Trading Energy ETFs with an Improved Moving Average Strategy

In this paper we employ the recently introduced improved moving average methodology of Papailias and Thomakos (2011) and we apply it in two energy ETFs. We compare it to the standard moving average methodology and the buy and hold strategy. Investors who are interested in energy-related sectors and trade using averages, could benefit by forming their strategies based on this improved moving average methodology as it returns higher profits accompanied by decreased risk (measured in terms of drawdown).

An investigation into the acceleration response of a damaged beam-type structure to a moving force

In recent years there have been a growing number of publications on procedures for damage detection in beams from analysing their dynamic response to the passage of a moving force. Most of this research demonstrates their effectiveness by showing that a singularity that did not appear in the healthy structure is present in the response of the damaged structure. This paper elucidates from first principles how the acceleration response can be assumed to consist of ‘static’ and ‘dynamic’ components, and where the beam has experienced a localised loss in stiffness, an additional ‘damage’ component. The combination of these components establishes how the damage singularity will appear in the total response. For a given damage severity, the amplitude of the ‘damage’ component will depend on how close the damage location is to the sensor, and its frequency content will increase with higher velocities of the moving force. The latter has implications for damage detection because if the frequency content of the ‘damage’ component includes bridge and/or vehicle frequencies, it becomes more difficult to identify damage. The paper illustrates how a thorough understanding of the relationship between the ‘static‘ and ‘damage’ components contributes to establish if damage has occurred and to provide an estimation of its location and severity. The findings are corroborated using accelerations from a planar finite element simulation model where the effects of force velocity and bridge span are examined.

Moving Beyond the Administrative: Supervisors' Perspectives on Clinical Supervision in Child Welfare

This study contributes to the emerging knowledge base of child welfare supervision. An exploratory study examined the beliefs, practices, and experiences of 51 child welfare supervisors in Ontario, Canada. Eight focus groups were held with supervisors from a range of settings cross the province. The study identified a number of interwoven factors at the organizational, supervisory, and practice level that affect the nature of supervision offered. Implications are drawn for child welfare practice, models of supervision which integrate administrative, clinical and educational features, organizational culture, and training new supervisors.

Report on Urban Settlement Upgrading in Iraq: Kurani Ainkawa, Erbil: Moving Forward, Lessons Learned

In 2009 UN-HABITAT engaged in assisting the Kurdistan Regional Government (KRG) with the design and implementation of a ‘Improving the Housing Delivery System Project in Erbil’. This initiative built upon Iraq’s National Slum Upgrading Strategy (2005) and upon Phase II of UN-HABITAT’s 'Strengthening the Capacity of the Housing Sector in Iraq' project. Key to its initiative within the KRG has been a pilot project to upgrade an informal settlement in Erbil - Kurani Ainkawa. This report reflects on the pilot project’s achievements and lessons learned from pioneering a decentralized housing strategy.

Fast Moving Window Algorithm for QR and Cholesky Decompositions

This paper proposes a fast moving window algorithm for QR and Cholesky decompositions by simultaneously applying data updating and downdating. The developed procedure is based on inner products and entails a similar downdating to that of the Chambers’ approach. For adding and deleting one row of data from the original matrix, a detailed analysis shows that the proposed algorithm outperforms existing ones in terms or computational efficiency, if the number of columns exceeds 7. For a large number of columns, the proposed algorithm is numerically superior compared to the traditional sequential technique.

Identification of damping in a bridge using a moving instrumented vehicle

In recent years, there has been a significant increase in the number of bridges which are being instrumented and monitored on an ongoing basis. This is in part due to the introduction of bridge management systems designed to provide a high level of protection to the public and early warning if the bridge becomes unsafe. This paper investigates a novel alternative; a low-cost method consisting of the use of a vehicle fitted with accelerometers on its axles to monitor the dynamic behaviour of bridges. A simplified half-car vehicle-bridge interaction model is used in theoretical simulations to test the effectiveness of the approach in identifying the damping ratio of the bridge. The method is tested for a range of bridge spans and vehicle velocities using theoretical simulations and the influences of road roughness, initial vibratory condition of the vehicle, signal noise, modelling errors and frequency matching on the accuracy of the results are investigated.

A drive-by inspection system via vehicle moving force identification

This paper presents a novel method to carry out monitoring of transport infrastructure such as pavements and bridges through the analysis of vehicle accelerations. An algorithm is developed for the identification of dynamic vehicle-bridge interaction forces using the vehicle response. Moving force identification theory is applied to a vehicle model in order to identify these dynamic forces between the vehicle and the road and/or bridge. A coupled half-car vehicle-bridge interaction model is used in theoretical simulations to test the effectiveness of the approach in identifying the forces. The potential of the method to identify the global bending stiffness of the bridge and to predict the pavement roughness is presented. The method is tested for a range of bridge spans using theoretical simulations and the influences of road roughness and signal noise on the accuracy of the results are investigated.