Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series

The likelihood ratio test of cointegration rank is the most widely used test for cointegration. Many studies have shown that its finite sample distribution is not well approximated by the limiting distribution. The article introduces and evaluates by Monte Carlo simulation experiments bootstrap and fast double bootstrap (FDB) algorithms for the likelihood ratio test. It finds that the performance of the bootstrap test is very good. The more sophisticated FDB produces a further improvement in cases where the performance of the asymptotic test is very unsatisfactory and the ordinary bootstrap does not work as well as it might. Furthermore, the Monte Carlo simulations provide a number of guidelines on when the bootstrap and FDB tests can be expected to work well. Finally, the tests are applied to US interest rates and international stock prices series. It is found that the asymptotic test tends to overestimate the cointegration rank, while the bootstrap and FDB tests choose the correct cointegration rank.

A cost effective pipelined divider for double precision floating point number

he growth of high-performance application in computer graphics, signal processing and scientific computing is a key driver for high performance, fixed latency; pipelined floating point dividers. Solutions available in the literature use large lookup table for double precision floating point operations.In this paper, we propose a cost effective, fixed latency pipelined divider using modified Taylor-series expansion for double precision floating point operations. We reduce chip area by using a smaller lookup table. We show that the latency of the proposed divider is 49.4 times the latency of a full-adder. The proposed divider reduces chip area by about 81% than the pipelined divider in [9] which is based on modified Taylor-series.

Fiber Bragg grating magnetic field sensor

In this paper we demonstrate experimentally a magnetic field sensor using a fiber Bragg grating. The shift in the Bragg condition as a result of strain applied on the fiber mounted on a nickel base by the magnetic field gives an indirect measure of the field. The proposed method overcomes the need for long fiber lengths required in methods such as Faraday effect sensors.

Double time window targeting technique: Real-time DMRG dynamics in the Pariser-Parr-Pople model

We present a generalized adaptive time-dependent density matrix renormalization-group (DMRG) scheme, called the double time window targeting (DTWT) technique, which gives accurate results with nominal computational resources, within reasonable computational time. This procedure originates from the amalgamation of the features of pace keeping DMRG algorithm, first proposed by Luo et al. [Phys. Rev. Lett. 91, 049701 (2003)] and the time-step targeting algorithm by Feiguin and White [Phys. Rev. B 72, 020404 (2005)]. Using the DTWT technique, we study the phenomena of spin-charge separation in conjugated polymers (materials for molecular electronics an spintronics), which have long-range electron-electron interactions and belong to the class of strongly correlated low-dimensional many-body systems. The issue of real-time dynamics within the Pariser-Parr-Pople (PPP) model which includes long-range electron correlations has not been addressed in the literature so far. The present study on PPP chains has revealed that, (i) long-range electron correlations enable both the charge and spin degree of freedom of the electron, to propagate faster in the PPP model compared to Hubbard model, (ii) for standard parameters of the PPP model as applied to conjugated polymers, the charge velocity is almost twice that of the spin velocity, and (iii) the simplistic interpretation of long-range correlations by merely renormalizing the U value of the Hubbard model fails to explain the dynamics of doped holes/electrons in the PPP model.

Comparison of compressive properties of fiber-free and fiber-bearing syntactic foams

The comparative compressive properties of syntactic foam with and without the inclusion of E-glass fibers in the form of chopped strands are reported. The effort pointed to the fact that the fiber-free syntactic foam had a higher compressive strength than the fiber-bearing one whereas as regards the moduli values they did not differ much. The difference in strength is correlated with the amount of voids present in two foams. The scope of the work was further expanded by including scanning electron microscopy for examining: the surface features of samples prior to and after compression test.

Simultaneous Measurement of Strain and Temperature using Type I and Pre-strained Fiber Bragg Gratings

Strain and temperature sensitivities of a type I Bragg grating inscribed in a germania doped silica fiber, fabricated under normal conditions and zero strain, are compared with that of a Bragg grating inscribed under pre-strained condition. The results obtained reveal that the strain and temperature sensitivities of the two gratings are different. Based on these results, we demonstrate a technique which enables discrimination of strain and temperature in a Fiber Bragg Grating (FBG) with a linear response. The present technique allows for an easy implementation of the sensor by providing a direct access to the grating region in the fiber and demands only a simple interrogation system.

Detection of Tsunami Wave Generation and Propagation Using Fiber Bragg Grating Sensors

This paper describes the design and development of a Fiber Bragg Grating (FBG) sensor system for monitoring tsunami waves generated in the deep ocean. An experimental setup was designed and fabricated to simulate the generation and propagation of a tsunami wave. The characteristics and efficiency of the developed FBG sensor was evaluated with a standard commercial Digiquartz sensor. For real time monitoring of tsunami waves, FBG sensors bonded to a cantilever is used and the wavelength shifts (Delta lambda(B)) in the reflected spectra resulting from the strain/pressure imparted on the FBGs have been recorded using a high-speed Micron Optics FBG interrogation system. The parameters sensed are the signal burst during tsunami generation and pressure variations at different places as the tsunami wave propagates away from the source of generation. The results obtained were compared with the standard commercial sensor used in tsunami detection. The observations suggest that the FBG sensor was highly sensitive and free from many of the constraints associated with the commercial tsunameter.

