Memory for emotional faces in naturally occurring dysphoria and induced sadness

The aim was to establish if the memory bias for sad faces, reported in clinically depressed patients (Gilboa-Schechtman, Erhard Weiss, & Jeczemien, 2002; Ridout, Astell, Reid, Glen, & O'Carroll, 2003) generalises to sub-clinical depression (dysphoria) and experimentally induced sadness. Study 1: dysphoric (n = 24) and non-dysphoric (n = 20) participants were presented with facial stimuli, asked to identify the emotion portrayed and then given a recognition memory test for these faces. At encoding, dysphoric participants (DP) exhibited impaired identification of sadness and neutral affect relative to the non-dysphoric group (ND). At memory testing, DP exhibited superior memory for sad faces relative to happy and neutral. They also exhibited enhanced memory for sad faces and impaired memory for happy relative to the ND. Study 2: non-depressed participants underwent a positive (n = 24) or negative (n = 24) mood induction (MI) and were assessed on the same tests as Study 1. At encoding, negative MI participants showed superior identification of sadness, relative to neutral affect and compared to the positive MI group. At memory testing, the negative MI group exhibited enhanced memory for the sad faces relative to happy or neutral and compared to the positive MI group. Conclusion: MCM bias for sad faces generalises from clinical depression to these sub-clinical affective states.

Evaluation and measurement of multiprocessor systems with shared memory

This study is concerned with several proposals concerning multiprocessor systems and with the various possible methods of evaluating such proposals. After a discussion of the advantages and disadvantages of several performance evaluation tools, the author decides that simulation is the only tool powerful enough to develop a model which would be of practical use, in the design, comparison and extension of systems. The main aims of the simulation package developed as part of this study are cost effectiveness, ease of use and generality. The methodology on which the simulation package is based is described in detail. The fundamental principles are that model design should reflect actual systems design, that measuring procedures should be carried out alongside design that models should be well documented and easily adaptable and that models should be dynamic. The simulation package itself is modular, and in this way reflects current design trends. This approach also aids documentation and ensures that the model is easily adaptable. It contains a skeleton structure and a library of segments which can be added to or directly swapped with segments of the skeleton structure, to form a model which fits a user's requirements. The study also contains the results of some experimental work carried out using the model, the first part of which tests• the model's capabilities by simulating a large operating system, the ICL George 3 system; the second part deals with general questions and some of the many proposals concerning multiprocessor systems.

Long memory and multifractality:a joint test

The properties of statistical tests for hypotheses concerning the parameters of the multifractal model of asset returns (MMAR) are investigated, using Monte Carlo techniques. We show that, in the presence of multifractality, conventional tests of long memory tend to over-reject the null hypothesis of no long memory. Our test addresses this issue by jointly estimating long memory and multifractality. The estimation and test procedures are applied to exchange rate data for 12 currencies. Among the nested model specifications that are investigated, in 11 out of 12 cases, daily returns are most appropriately characterized by a variant of the MMAR that applies a multifractal time-deformation process to NIID returns. There is no evidence of long memory.

Long memory and multifractality:a joint test

The properties of statistical tests for hypotheses concerning the parameters of the multifractal model of asset returns (MMAR) are investigated, using Monte Carlo techniques. We show that, in the presence of multifractality, conventional tests of long memory tend to over-reject the null hypothesis of no long memory. Our test addresses this issue by jointly estimating long memory and multifractality. The estimation and test procedures are applied to exchange rate data for 12 currencies. In 11 cases, the exchange rate returns are accurately described by compounding a NIID series with a multifractal time-deformation process. There is no evidence of long memory.