An Empirical Study of the Mixture of Time and Movements in Prices

This paper investigates the persistent pattern in the Helsinki Exchanges. The persistent pattern is analyzed using a time and a price approach. It is hypothesized that arrival times are related to movements in prices. Thus, the arrival times are defined as durations and formulated as an Autoregressive Conditional Duration (ACD) model as in Engle and Russell (1998). The prices are defined as price changes and formulated as a GARCH process including duration measures. The research question follows from market microstructure predictions about price intensities defined as time between price changes. The microstructure theory states that long transaction durations might be associated with both no news and bad news. Accordingly, short durations would be related to high volatility and long durations to low volatility. As a result, the spread will tend to be larger under intensive moments. The main findings of this study are 1) arrival times are positively autocorrelated and 2) long durations are associated with low volatility in the market.

Gauge Field Theories, Quantum Space-Time and Some Applications

In this thesis, the possibility of extending the Quantization Condition of Dirac for Magnetic Monopoles to noncommutative space-time is investigated. The three publications that this thesis is based on are all in direct link to this investigation. Noncommutative solitons have been found within certain noncommutative field theories, but it is not known whether they possesses only topological charge or also magnetic charge. This is a consequence of that the noncommutative topological charge need not coincide with the noncommutative magnetic charge, although they are equivalent in the commutative context. The aim of this work is to begin to fill this gap of knowledge. The method of investigation is perturbative and leaves open the question of whether a nonperturbative source for the magnetic monopole can be constructed, although some aspects of such a generalization are indicated. The main result is that while the noncommutative Aharonov-Bohm effect can be formulated in a gauge invariant way, the quantization condition of Dirac is not satisfied in the case of a perturbative source for the point-like magnetic monopole.

Noncommutative Quantum Field Theory : Problem of Time and Some Applications

In this thesis the current status and some open problems of noncommutative quantum field theory are reviewed. The introduction aims to put these theories in their proper context as a part of the larger program to model the properties of quantized space-time. Throughout the thesis, special focus is put on the role of noncommutative time and how its nonlocal nature presents us with problems. Applications in scalar field theories as well as in gauge field theories are presented. The infinite nonlocality of space-time introduced by the noncommutative coordinate operators leads to interesting structure and new physics. High energy and low energy scales are mixed, causality and unitarity are threatened and in gauge theory the tools for model building are drastically reduced. As a case study in noncommutative gauge theory, the Dirac quantization condition of magnetic monopoles is examined with the conclusion that, at least in perturbation theory, it cannot be fulfilled in noncommutative space.

Mechanism-based inhibition of CYP2C8 by gemfibrozil in humans : characterisation of time and dose relationships

Drug-drug interactions may cause serious, even fatal clinical consequences. Therefore, it is important to examine the interaction potential of new chemical entities early in drug development. Mechanism-based inhibition is a pharmacokinetic interaction type, which causes irreversible loss of enzyme activity and can therefore lead to unusually profound and long-lasting consequences. The in vitro in vivo extrapolation (IVIVE) of drug-drug interactions caused by mechanism-based inhibition is challenging. Consequently, many of these interactions have remained unrecognised for many years. The concomitant use of the fibrate-class lipid-lowering agent gemfibrozil increases the concentrations of some drugs and their effects markedly. Even fatal cases of rhabdomyolysis occurred in patients administering gemfibrozil and cerivastatin concomitantly. One of the main mechanisms behind this effect is the mechanism-based inhibition of the cytochrome P450 (CYP) 2C8 enzyme by a glucuronide metabolite of gemfibrozil leading to increased cerivastatin concentrations. Although the clinical use of gemfibrozil has clearly decreased during recent years, gemfibrozil is still needed in some special cases. To enable safe use of gemfibrozil concomitantly with other drugs, information concerning the time and dose relationships of CYP2C8 inhibition by gemfibrozil should be known. This work was carried out as four in vivo clinical drug-drug interaction studies to examine the time and dose relationships of the mechanism-based inhibitory effect of gemfibrozil on CYP2C8. The oral antidiabetic drug repaglinide was used as a probe drug for measuring CYP2C8 activity in healthy volunteers. In this work, mechanism-based inhibition of the CYP2C8 enzyme by gemfibrozil was found to occur rapidly in humans. The inhibitory effect developed to its maximum already when repaglinide was given 1-3 h after gemfibrozil intake. In addition, the inhibition was shown to abate slowly. A full recovery of CYP2C8 activity, as measured by repaglinide metabolism, was achieved 96 h after cessation of gemfibrozil treatment. The dose-dependency of the mechanism-based inhibition of CYP2C8 by gemfibrozil was shown for the first time in this work. CYP2C8 activity was halved by a single 30 mg dose of gemfibrozil or by twice daily administration of less than 30 mg of gemfibrozil. Furthermore, CYP2C8 activity was decreased over 90% by a single dose of 900 mg gemfibrozil or twice daily dosing of approximately 100 mg gemfibrozil. In addition, with the application of physiological models to the data obtained in the dose-dependency studies, the major role of mechanism-based inhibition of CYP2C8 in the interaction between gemfibrozil and repaglinide was confirmed. The results of this work enhance the proper use of gemfibrozil and the safety of patients. The information related to time-dependency of CYP2C8 inhibition by gemfibrozil may also give new insights in order to improve the IVIVE of the drug-drug interactions of new chemical entities. The information obtained by this work may be utilised also in the design of clinical drug-drug interaction studies in the future.

