Information processing and the UK weekend effect:Do investors cut their losses on Mondays?

This paper complements earlier work by the author that shows that the pattern of information arrivals into the UK stock market may explain the behaviour of returns. It is argued that delays or other systematic behaviour in the processing of this information could compound the impact of information arrival patterns. It is found, however, that this does not happen, and so it is the arrival and not the processing of news that is most important. © 2004 Taylor & Francis Ltd.

To cut a long story short:an analysis of formulaic sequences in short written narratives and their potential as markers of authorship

Previous research into formulaic language has focussed on specialised groups of people (e.g. L1 acquisition by infants and adult L2 acquisition) with ordinary adult native speakers of English receiving less attention. Additionally, whilst some features of formulaic language have been used as evidence of authorship (e.g. the Unabomber’s use of you can’t eat your cake and have it too) there has been no systematic investigation into this as a potential marker of authorship. This thesis reports the first full-scale study into the use of formulaic sequences by individual authors. The theory of formulaic language hypothesises that formulaic sequences contained in the mental lexicon are shaped by experience combined with what each individual has found to be communicatively effective. Each author’s repertoire of formulaic sequences should therefore differ. To test this assertion, three automated approaches to the identification of formulaic sequences are tested on a specially constructed corpus containing 100 short narratives. The first approach explores a limited subset of formulaic sequences using recurrence across a series of texts as the criterion for identification. The second approach focuses on a word which frequently occurs as part of formulaic sequences and also investigates alternative non-formulaic realisations of the same semantic content. Finally, a reference list approach is used. Whilst claiming authority for any reference list can be difficult, the proposed method utilises internet examples derived from lists prepared by others, a procedure which, it is argued, is akin to asking large groups of judges to reach consensus about what is formulaic. The empirical evidence supports the notion that formulaic sequences have potential as a marker of authorship since in some cases a Questioned Document was correctly attributed. Although this marker of authorship is not universally applicable, it does promise to become a viable new tool in the forensic linguist’s tool-kit.

An alternating potential based approach for a Cauchy problem for the Laplace equation in a planar domain with a cut

We consider a Cauchy problem for the Laplace equation in a bounded region containing a cut, where the region is formed by removing a sufficiently smooth arc (the cut) from a bounded simply connected domain D. The aim is to reconstruct the solution on the cut from the values of the solution and its normal derivative on the boundary of the domain D. We propose an alternating iterative method which involves solving direct mixed problems for the Laplace operator in the same region. These mixed problems have either a Dirichlet or a Neumann boundary condition imposed on the cut and are solved by a potential approach. Each of these mixed problems is reduced to a system of integral equations of the first kind with logarithmic and hypersingular kernels and at most a square root singularity in the densities at the endpoints of the cut. The full discretization of the direct problems is realized by a trigonometric quadrature method which has super-algebraic convergence. The numerical examples presented illustrate the feasibility of the proposed method.

Optimisation of microstructured waveguides in z-cut LiNbO3 crystals

We present a practical approach to the numerical optimisation of the guiding properties of buried microstructured waveguides, which can be fabricated in a z-cut lithium niobate (LiNbO3) crystal by the method of direct femtosecond laser inscription. We demonstrate the possibility to extend the spectral range of low-loss operation of the waveguide into the mid-infrared region beyond 3um.

Microstructured waveguides in z-cut LiNbO3 by high-repetition rate direct femtosecond laser inscription

We report on the operational parameters that are required to fabricate buried, microstructured waveguides in a z-cut lithium niobate crystal by the method of direct femtosecond laser inscription using a highrepetition-rate, chirped-pulse oscillator system. Refractive index contrasts as high as −0.0127 have been achieved for individual modification tracks. The results pave the way for developing microstructured WGs with low-loss operation across a wide spectral range, extending into the mid-infrared region up to the end of the transparency range of the host material.

Optimisation of micro-structured waveguides in lithium niobate (z-cut)

We present an optimization procedure to improve the propagation properties of the depressed cladding, buried micro-structured waveguides formed in a z-cut lithium niobate (LN) crystal by high repetition rate femtosecond (fs) laser writing. It is shown that the propagation wavelength for which the confinement losses of ordinary (O) and extraordinary ordinary (E) polarizations are below 1 dB/cm can be optimized beyond 3 micro meter for hexagonal WG structures with seven rings of tracks.