Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates

In this paper we examine the order of integration of EuroSterling interest rates by employing techniques that can allow for a structural break under the null and/or alternative hypothesis of the unit-root tests. In light of these results, we investigate the cointegrating relationship implied by the single, linear expectations hypothesis of the term structure of interest rates employing two techniques, one of which allows for the possibility of a break in the mean of the cointegrating relationship. The aim of the paper is to investigate whether or not the interest rate series can be viewed as I(1) processes and furthermore, to consider whether there has been a structural break in the series. We also determine whether, if we allow for a break in the cointegration analysis, the results are consistent with those obtained when a break is not allowed for. The main results reported in this paper support the conjecture that the ‘short’ Euro-currency rates are characterised as I(1) series that exhibit a structural break on or near Black Wednesday, 16 September 1992, whereas the ‘long’ rates are I(1) series that do not support the presence of a structural break. The evidence from the cointegration analysis suggests that tests of the expectations hypothesis based on data sets that include the ERM crisis period, or a period that includes a structural break, might be problematic if the structural break is not explicitly taken into account in the testing framework.

A web application for follow-up of results from a mobile device test battery for parkinson’s disease patients

Background: A test battery consisting of self-assessments and motor tests (tapping and spiral drawing) was developed for a hand computer with touch screen in a telemedicine setting. Objectives: To develop and evaluate a web-based system that delivers decision support information to the treating clinical staff for assessing PD symptoms in their patients based on the test battery data. Methods: The test battery is currently being used in a clinical trial (DAPHNE, EudraCT No. 2005-002654-21) by sixty five patients with advanced Parkinson’s disease (PD) on 9991 test occasions (four tests per day during in all 362 week-long test periods) at nine clinics around Sweden. Test results are sent continuously from the hand unit over a mobile net to a central computer and processed with statistical methods. They are summarized into scores for different dimensions of the symptom state and an ‘overall test score’ reflecting the overall condition of the patient during a test period. The information in the web application is organized and presented graphically in a way that the general overview of the patient performance per test period is emphasized. Focus is on the overall test score, symptom dimensions and daily summaries. In a recent preliminary user evaluation, the web application was demonstrated to the fifteen study nurses who had used the test battery in the clinical trial. At least one patient per clinic was shown. Results: In general, the responses from nurses were positive. They claimed that the test results shown in the system were consistent with their own clinical observations. They could follow complications, changes and trends within their patients. Discussion: In conclusion, the system is able to summarise the various time series of motor test results and self-assessments during test periods and present them in a useful manner. Its main contribution is a novel and reliable way to capture and easily access symptom information from patients’ home environment. The convenient access to current symptom profile as well as symptom history provides a basis for individualized evaluation and adjustment of treatments.

Dynamic services in mobile ad hoc networks

The increasing diffusion of wireless-enabled portable devices is pushing toward the design of novel service scenarios, promoting temporary and opportunistic interactions in infrastructure-less environments. Mobile Ad Hoc Networks (MANET) are the general model of these higly dynamic networks that can be specialized, depending on application cases, in more specific and refined models such as Vehicular Ad Hoc Networks and Wireless Sensor Networks. Two interesting deployment cases are of increasing relevance: resource diffusion among users equipped with portable devices, such as laptops, smart phones or PDAs in crowded areas (termed dense MANET) and dissemination/indexing of monitoring information collected in Vehicular Sensor Networks. The extreme dynamicity of these scenarios calls for novel distributed protocols and services facilitating application development. To this aim we have designed middleware solutions supporting these challenging tasks. REDMAN manages, retrieves, and disseminates replicas of software resources in dense MANET; it implements novel lightweight protocols to maintain a desired replication degree despite participants mobility, and efficiently perform resource retrieval. REDMAN exploits the high-density assumption to achieve scalability and limited network overhead. Sensed data gathering and distributed indexing in Vehicular Networks raise similar issues: we propose a specific middleware support, called MobEyes, exploiting node mobility to opportunistically diffuse data summaries among neighbor vehicles. MobEyes creates a low-cost opportunistic distributed index to query the distributed storage and to determine the location of needed information. Extensive validation and testing of REDMAN and MobEyes prove the effectiveness of our original solutions in limiting communication overhead while maintaining the required accuracy of replication degree and indexing completeness, and demonstrates the feasibility of the middleware approach.

