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.

Die load and stresses in press forging

Several axi-symmetric EN3B steel components differing in shape and size were forged on a 100 ton joint knuckle press. A load cell fitted under the lower die inserts recorded the total deformation forces. Job parameters were measured off the billets and the forged parts. Slug temperatures were varied and two lubricants - aqueous colloidal graphite and oil - were used. An industrial study was also conducted to check the results of the laboratory experiments. Loads were measured (with calibrated extensometers attached to the press frames) when adequately heated mild steel slugs were being forged in finishing dies. Geometric parameters relating to the jobs and the dies were obtained from works drawings. All the variables considered in the laboratory study could not, however, be investigated without disrupting production. In spite of this obvious limitation, the study confirmed that parting area is the most significant geometric factor influencing the forging load. Multiple regression analyses of the laboratory and industrial results showed that die loads increase significantly with the weights and parting areas of press forged components, and with the width to thickness ratios of the flashes formed, but diminish with increasing slug temperatures and higher billet diameter to height ratios. The analyses also showed that more complicated parts require greater loads to forge them. Die stresses, due to applied axial loads, were investigated by the photoelastic method. The three dimensional frozen stress technique was employed. Model dies were machined from cast araldite cylinders, and the slug material was simulated with plasticene. Test samples were cut from the centres of the dies after the stress freezing. Examination of the samples, and subsequent calculations, showed that the highest stresses were developed in die outer corners. This observation partly explains why corner cracking occurs frequently in industrial forging dies. Investigation of die contact during the forging operation revealed the development of very high stresses.

Effects of pixel noise and stimulus structure on visual detection performance

This thesis consisted of two major parts, one determining the masking characteristics of pixel noise and the other investigating the properties of the detection filter employed by the visual system. The theoretical cut-off frequency of white pixel noise can be defined from the size of the noise pixel. The empirical cut-off frequency, i.e. the largest size of noise pixels that mimics the effect of white noise in detection, was determined by measuring contrast energy thresholds for grating stimuli in the presence of spatial noise consisting of noise pixels of various sizes and shapes. The critical i.e. minimum number of noise pixels per grating cycle needed to mimic the effect of white noise in detection was found to decrease with the bandwidth of the stimulus. The shape of the noise pixels did not have any effect on the whiteness of pixel noise as long as there was at least the minimum number of noise pixels in all spatial dimensions. Furthermore, the masking power of white pixel noise is best described when the spectral density is calculated by taking into account all the dimensions of noise pixels, i.e. width, height, and duration, even when there is random luminance only in one of these dimensions. The properties of the detection mechanism employed by the visual system were studied by measuring contrast energy thresholds for complex spatial patterns as a function of area in the presence of white pixel noise. Human detection efficiency was obtained by comparing human performance with an ideal detector. The stimuli consisted of band-pass filtered symbols, uniform and patched gratings, and point stimuli with randomised phase spectra. In agreement with the existing literature, the detection performance was found to decline with the increasing amount of detail and contour in the stimulus. A measure of image complexity was developed and successfully applied to the data. The accuracy of the detection mechanism seems to depend on the spatial structure of the stimulus and the spatial spread of contrast energy.

In situ imaging and height reconstruction of phase separation processes in polymer blends during spin coating

Spin coating polymer blend thin films provides a method to produce multiphase functional layers of high uniformity covering large surface areas. Applications for such layers include photovoltaics and light-emitting diodes where performance relies upon the nanoscale phase separation morphology of the spun film. Furthermore, at micrometer scales, phase separation provides a route to produce self-organized structures for templating applications. Understanding the factors that determine the final phase-separated morphology in these systems is consequently an important goal. However, it has to date proved problematic to fully test theoretical models for phase separation during spin coating, due to the high spin speeds, which has limited the spatial resolution of experimental data obtained during the coating process. Without this fundamental understanding, production of optimized micro- and nanoscale structures is hampered. Here, we have employed synchronized stroboscopic illumination together with the high light gathering sensitivity of an electron-multiplying charge-coupled device camera to optically observe structure evolution in such blends during spin coating. Furthermore the use of monochromatic illumination has allowed interference reconstruction of three-dimensional topographies of the spin-coated film as it dries and phase separates with nanometer precision. We have used this new method to directly observe the phase separation process during spinning for a polymer blend (PS-PI) for the first time, providing new insights into the spin-coating process and opening up a route to understand and control phase separation structures. © 2011 American Chemical Society.