Double diffusive unsteady free convection on two-dimensional and axisymmetric bodies in a porous medium

The unsteady laminar free convection flow of an incompressible electrically conducting fluid over two-dimensional and axisymmetric bodies embedded in a highly porous medium with an applied magnetic field has been studied. The unsteadiness in the flow field is caused by the variation of the wall temperature and concentration with time. The coupled nonlinear partial differential equations with three independent variables have been solved numerically using an implicit finite-difference scheme in combination with the quasilinearization technique. It is observed that the skin friction, heat transfer and mass transfer increase with the permeability parameter but decrease with the magnetic parameter. The results are strongly dependent on the variation of wall temperature and concentration with time. The skin friction and heat transfer increase or decrease as the buoyancy forces from species diffusion assist or oppose the thermal buoyancy force. However, the mass transfer is found to be higher for small values of the ratio of the buoyancy parameters than for large values

Sociolinguistic Implications of Narratology: Focalization and ‘Double Deixis’ in Conversational Storytelling

Over the last few decades, literary narratology has branched out into a wide array of ‘post-classical’ narratologies that have borrowed concepts from cognitive psychology, sociology, anthropology, history, linguistics, and other disciplines. The question arises to what extent ‘classical’ narratological concepts can also be successfully exported to other disciplines which have an interest in narrative. In this article, I apply the concept of ‘focalization’ as well as David Herman’s insights into doubly-deictic ‘you’ in second-person narratives to an interview narrative and further materials from my empirical sociolinguistic study on general practitioners’ narrative discourse on intimate partner abuse. I consider how the narrative positioning of the GP as storyteller and ‘protagonist’ of his story corresponds with his social and professional positioning with regard to his patients in the context of intimate partner violence cases and vis-à-vis the interviewer during the research interview. Focalization and double deixis are shown to become part of a narrative strategy whereby the narrator distances himself from his own personal self in the narrative and at the same time tries to align the interviewer with his viewpoint.

Unsteady mixed convection with double diffusion over a horizontal cylinder and a sphere within a porous medium

The combined effects of the permeability of the medium, magnetic field, buoyancy forces and dissipation on the unsteady mixed convection flow over a horizontal cylinder and a sphere embedded in a porous medium have been studied. The nonlinear coupled partial differential equations with three independent variables have been solved numerically using an implicit finite-difference scheme in combination with the quasilinearization technique. The skin friction, heat transfer and mass transfer increase with the permeability of the medium, magnetic field and buoyancy parameter. The heat and mass transfer continuously decrease with the stream-wise distance, whereas the skin friction increases from zero, attains a maximum and then decreases to zero. The skin friction, heat transfer and mass transfer are significantly affected by the free stream velocity distribution. The effect of dissipation parameter is found to be more pronounced on the heat transfer than on the skin friction and mass transfer

Antibodies raised against denatured DNA bind to double-stranded DNA

Antibodies raised against denatured DNA complexed with methylated bovine serum albumin have been reported to react with ssDNA but not with dsDNA. Using a highly sensitive avidin-biotin microELISA, we report that such antibodies also bind to dsDNA. Antibodies which reacted with ssDNA and dsDNA were found to be IgG type. The antibodies did not react with tRNA and rRNA. The binding of antibodies to dsDNA was partially inhibited dy individual deoxyribonucleotides. ssDNA as well as dsDNA inhibited the binding of antibodies to dsDNA. The binding of these antibodies to supercoiled and relaxed forms of pBR322 DNA was demonstrated by gel retardation assay. The cross-reaction with ssDNA was observed even after affinity purification on native DNA-cellulose. The antibodies were also shown to bind to poly(dA-dT)·poly(dA-dT)

A novel fiber-coated strong base-type anion exchanger with superfast kinetics. Removal and recovery of silver thiosulfate from aqueous solutions

A commercial acrylic fiber with 92% (w/w) acrylonitrile content was partially hydrolyzed converting a fraction of the nitrile (-CN) groups to carboxylic acid (-COOH) groups, to coat the fiber with polyethylenimine (PEI) resin, which was then crosslinked with glutaraldehyde and further quaternized with ethyl chloroacetate to produce a novel strong-base anionic exchanger in the form of fiber. Designated as PAN(QPEI.XG)(Cl-), the fibrous sorbent was compared with a commercial bead-form resin Amberlite IRA-458(Cl-) in respect of sorption capacity, selectivity, and kinetics for removal of silver thiosulfate complexes from aqueous solutions. Though the saturation level of [Ag(S2O3)(2)](3-) on PAN(QPEI.XG)(Cl-) is considerably less than that on IRA-458(Cl-), the gel-coated fibrous sorbent exhibits, as compared to the bead-form sorbent, a significantly higher sorption selectivity for the silver thiosulfate complex in the presence of excess of other anions Such as S2O32-, SO42-, and Cl-, and a remarkably faster rate of both sorption and stripping. The initial uptake of the sorbate by the fibrous sorbent is nearly instantaneous, reaching up to similar to 80% of the saturation capacity within 10 s, as compared to only similar to 12% on the bead-form sorbent. The high initial rate of uptake fits a shell-core kinetic model for sorption on fiber of cylindrical geometry. With 4M HCl, the stripping of the sorbed silver complex from the fibrous sorbent is clean and nearly instantaneous, while, in contrast, a much slower rate of stripping on the bead-form sorbent leads to its fouling due to a slow decomposition of the silver thiosulfate complex in the acidic medium.

Effect of various factors influencing the delamination behavior of surfactant intercalated layered double hydroxides

The delamination-restacking behavior of a number of layered double hydroxides (LDHs) differing in [M-II]/[M-III] ratio, constituent metal ions and intercalated surfactant anions in different organic solvents has been studied. Colloidal dispersion due to delamination and the stability of the colloid obtained have been found to be not affected much by the nature of the constituent metal ions but increase with increase in the size of the surfactant anion. LDHs with low [M-II]/[M-III] ratio delaminate better than the ones with high [M-II]/[M-III] ratio. Delamination is best in alcohols such as 1-butanol, 1-hexanol, 1-octanol and I-decanol, while a little delamination occurs in nonpolar solvents such as hexane. In all the cases, the original layered solid could be obtained through restacking of layers from the colloidal dispersion.