Gamma stochastic volatility models

This paper presents gamma stochastic volatility models and investigates its distributional and time series properties. The parameter estimators obtained by the method of moments are shown analytically to be consistent and asymptotically normal. The simulation results indicate that the estimators behave well. The insample analysis shows that return models with gamma autoregressive stochastic volatility processes capture the leptokurtic nature of return distributions and the slowly decaying autocorrelation functions of squared stock index returns for the USA and UK. In comparison with GARCH and EGARCH models, the gamma autoregressive model picks up the persistence in volatility for the US and UK index returns but not the volatility persistence for the Canadian and Japanese index returns. The out-of-sample analysis indicates that the gamma autoregressive model has a superior volatility forecasting performance compared to GARCH and EGARCH models.

Brain Cholinergic and Dopaminergic Functions in Streptozotocin Induced Diabetic Rats: Effects of Curcumin and Vitamin D3 Supplementation

Department of Biotechnology, Cochin University of Science and Technology

Signatures of Higher Functions of Brain Dynamics in Electroencephalogram: A Nonlinear Analysis

The brain with its highly complex structure made up of simple units,imterconnected information pathways and specialized functions has always been an object of mystery and sceintific fascination for physiologists,neuroscientists and lately to mathematicians and physicists. The stream of biophysicists are engaged in building the bridge between the biological and physical sciences guided by a conviction that natural scenarios that appear extraordinarily complex may be tackled by application of principles from the realm of physical sciences. In a similar vein, this report aims to describe how nerve cells execute transmission of signals ,how these are put together and how out of this integration higher functions emerge and get reflected in the electrical signals that are produced in the brain.Viewing the E E G Signal through the looking glass of nonlinear theory, the dynamics of the underlying complex system-the brain ,is inferred and significant implications of the findings are explored.

A Study on the Reversed Lack of Memory Property and its Generalizations

In this thesis, the concept of reversed lack of memory property and its generalizations is studied.We we generalize this property which involves operations different than the ”addition”. In particular an associative, binary operator ” * ” is considered. The univariate reversed lack of memory property is generalized using the binary operator and a class of probability distributions which include Type 3 extreme value, power function, reflected Weibull and negative Pareto distributions are characterized (Asha and Rejeesh (2009)). We also define the almost reversed lack of memory property and considered the distributions with reversed periodic hazard rate under the binary operation. Further, we give a bivariate extension of the generalized reversed lack of memory property and characterize a class of bivariate distributions which include the characterized extension (CE) model of Roy (2002a) apart from the bivariate reflected Weibull and power function distributions. We proved the equality of local proportionality of the reversed hazard rate and generalized reversed lack of memory property. Study of uncertainty is a subject of interest common to reliability, survival analysis, actuary, economics, business and many other fields. However, in many realistic situations, uncertainty is not necessarily related to the future but can also refer to the past. Recently, Di Crescenzo and Longobardi (2009) introduced a new measure of information called dynamic cumulative entropy. Dynamic cumulative entropy is suitable to measure information when uncertainty is related to the past, a dual concept of the cumulative residual entropy which relates to uncertainty of the future lifetime of a system. We redefine this measure in the whole real line and study its properties. We also discuss the implications of generalized reversed lack of memory property on dynamic cumulative entropy and past entropy.In this study, we extend the idea of reversed lack of memory property to the discrete set up. Here we investigate the discrete class of distributions characterized by the discrete reversed lack of memory property. The concept is extended to the bivariate case and bivariate distributions characterized by this property are also presented. The implication of this property on discrete reversed hazard rate, mean past life, and discrete past entropy are also investigated.

Stability of periodic orbits of coupled-map lattices

We consider the stability properties of spatial and temporal periodic orbits of one-dimensional coupled-map lattices. The stability matrices for them are of the block-circulant form. This helps us to reduce the problem of stability of spatially periodic orbits to the smaller orbits corresponding to the building blocks of spatial periodicity, enabling us to obtain the conditions for stability in terms of those for smaller orbits.

Income modeling using Quantile Functions

Department of Statistics, Cochin University of Science and Technology

A new corner reflector antenna with periodic strip subreflectors

This paper presents the design of a new type of corner reflector (CR) antenna and the experimental investigation of its radiation characteristics. The design involves the addition of planar parallel periodic strips to the two sides of a CR antenna. The position, angular orientation, and number of strips have a notable effect on the H-plane radiation characteristics of the antenna. Certain configurations of the new antenna are capable of producing very sharp axial beams with gain on the order of 5 dB over the square corner reflector antenna. A configuration that can provide symmetric twin beams with enhanced gain and reduced half-power beam width (HPBW) is also presented.