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.

Predicting success with silicone-hydrogel contact lenses in new wearers

Purpose: to evaluate changes in tear metrics and ocular signs induced by six months of silicone-hydrogel contact lens wear and the difference in baseline characteristics between those who successfully continued in contact lens wear compared to those that did not. Methods: Non-invasive Keratograph, Tearscope and fluorescein tear break-up times (TBUTs), tear meniscus height, bulbar and limbal hyperaemia, lid-parallel conjunctival folds (LIPCOF), phenol red thread, fluorescein and lissamine-green staining, and lid wiper epitheliopathy were measured on 60 new contact lens wearers fitted with monthly silicone-hydrogels (average age 36 ± 14 years, 40 females). Symptoms were evaluated by the Ocular Surface Disease Index (OSDI). After six months full time contact lens wear the above metrics were re-measured on those patients still in contact lens wear (n= 33). The initial measurements were also compared between the group still wearing lenses after six months and those who had ceased lens wear (n= 27). Results: There were significant changes in tear meniscus height (p= 0.031), bulbar hyperaemia (p= 0.011), fluorescein TBUT (p= 0.027), corneal (p= 0.007) and conjunctival (p= 0.009) staining, LIPCOF (p= 0.011) and lid wiper epitheliopathy (p= 0.002) after six months of silicone-hydrogel wear. Successful wearers had a higher non-invasive (17.0 ± 8.2. s vs 12.0 ± 5.6. s; p= 0.001) and fluorescein (10.7 ± 6.4. s vs 7.5 ± 4.7. s; p= 0.001) TBUT than drop-outs, although OSDI (cut-off 4.2) was also a strong predictor of success. Conclusion: Silicone-hydrogel lenses induced significant changes in the tear film and ocular surface as well as lid margin staining. Wettability of the ocular surface is the main factor affecting contact lens drop-out. © 2013 British Contact Lens Association.

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.

Comparison between graticule and image capture assessment of lower tear film meniscus height

Purpose: To compare graticule and image capture assessment of the lower tear film meniscus height (TMH). Methods: Lower tear film meniscus height measures were taken in the right eyes of 55 healthy subjects at two study visits separated by 6 months. Two images of the TMH were captured in each subject with a digital camera attached to a slit-lamp biomicroscope and stored in a computer for future analysis. Using the best of two images, the TMH was quantified by manually drawing a line across the tear meniscus profile, following which the TMH was measured in pixels and converted into millimetres, where one pixel corresponded to 0.0018 mm. Additionally, graticule measures were carried out by direct observation using a calibrated graticule inserted into the same slit-lamp eyepiece. The graticule was calibrated so that actual readings, in 0.03 mm increments, could be made with a 40× ocular. Results: Smaller values of TMH were found in this study compared to previous studies. TMH, as measured with the image capture technique (0.13 ± 0.04 mm), was significantly greater (by approximately 0.01 ± 0.05 mm, p = 0.03) than that measured with the graticule technique (0.12 ± 0.05 mm). No bias was found across the range sampled. Repeatability of the TMH measurements taken at two study visits showed that graticule measures were significantly different (0.02 ± 0.05 mm, p = 0.01) and highly correlated (r = 0.52, p < 0.0001), whereas image capture measures were similar (0.01 ± 0.03 mm, p = 0.16), and also highly correlated (r = 0.56, p < 0.0001). Conclusions: Although graticule and image analysis techniques showed similar mean values for TMH, the image capture technique was more repeatable than the graticule technique and this can be attributed to the higher measurement resolution of the image capture (i.e. 0.0018 mm) compared to the graticule technique (i.e. 0.03 mm). © 2006 British Contact Lens Association.

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.