Virtual Reality (VR) techniques are increasingly being used in education about and in the treatment of certain types of mental illness. Research indicates VR is delivering on it's promised potential to provide enhanced training and treatment outcomes through incorporation of this high-end technology. Schizophrenia is a mental disorder affecting 1−2% of the population. A significant research project being undertaken at the University of Queensland has constructed virtual environments that reproduce the phenomena experienced by patients who have psychosis. The VR environment will allow behavioral exposure therapies to be conducted with exactly controlled exposure stimuli and an expected reduction in risk of harm. This paper reports on the work of the project, previous stages of software development and current and future educational and clinical applications of the Virtual Environments.

Realistic irrigation visualization in a surgical wound debridement simulator

Wound debridement refers to the removal of necrotic, devitalized, or contaminated tissue and/or foreign material to promote wound healing. Surgical debridement uses sharp instruments to cut dead tissue from a wound and it is the quickest and most efficient method of debridement. A wound debridement simulator [1,2] can ensure that a medical trainee is competent prior to performing a procedure on a genuine patient. Irrigation is performed at different stages of debridement in order to remove debris and reduce the bacteria count through rinsing the wound. This paper presents a novel approach for realistic irrigation visualization based on texture representations of debris. This approach applies image processing techniques to a series of images, which model the cleanliness of the wound. The active texture is generated and updated dynamically based on the irrigation state, location, and range. Presented results demonstrate that texture mapping and image processing techniques can provide effective and efficient solutions for irrigation visualization in the wound debridement simulator.