Computationally Efficient Bootstrap Prediction Intervals for Returns and Volatilities in ARCH and GARCH Processes

We propose a novel, simple, efficient and distribution-free re-sampling technique for developing prediction intervals for returns and volatilities following ARCH/GARCH models. In particular, our key idea is to employ a Box–Jenkins linear representation of an ARCH/GARCH equation and then to adapt a sieve bootstrap procedure to the nonlinear GARCH framework. Our simulation studies indicate that the new re-sampling method provides sharp and well calibrated prediction intervals for both returns and volatilities while reducing computational costs by up to 100 times, compared to other available re-sampling techniques for ARCH/GARCH models. The proposed procedure is illustrated by an application to Yen/U.S. dollar daily exchange rate data.

Bivariate semi-Pareto distributions and processes

A bivariate semi-Pareto distribution is introduced and characterized using geometric minimization. Autoregressive minification models for bivariate random vectors with bivariate semi-Pareto and bivariate Pareto distributions are also discussed. Multivariate generalizations of the distributions and the processes are briefly indicated.

Transition metal and rare earth metal modified sol-gel titania: a versatile catalyst for organic transformations

Catalysis is a mature field with extensive practical applications in today's society.indeed,the catalysis of petroleum refining,fine chemical synthesis and emission control demands the production of catalysts in bulk quantities.Future improvement of these well established processes is likely to be incremental.On the other hand,the continuous demand for new products will require additional novel and innovative processes.The need for pollution abatement and prevention also imposes new demands on catalysis, and new processes are periodically advanced for the control of emission of gases as well as for remediation processes such as the cleaning of underground waters. The number of problems where catalysis can have a big impact is constantly growing.In general,science stimulated by the technology has enriched the field of catalysis in a way that has had broad and lasting value.The thesis"Transition metal and rare earth metal modified sol-gel titania: a versatile catalyst for organic transformations" accounts the preparation and characterization studies of both transition metals and rare earth metals modified sol-gel titania and its applications in industrially useful organic reactions.

Investigations on Photoconductivity and Electrical Switiching in Selected Chalcogenide Glasses

In this thesis, we present the results of our investigations on the photoconducting and electrical switching properties of selected chalcogenide glass systems. We have used XRD and X-ray photoelectron spectroscopy (XPS) analysis for confinuing the amorphous nature of these materials and for confirming their constituents respectively.Photoconductivity is the enhancement in electrical conductivity of materials brought about by the motion of charge carriers excited by absorbed radiation. The phenomenon involves absorption, photogeneration, recombination and transport processes and it gives good insight into the density of states in the energy gap of solids due to the presence of impurities and lattice defects. Photoconductivity measurements lead to the determination of such important parameters as quantum efficiency, photosensiti\'ity, spectral sensitivity and carrier lifetime. Extensive research work on photoconducting properties of amorphous semiconductors has resulted in the development of a variety of very sensitive photodetectors. Photoconductors are finding newer and newer uses eyery day. CdS, CdSe. Sb2S3, Se, ZnO etc, are typical photoconducting materials which are used in devices like vidicons, light amplifiers, xerography equipment etc.Electrical switching is another interesting and important property possessed by several Te based chalcogenides. Switching is the rapid and reversible transition between a highly resistive OFF state, driven by an external electric field and characterized by a threshold voltage, and a low resistivity ON state, Switching can be either threshold type or memory type. The phenomenon of switching could find applications in areas like infonnation storage, electrical power control etc. Investigations on electrical switching in chalcogenide glasses help in understanding the mechanism of switching which is necessary to select and modify materials for specific switching applications.Analysis of XRD pattern gives no further infonuation about amorphous materials than revealing their disordered structure whereas x-ray photoelectron spectroscopy,XPS) provides information about the different constituents present in the material. Also it gives binding energies (b.e.) of an element in different compounds and hence b.e. shift from the elemental form.Our investigations have been concentrated on the bulk glasses, Ge-In-Se, Ge-Bi-Se and As-Sb-Se for photoconductivity measurements and In-Te for electrical switching. The photoconducting properties of Ge-Sb-Se thin films prepared by sputtering technique have also been studied. The bulk glasses for the present investigations are prepared by the melt quenching technique and are annealed for half an hour at temperatures just below their respective glass transition temperatures. The dependence of photoconducting propenies on composition and temperature are investigated in each system. The electrical switching characteristics of In-Te system are also studied with different compositions and by varying the temperature.