Personnel Management Practices in the Kerala based Scheduled commercial Banks

The thesis entitled Personnel Management Practices in the Kerala-Based Scheduled Commercial Banks. Personnel management function is of cardinal importance, requiring a sophisticated and scientific approach. In a labour-intensive, service industry like banking. Productivity and ultimate profitability of the entire organization depend considerably on the effectiveness with which personnel management function is executed; and the prudence with which personnel problems are handle. The main objectives of the study are to understand the current status of personnel management functions in the banks and to evaluate the practices in the light of the principles and theories of personnel management so as to identify the strengths and weaknesses. The universe of this study is the eight Scheduled Commercial Banks based in Kerala. The major limitation of the study is that as State Bank of Travancore, the lone public sector bank based in Kerala did not grant permission for collection of data, this study had to be confined to private sector banks only. Almost the entire data used for this study are primary and were collected from the files and other records or the concerned banks. This report has chapters dealing with the functional areas of personnel management such as determination of human resource requirements, recruitment and selection, training and development, performance appraisal, promotions and compensation. Findings reveal that the practice of personnel management in the Kerala-based private sector scheduled commercial banks has not gained a degree of sophistication compatible with its role in modern business management.

Some Lattice Problems In Fuzzy Set Theory And Fuzzy Topology

It is believed that every fuzzy generalization should be formulated in such a way that it contain the ordinary set theoretic notion as a special case. Therefore the definition of fuzzy topology in the line of C.L.CHANG E9] with an arbitrary complete and distributive lattice as the membership set is taken. Almost all the results proved and presented in this thesis can, in a sense, be called generalizations of corresponding results in ordinary set theory and set topology. However the tools and the methods have to be in many of the cases, new. Here an attempt is made to solve the problem of complementation in the lattice of fuzzy topologies on a set. It is proved that in general, the lattice of fuzzy topologies is not complemented. Complements of some fuzzy topologies are found out. It is observed that (L,X) is not uniquely complemented. However, a complete analysis of the problem of complementation in the lattice of fuzzy topologies is yet to be found out

Cost accountancy and cost control in hospitals

It is a fact that there now exists a sound framework of accounting theory to ascertain the working results and the investment status of hospitals. Yet, there is no system of accounting in practice to conduct its activities with utmost efficiency. No attempts have hitherto been made for the continuous improvement in the servics rendered by hospitals. Personal investments in hospitals have made the interaction of business to some extent.Planning, decision making and control assume increasing importance as hospitals grow in size and complexity. Moreover, wise and effective utilisation of resources should be ensured. The importance of cost cannot be overlooked in this context. Cost is the most effective factor in the determination of the prices of hospital services rendered. The important managerial functions have to rely heavily on accurate and timely cost information. More people can be provided with services if no services cost more than what is a must to provide the necessary level of care. The price paid for high cost technology for a few is no technology at all for the many. Hence no pains must be spared in ascertaining, presenting, controlling and reducing costs. An effective system of Cost Accountancy and Cost Control is imperative for the survival of hospitals in the intensely competitive conditions of today. The valuable objective of "better patient care" can be attained only if the management can make use of the various tools and techniques to ascertain, control and reduce each item of cost in hospitals. Constant efforts must be made by the management to continuously improve their services and bring down costs and prices of all hospital services. Cost Accountancy has made its impresssive impact on almost all the spheres of human activities. It is high time a comprehensive Cost Accountancy and Cost Control system be implemented in hospitals. The problem under study thus is the designing of a sound and full-fledged Cost Accountancy and Cost Control system that suits the requirements of hospitals. It is for the first time in India during the evolution of Cost Accountancy that a comprehensive cost system is tried in hospitals.

Reduction of radar cross section of targets using periodic strip grating technique

The- classic: experiment of Heinrich Hertz verified the theoretical predict him of Maxwell that kxnfli radio and light waves are physical phenomena governed by the same physical laws. This has started a.rnnJ era of interest in interaction of electromagnetic energy with matter. The scattering of electromagnetic waves from a target is cleverly utilized im1 RADAR. This electronic system used tx> detect and locate objects under unfavourable conditions or obscuration that would render the unaided eye useless. It also provides a means for measuring precisely the range, or distance of an object and the speed of a moving object. when an obstacle is illuminated by electromagnetic waves, energy is dispersed in all directions. The dispersed energy depends on the size, shape and composition of the obstacle and frequency and nature of the incident wave. This distribution of energy’ is known as ‘scattering’ and the obstacle as ‘scatterer’ or 'target'.

Jerim-320: A New 320-Bit Hash Function Compared To Hash Functions With Parallel Branches

This paper describes JERIM-320, a new 320-bit hash function used for ensuring message integrity and details a comparison with popular hash functions of similar design. JERIM-320 and FORK -256 operate on four parallel lines of message processing while RIPEMD-320 operates on two parallel lines. Popular hash functions like MD5 and SHA-1 use serial successive iteration for designing compression functions and hence are less secure. The parallel branches help JERIM-320 to achieve higher level of security using multiple iterations and processing on the message blocks. The focus of this work is to prove the ability of JERIM 320 in ensuring the integrity of messages to a higher degree to suit the fast growing internet applications

Almost Self-Centered Median And Chordal Graphs

Almost self-centered graphs were recently introduced as the graphs with exactly two non-central vertices. In this paper we characterize almost selfcentered graphs among median graphs and among chordal graphs. In the first case P4 and the graphs obtained from hypercubes by attaching to them a single leaf are the only such graphs. Among chordal graph the variety of almost self-centered graph is much richer, despite the fact that their diameter is at most 3. We also discuss almost self-centered graphs among partial cubes and among k-chordal graphs, classes of graphs that generalize median and chordal graphs, respectively. Characterizations of almost self-centered graphs among these two classes seem elusive