Empirical Evidence of Conditional Heteroskedasticity in Vietnam’s Stock Returns Time Series

This paper confirms presence of GARCH(1,1) effect on stock return time series of Vietnam’s newborn stock market. We performed tests on four different time series, namely market returns (VN-Index), and return series of the first four individual stocks listed on the Vietnamese exchange (the Ho Chi Minh City Securities Trading Center) since August 2000. The results have been quite relevant to previously reported empirical studies on different markets.

A simulator of real-time systems specified in et-lotos

info:eu-repo/semantics/published

Exploring the benefits of using multi-touch devices in performing information search tasks: An analysis in terms of performance, cognitive load and task engagement

Over the last decade, multi-touch devices (MTD) have spread in a range of contexts. In the learning context, MTD accessibility leads more and more teachers to use them in their classroom, assuming that it will improve the learning activities. Despite a growing interest, only few studies have focused on the impacts of MTD use in terms of performance and suitability in a learning context.However, even if the use of touch-sensitive screens rather than a mouse and keyboard seems to be the easiest and fastest way to realize common learning tasks (as for instance web surfing), we notice that the use of MTD may lead to a less favorable outcome. More precisely, tasks that require users to generate complex and/or less common gestures may increase extrinsic cognitive load and impair performance, especially for intrinsically complex tasks. It is hypothesized that task and gesture complexity will affect users’ cognitive resources and decrease task efficacy and efficiency. Because MTD are supposed to be more appealing, it is assumed that it will also impact cognitive absorption. The present study also takes into account user’s prior knowledge concerning MTD use and gestures by using experience with MTD as a moderator. Sixty university students were asked to perform information search tasks on an online encyclopedia. Tasks were set up so that users had to generate the most commonly used mouse actions (e.g. left/right click, scrolling, zooming, text encoding…). Two conditions were created: MTD use and laptop use (with mouse and keyboard) in order to make a comparison between the two devices. An eye tracking device was used to measure user’s attention and cognitive load. Our study sheds light on some important aspects towards the use of MTD and the added value compared to a laptop in a student learning context.

Fission dynamics for capture reactions in 58,64ni + 208pb systems: New results in terms of thermal energy and neutron multiplicity correlated distributions

The neutron multidetector DéMoN has been used to investigate the symmetric splitting dynamics in the reactions 58.64Ni + 208Pb with excitation energies ranging from 65 to 186 MeV for the composite system. An analysis based on the new backtracing technique has been applied on the neutron data to determine the two-dimensional correlations between the parent composite system initial thermal energy (EthCN) and the total neutron multiplicity (νtot), and between pre- and post-scission neutron multiplicities (νpre and νpost, respectively). The νpre distribution shape indicates the possible coexistence of fast-fission and fusion-fission for the system 58Ni + 208Pb (Ebeam = 8.86 A MeV). The analysis of the neutron multiplicities in the framework of the combined dynamical statistical model (CDSM) gives a reduced friction coefficient β = 23 ± 2512 × 1021 s-1, above the one-body dissipation limit. The corresponding fission time is τf = 40 ± 4620 × 10-21 s. © 1999 Elsevier Science B.V. All rights reserved.