Proteases from an Environmental Isolate of Pseudomonas Aeruginosa MCCB 123 and Their Applications

In the present study,heterotrophic protease producing bacterial isolates were screened for protease activity and a potent protease producing bacterial isolate was selected,identified and coded as Pseudomonas aeruginosa MCCB 123.The organism was capable of producing three different types of enzymes each having potential industrial applications.The non-toxic nature of the bacterial strain and the relatively non-toxic nature of three enzymes suggested their poetential application in various industries.Application of LasA protease and beta-1,3 glucanase in DNA extraction is a promising area for commercial utilization. LasB protease can find its potential application in detergent and tanning industries.As on today Bacillus sp.has been the source of commercial proteases,and the ones produced form P.aeruginosa 123 can pave way for making the industrial and biomedical processes more cost effective and refined.

Chemodynamics and Ecohydrology of a Tropical Estuary

The amplified human role in shaping natural processes makes it imperative to understand the interactions between abiotic and biotic processes, whcih pertain particularly to the most dyanamic aboitic factor,water. The assessment of environmental parameters is indispensable for the sustainable management of the aqutic system .The conscious harnessing and pampering to protect the characteristics of the ecosystems is the of the day.This thesis attempts to characterize the chemical dynamacity of a tropical estury in relation to the bio, geo and physical processes and thereby to propose a management scheme for its sustainability. Micro speciation is used as a tool for this.

Analysis of some Stochastic models in inventories and Queues

The thesis entitled Analysis of Some Stochastic Models in Inventories and Queues. This thesis is devoted to the study of some stochastic models in Inventories and Queues which are physically realizable, though complex. It contains a detailed analysis of the basic stochastic processes underlying these models. In this thesis, (s,S) inventory systems with nonidentically distributed interarrival demand times and random lead times, state dependent demands, varying ordering levels and perishable commodities with exponential life times have been studied. The queueing system of the type Ek/Ga,b/l with server vacations, service systems with single and batch services, queueing system with phase type arrival and service processes and finite capacity M/G/l queue when server going for vacation after serving a random number of customers are also analysed. The analogy between the queueing systems and inventory systems could be exploited in solving certain models. In vacation models, one important result is the stochastic decomposition property of the system size or waiting time. One can think of extending this to the transient case. In inventory theory, one can extend the present study to the case of multi-item, multi-echelon problems. The study of perishable inventory problem when the commodities have a general life time distribution would be a quite interesting problem. The analogy between the queueing systems and inventory systems could be exploited in solving certain models.

Water characteristics and current structure of the intermediate waters in the arabian sea

At intermediate depths of the Arabian Sea, the circulation and characteristics of water are more influenced by the high saline waters from the north and low saline waters from the south of equator. The interaction of these waters which greatly differ in characteristics is less understood compared to that at the upper layers. An understanding of the nature of the intermediate waters is of vital importance not only because of the unusual characteristics of the waters but also due to the influx of the different water masses from the neighbouring Red Sea and Persian Gulf. Hence, in the present investigation, it is proposed to study the water characteristics and current structure of the intermediate waters in the Arabian Sea through the distribution of the water properties on the isanosteric surfaces of 100, 80, 60 and 4O—cl/t, vertical sections, and scatter diagrams An attempt is also made to present the potential vorticity between different steric levels to understand the circulation and mixing processes. Data collected during and subsequent to International Indian Ocean Expedition (IIOE) are used for this study. The thesis has been divided into six chapters with further sub divisions

Modelling of Ultraviolet and Vissible Emissions in Comets

Comets are the spectacular objects in the night sky since the dawn of mankind. Due to their giant apparitions and enigmatic behavior, followed by coincidental calamities, they were termed as notorious and called as `bad omens'. With a systematic study of these objects modern scienti c community understood that these objects are part of our solar system. Comets are believed to be remnant bodies of at the end of evolution of solar system and possess the material of solar nebula. Hence, these are considered as most pristine objects which can provide the information about the conditions of solar nebula. These are small bodies of our solar system, with a typical size of about a kilometer to a few tens of kilometers orbiting the Sun in highly elliptical orbits. The solid body of a comet is nucleus which is a conglomerated mixture of water ice, dust and some other gases. When the cometary nucleus advances towards the Sun in its orbit the ices sublimates and produces the gaseous envelope around the nucleus which is called coma. The gravity of cometary nucleus is very small and hence can not in uence the motion of gases in the cometary coma. Though the cometary nucleus is a few kilometers in size they can produce a transient, extensive, and expanding atmosphere with size several orders of magnitude larger in space. By ejecting gas and dust into space comets became the most active members of the solar system. The solar radiation and the solar wind in uences the motion of dust and ions and produces dust and ion tails, respectively. Comets have been observed in di erent spectral regions from rocket, ground and space borne optical instruments. The observed emission intensities are used to quantify the chemical abundances of di erent species in the comets. The study of various physical and chemical processes that govern these emissions is essential before estimating chemical abundances in the coma. Cameron band emission of CO molecule has been used to derive CO2 abundance in the comets based on the assumption that photodissociation of CO2 mainly produces these emissions. Similarly, the atomic oxygen visible emissions have been used to probe H2O in the cometary coma. The observed green ([OI] 5577 A) to red-doublet emission ([OI] 6300 and 6364 A) ratio has been used to con rm H2O as the parent species of these emissions. In this thesis a model is developed to understand the photochemistry of these emissions and applied to several comets. The model calculated emission intensities are compared with the observations done by space borne instruments like International Ultraviolet Explorer (IUE) and Hubble Space Telescope (HST) and also by various ground based telescopes.