Mobile business application

Tesi in Mobile Web Design: Mobile Business Application

Smart execution of distributed application by balancing resources in mobile devices and cloud-based avatars

L’obiettivo del progetto di tesi svolto è quello di realizzare un servizio di livello middleware dedicato ai dispositivi mobili che sia in grado di fornire il supporto per l’offloading di codice verso una infrastruttura cloud. In particolare il progetto si concentra sulla migrazione di codice verso macchine virtuali dedicate al singolo utente. Il sistema operativo delle VMs è lo stesso utilizzato dal device mobile. Come i precedenti lavori sul computation offloading, il progetto di tesi deve garantire migliori performance in termini di tempo di esecuzione e utilizzo della batteria del dispositivo. In particolare l’obiettivo più ampio è quello di adattare il principio di computation offloading a un contesto di sistemi distribuiti mobili, migliorando non solo le performance del singolo device, ma l’esecuzione stessa dell’applicazione distribuita. Questo viene fatto tramite una gestione dinamica delle decisioni di offloading basata, non solo, sullo stato del device, ma anche sulla volontà e/o sullo stato degli altri utenti appartenenti allo stesso gruppo. Per esempio, un primo utente potrebbe influenzare le decisioni degli altri membri del gruppo specificando una determinata richiesta, come alta qualità delle informazioni, risposta rapida o basata su altre informazioni di alto livello. Il sistema fornisce ai programmatori un semplice strumento di definizione per poter creare nuove policy personalizzate e, quindi, specificare nuove regole di offloading. Per rendere il progetto accessibile ad un più ampio numero di sviluppatori gli strumenti forniti sono semplici e non richiedono specifiche conoscenze sulla tecnologia. Il sistema è stato poi testato per verificare le sue performance in termini di mecchanismi di offloading semplici. Successivamente, esso è stato anche sottoposto a dei test per verificare che la selezione di differenti policy, definite dal programmatore, portasse realmente a una ottimizzazione del parametro designato.

Stable expression of Escherichia coli beta-glucuronidase A (GusA) in Giardia lamblia: application to high-throughput drug susceptibility testing

OBJECTIVES: In order to create a suitable model for high-throughput drug screening, a Giardia lamblia WB C6 strain expressing Escherichia coli glucuronidase A (GusA) was created and tested with respect to susceptibility to the anti-giardial drugs nitazoxanide and metronidazole. METHODS: GusA, a well-established reporter gene in other systems, was cloned into the vector pPacVInteg allowing stable expression in G. lamblia under control of the promoter from the glutamate dehydrogenase (gdh) gene. The resulting transgenic strain was compared with the wild-type strain in a vitality assay, characterized with respect to susceptibility to nitazoxanide, metronidazole and -- as assessed in a 96-well plate format -- to a panel of 15 other compounds to be tested for anti-giardial activity. RESULTS: GusA was stably expressed in G. lamblia. Using a simple glucuronidase assay protocol, drug efficacy tests yielded results similar to those from cell counting. CONCLUSIONS: G. lamblia WB C6 GusA is a suitable tool for high-throughput anti-giardial drug screening.

Does the Use of Mobile Devices (Tablets and Smartphones) Affect Stated Choice Behavior in Web Surveys? An Application to Environmental Valuation

Web surveys are becoming increasingly popular in survey research. Compared with face-to-face, telephone and mail surveys, web surveys may contain a different and new source of measurement error and bias: the type of device that respondents use to answer the survey questions. To the best of our knowledge, this is the first study that tests whether the use of mobile devices affects survey characteristics and stated preferences in a web-based choice experiment. The web survey was carried out in Germany with 3,400 respondents, of which 12 per cent used a mobile device (i.e. tablet or smartphone), and comprised a stated choice experiment on externalities of renewable energy production using wind, solar and biomass. Our main finding is that survey characteristics such as interview length and acquiescence tendency are affected by the device used. In contrast to what might be expected, we find that, compared with respondents using desktop computers and laptops, mobile device users spent more time to answer the survey and are less likely to be prone to acquiescence bias. In the choice experiment, mobile device users tended to be more consistent in their stated choices, and there are differences in willingness to pay between both subsamples.