Time and Frequency Domain Finite Element Models for Axial Wave Analysis in Hyperelastic Rods

The propagation of axial waves in hyperelastic rods is studied using both time and frequency domain finite element models. The nonlinearity is introduced using the Murnaghan strain energy function and the equations governing the dynamics of the rod are derived assuming linear kinematics. In the time domain, the standard Galerkin finite element method, spectral element method, and Taylor-Galerkin finite element method are considered. A frequency domain formulation based on the Fourier spectral method is also developed. It is found that the time domain spectral element method provides the most efficient numerical tool for the problem considered.

Dependence of electron recombination time and light to electricity conversion efficiency on shape of the nanocrystal light sensitizer

Tunability of electron recombination time and light to electricity conversion efficiency to superior values in semiconductor sensitized solar cells via optimized design of nanocrystal light sensitizer shape is discussed here.

Polynomial time and parameterized approximation algorithms for boxicity

The boxicity (cubicity) of a graph G, denoted by box(G) (respectively cub(G)), is the minimum integer k such that G can be represented as the intersection graph of axis parallel boxes (cubes) in ℝ k . The problem of computing boxicity (cubicity) is known to be inapproximable in polynomial time even for graph classes like bipartite, co-bipartite and split graphs, within an O(n 0.5 − ε ) factor for any ε > 0, unless NP = ZPP. We prove that if a graph G on n vertices has a clique on n − k vertices, then box(G) can be computed in time n22O(k2logk) . Using this fact, various FPT approximation algorithms for boxicity are derived. The parameter used is the vertex (or edge) edit distance of the input graph from certain graph families of bounded boxicity - like interval graphs and planar graphs. Using the same fact, we also derive an O(nloglogn√logn√) factor approximation algorithm for computing boxicity, which, to our knowledge, is the first o(n) factor approximation algorithm for the problem. We also present an FPT approximation algorithm for computing the cubicity of graphs, with vertex cover number as the parameter.

Supplier selection based on supply chain ecosystem, performance and risk criteria

A supply chain ecosystem consists of the elements of the supply chain and the entities that influence the goods, information and financial flows through the supply chain. These influences come through government regulations, human, financial and natural resources, logistics infrastructure and management, etc., and thus affect the supply chain performance. Similarly, all the ecosystem elements also contribute to the risk. The aim of this paper is to identify both performances-based and risk-based decision criteria, which are important and critical to the supply chain. A two step approach using fuzzy AHP and fuzzy technique for order of preference by similarity to ideal solution has been proposed for multi-criteria decision-making and illustrated using a numerical example. The first step does the selection without considering risks and then in the next step suppliers are ranked according to their risk profiles. Later, the two ranks are consolidated into one. In subsequent section, the method is also extended for multi-tier supplier selection. In short, we are presenting a method for the design of a resilient supply chain, in this paper.

Study on the Effect of Dead Time and its Compensation for Bus-Clamping PWM Techniques

Dead-time is provided in between the gating signals of the top and bottom semiconductor switches in an inverter leg to prevent the shorting of DC bus. Due to this dead time, there is a significant unwanted change in the output voltage of the inverter. The effect is different for different pulse width modulation (PWM) methodologies. The effect of dead-time on the output fundamental voltage is studied theoretically as well as experimentally for bus-clamping PWM methodologies. Further, experimental observations on the effectiveness of dead-time compensation are presented.

A Novel Design Method for SOGI-PLL for Minimum Settling Time and Low Unit Vector Distortion

Phase-locked loops (PLLs) are necessary in grid connected systems to obtain information about the frequency, amplitude and phase of the grid voltage. In stationary reference frame control, the unit vectors of PLLs are used for reference generation. It is important that the PLL performance is not affected significantly when grid voltage undergoes amplitude and frequency variations. In this paper, a novel design for the popular single-phase PLL topology, namely the second-order generalized integrator (SOGI) based PLL is proposed which achieves minimum settling time during grid voltage amplitude and frequency variations. The proposed design achieves a settling time of less than 27.7 ms. This design also ensures that the unit vectors generated by this PLL have a steady state THD of less than 1% during frequency variations of the grid voltage. The design of the SOGI-PLL based on the theoretical analysis is validated by experimental results.

Sequence and conformational preferences at termini of alpha-helices in membrane proteins: Role of the helix environment

-helices are amongst the most common secondary structural elements seen in membrane proteins and are packed in the form of helix bundles. These -helices encounter varying external environments (hydrophobic, hydrophilic) that may influence the sequence preferences at their N and C-termini. The role of the external environment in stabilization of the helix termini in membrane proteins is still unknown. Here we analyze -helices in a high-resolution dataset of integral -helical membrane proteins and establish that their sequence and conformational preferences differ from those in globular proteins. We specifically examine these preferences at the N and C-termini in helices initiating/terminating inside the membrane core as well as in linkers connecting these transmembrane helices. We find that the sequence preferences and structural motifs at capping (Ncap and Ccap) and near-helical (N' and C') positions are influenced by a combination of features including the membrane environment and the innate helix initiation and termination property of residues forming structural motifs. We also find that a large number of helix termini which do not form any particular capping motif are stabilized by formation of hydrogen bonds and hydrophobic interactions contributed from the neighboring helices in the membrane protein. We further validate the sequence preferences obtained from our analysis with data from an ultradeep sequencing study that identifies evolutionarily conserved amino acids in the rat neurotensin receptor. The results from our analysis provide insights for the secondary structure prediction, modeling and design of membrane proteins. Proteins 2014; 82:3420-3436. (c) 2014 Wiley Periodicals, Inc.