Photometric and fundamental plane studies of galaxies

Determining the morphological parameters that describe galaxies has always been a challenging task. The studies on the correlations between different photometric as well as spectroscopic parameters of the galaxies help in understanding their structure, properties of the stars and gas which constitute the galaxy, the various physical and chemical processes which determine the properties, and galaxy formation and evolution. In the last few decades, the advent of Charge Coupled Devices (CCDs) and near infrared arrays ha\·e provided quick and reliable digitized data acquisition, in the optical and near infrared bands. This has provided an avalanche of data, which can be processed using sophisticated image analysis techniques to obtain information about the morphology of galaxies. The photometric analysis performed in this thesis involve the extraction of structural parameters of early type gala.xies imaged in the near infrared K (2.2ttm) band, obtaining correlations between these, parameters and using them to constrain the large scale properties of galaxi,~s.

Synthesis, Characterization and Catalytic Activity of Nanocrystalline Ceria Modified With Zirconia

The use of catalysts in chemical and refining processes has increased rapidly since 1945, when oil began to replace coal as the most important industrial raw material. Catalysis has a major impact on the quality of human life as well as economic development. The demand for catalysts is still increasing since catalysis is looked up as a solution to eliminate or replace polluting processes. Metal oxides represent one of the most important and widely employed classes of solid catalysts. Much effort has been spent in the preparation, characterization and application of metal oxides. Recently, great interest has been devoted to the cerium dioxide (CeO2) containing materials due to their broad range of applications in various fields, ranging from catalysis to ceramics, fuel cell technologies, gas sensors, solid state electrolytes, ceramic biomaterials, etc., in addition to the classical application of CeO2 as an additive in the so-called three way catalysts (TWC) for automotive exhaust treatment. Moreover, it can promote water gas shift and steam reforming reactions, favours catalytic activity at the interfacial metal-support sites. The solid solutions of ceria with Group IV transitional-metals deserve particular attention for their applicability in various technologically important catalytic processes. Mesoporous CeO2−ZrO2 solid solutions have been reported to be employed in various reactions which include CO oxidation, soot oxidation, water-gas shift reaction, and so on. Inspired by the unique and promising characteristics of ceria based mixed oxides and solid solutions for various applications, we have selected ceria-zirconia oxides for our studies. The focus of the work is the synthesis and investigation of the structural and catalytic properties of modified and pure ceria-zirconia mixed oxide.

Biochemical effects of cadmium, salinity and temperature on the catabolism of proteins and purines in oreochromis mossambicus (Peters)

In the present investigation, three important stressors: cadmium ion (Cd++), salinity and temperature were selected to study their effects on protein and purine catabolism of O. mossambicus. Cadmium (Cd) is a biologically nonessential metal that can be toxic to aquatic animals. Cadmium is a trace element which is a common constituent of industrial effluents. It is a non-nutrient metal and toxic to fish even at low concentrations. Cadmium ions accumulate in sensitive organs like gills, liver, and kidney of fish in an unregulated manner . Thus; the toxic effects of cadmium are related to changes in natural physiological and biochemical processes in organism. The mechanics of osmoregulation (i.e. total solute and water regulation) are reasonably well understood (Evans, 1984, 1993), and most researchers agree that salinities that differ from the internal osmotic concentration of the fish must impose energetic regulatory costs for active ion transport. There is limited information on protein and purine catabolism of euryhaline fish during salinity adaptation. Within a range of non-lethal temperatures, fishes are generally able to cope with gradual temperature changes that are common in natural systems. However, rapid increases or decreases in ambient temperature may result in sub lethal physiological and behavioral responses. The catabolic pathways of proteins and purines are important biochemical processes. The results obtained signifies that O. mossambicus when exposed to different levels of cadmium ion, salinity and temperature show great variation in the catabolism of proteins and purines. The organism is trying to attain homeostasis in the presence of stressors by increasing or decreasing the activity of certain enzymes. The present study revealed that the protein and purine catabolism in O. mossambicus is sensitive to environmental stressors.