Mortgage Lending in Chicago and Los Angeles: A Paired Testing Study of the Pre-Application Process

This paper analyzes data from a recently completed study of discrimination against African-American and Hispanic homebuyers when they visit mortgage lending institutions in two major metropolitan markets to make pre-application inquiries. It represents the first application of paired testing to rigorously measure discrimination in the mortgage lending process. The paired tests isolated significant levels of differential treatment on the basis of race and ethnicity in Chicago with African Americans and Hispanics receiving less information and assistance than comparable whites. Adverse treatment of African-Americans and Hispanics is also observed in Los Angeles for specific treatments, but the overall pattern of treatment observed did not differ statistically from equal treatment. Multivariate analyses for Chicago indicate that large lenders treat minorities more favorably than small lenders and that lenders with substantial numbers of applications from African-Americans treat African Americans more favorably than lenders with predominantly white application pools.

Instrument for testing the impact response of different materials. Application to apples and pears

Based on two research projects, a device for testing the response to-impact of fruits and related materials has been designed and tested during the last three years. As it is not related directly to potatoes, this contribution focuses mainly on the principles of impact and static loading and on the description of the device, and the type of results obtained up to now in different fruits.

Contribution to proactivity in mobile context-aware recommender systems

Los sistemas de recomendación son potentes herramientas de filtrado de información que permiten a usuarios solicitar sugerencias sobre ítems que cubran sus necesidades. Tradicionalmente estas recomendaciones han estado basadas en opiniones de los mismos, así como en datos obtenidos de su consumo histórico o comportamiento en el propio sistema. Sin embargo, debido a la gran penetración y uso de los dispositivos móviles en nuestra sociedad, han surgido nuevas oportunidades en el campo de los sistemas de recomendación móviles gracias a la información contextual que se puede obtener sobre la localización o actividad de los usuarios. Debido a este estilo de vida en el que todo tiende a la movilidad y donde los usuarios están plenamente interconectados, la información contextual no sólo es física, sino que también adquiere una dimensión social. Todo esto ha dado lugar a una nueva área de investigación relacionada con los Sistemas de Recomendación Basados en Contexto (CARS) móviles donde se busca incrementar el nivel de personalización de las recomendaciones al usar dicha información. Por otro lado, este nuevo escenario en el que los usuarios llevan en todo momento un terminal móvil consigo abre la puerta a nuevas formas de recomendar. Sustituir el tradicional patrón de uso basado en petición-respuesta para evolucionar hacia un sistema proactivo es ahora posible. Estos sistemas deben identificar el momento más adecuado para generar una recomendación sin una petición explícita del usuario, siendo para ello necesario analizar su contexto. Esta tesis doctoral propone un conjunto de modelos, algoritmos y métodos orientados a incorporar proactividad en CARS móviles, a la vez que se estudia el impacto que este tipo de recomendaciones tienen en la experiencia de usuario con el fin de extraer importantes conclusiones sobre "qué", "cuándo" y "cómo" se debe notificar proactivamente. Con este propósito, se comienza planteando una arquitectura general para construir CARS móviles en escenarios sociales. Adicionalmente, se propone una nueva forma de representar el proceso de recomendación a través de una interfaz REST, lo que permite crear una arquitectura independiente de dispositivo y plataforma. Los detalles de su implementación tras su puesta en marcha en el entorno bancario español permiten asimismo validar el sistema construido. Tras esto se presenta un novedoso modelo para incorporar proactividad en CARS móviles. Éste muestra las ideas principales que permiten analizar una situación para decidir cuándo es apropiada una recomendación proactiva. Para ello se presentan algoritmos que establecen relaciones entre lo propicia que es una situación y cómo esto influye en los elementos a recomendar. Asimismo, para demostrar la viabilidad de este modelo se describe su aplicación a un escenario de recomendación para herramientas de creación de contenidos educativos. Siguiendo el modelo anterior, se presenta el diseño e implementación de nuevos interfaces móviles de usuario para recomendaciones proactivas, así como los resultados de su evaluación entre usuarios, lo que aportó importantes conclusiones para identificar cuáles son los factores más relevantes a considerar en el diseño de sistemas proactivos. A raíz de los resultados anteriores, el último punto de esta tesis presenta una metodología para calcular cuán apropiada es una situación de cara a recomendar de manera proactiva siguiendo el modelo propuesto. Como conclusión, se describe la validación llevada a cabo tras la aplicación de la arquitectura, modelo de recomendación y métodos descritos en este trabajo en una red social de aprendizaje europea. Finalmente, esta tesis discute las conclusiones obtenidas a lo largo de la extensa investigación llevada a cabo, y que ha propiciado la consecución de una buena base teórica y práctica para la creación de sistemas de recomendación móviles proactivos basados en información contextual. ABSTRACT Recommender systems are powerful information filtering tools which offer users personalized suggestions about items whose aim is to satisfy their needs. Traditionally the information used to make recommendations has been based on users’ ratings or data on the item’s consumption history and transactions carried out in the system. However, due to the remarkable growth in mobile devices in our society, new opportunities have arisen to improve these systems by implementing them in ubiquitous environments which provide rich context-awareness information on their location or current activity. Because of this current all-mobile lifestyle, users are socially connected permanently, which allows their context to be enhanced not only with physical information, but also with a social dimension. As a result of these novel contextual data sources, the advent of mobile Context-Aware Recommender Systems (CARS) as a research area has appeared to improve the level of personalization in recommendation. On the other hand, this new scenario in which users have their mobile devices with them all the time offers the possibility of looking into new ways of making recommendations. Evolving the traditional user request-response pattern to a proactive approach is now possible as a result of this rich contextual scenario. Thus, the key idea is that recommendations are made to the user when the current situation is appropriate, attending to the available contextual information without an explicit user request being necessary. This dissertation proposes a set of models, algorithms and methods to incorporate proactivity into mobile CARS, while the impact of proactivity is studied in terms of user experience to extract significant outcomes as to "what", "when" and "how" proactive recommendations have to be notified to users. To this end, the development of this dissertation starts from the proposal of a general architecture for building mobile CARS in scenarios with rich social data along with a new way of managing a recommendation process through a REST interface to make this architecture multi-device and cross-platform compatible. Details as regards its implementation and evaluation in a Spanish banking scenario are provided to validate its usefulness and user acceptance. After that, a novel model is presented for proactivity in mobile CARS which shows the key ideas related to decide when a situation warrants a proactive recommendation by establishing algorithms that represent the relationship between the appropriateness of a situation and the suitability of the candidate items to be recommended. A validation of these ideas in the area of e-learning authoring tools is also presented. Following the previous model, this dissertation presents the design and implementation of new mobile user interfaces for proactive notifications. The results of an evaluation among users testing these novel interfaces is also shown to study the impact of proactivity in the user experience of mobile CARS, while significant factors associated to proactivity are also identified. The last stage of this dissertation merges the previous outcomes to design a new methodology to calculate the appropriateness of a situation so as to incorporate proactivity into mobile CARS. Additionally, this work provides details about its validation in a European e-learning social network in which the whole architecture and proactive recommendation model together with its methods have been implemented. Finally, this dissertation opens up a discussion about the conclusions obtained throughout this research, resulting in useful information from the different design and implementation stages of proactive mobile CARS.

Application of user-centered design in the development of an atomated/assisted testing system for self-service devices

Automated Teller Machines (ATMs) are sensitive self-service systems that require important investments in security and testing. ATM certifications are testing processes for machines that integrate software components from different vendors and are performed before their deployment for public use. This project was originated from the need of optimization of the certification process in an ATM manufacturing company. The process identifies compatibility problems between software components through testing. It is composed by a huge number of manual user tasks that makes the process very expensive and error-prone. Moreover, it is not possible to fully automate the process as it requires human intervention for manipulating ATM peripherals. This project presented important challenges for the development team. First, this is a critical process, as all the ATM operations rely on the software under test. Second, the context of use of ATMs applications is vastly different from ordinary software. Third, ATMs’ useful lifetime is beyond 15 years and both new and old models need to be supported. Fourth, the know-how for efficient testing depends on each specialist and it is not explicitly documented. Fifth, the huge number of tests and their importance implies the need for user efficiency and accuracy. All these factors led us conclude that besides the technical challenges, the usability of the intended software solution was critical for the project success. This business context is the motivation of this Master Thesis project. Our proposal focused in the development process applied. By combining user-centered design (UCD) with agile development we ensured both the high priority of usability and the early mitigation of software development risks caused by all the technology constraints. We performed 23 development iterations and finally we were able to provide a working solution on time according to users’ expectations. The evaluation of the project was carried out through usability tests, where 4 real users participated in different tests in the real context of use. The results were positive, according to different metrics: error rate, efficiency, effectiveness, and user satisfaction. We discuss the problems found, the benefits and the lessons learned in the process. Finally, we measured the expected project benefits by comparing the effort required by the current and the new process (once the new software tool is adopted). The savings corresponded to 40% less effort (man-hours) per certification. Future work includes additional evaluation of product usability in a real scenario (with customers) and the measuring of benefits in terms of quality improvement.