Bubble detection in Brazil’s stock market: application of the generalized superior augmented Dickey-Fuller test

Considering the importance of the proper detection of bubbles in financial markets for policymakers and market agents, we used two techniques described in Diba and Grossman (1988b) and in Phillips, Shi, and Yu (2015) to detect periods of exuberance in the recent history of the Brazillian stock market. First, a simple cointegration test is applied. Secondly, we conducted several augmented, right-tailed Dickey-Fuller tests on rolling windows of data to determine the point in which there’s a structural break and the series loses its stationarity.

Using a problem detection study (PDS) to identify and compare health care provider and consumer views of antihypertensive therapy

The objectives of this study were to ascertain consumer knowledge and behaviour about hypertension and treatment and to compare these with health care providers' perceptions (of 'most' consumers). The design for the study was a problem detection study (PDS): focus groups and then survey. Focus groups and survey participants were convenience samples of consumers, doctors, nurses and pharmacists. The main outcome measures were agreement on a 5-point Likert scale with statements about consumers' knowledge and behaviour about high blood pressure and medication. The survey identified areas of consensus and disagreement between consumers and health providers. While general knowledge and concordance with antihypertensive therapy among consumers was good, consequences such as eye and kidney disease, interactions with herbal medicines, and how to deal with missing a dose were less well known. Side effects were a problem for over one-quarter of participants, and cost was a problem in continuing therapy. Half the consumers had not received sufficient written information. Providers overall disagreed that most consumers have an adequate understanding of the condition. They agreed that most consumers adhere to therapy and can manage medicines; and about their own profession's role in information provision and condition management. Consumers confirmed positive provider behaviour, suggesting opportunities for greater communication between providers about actions taken with their consumers. In conclusion, the PDS methodology was useful in identifying consumer opinions. Differences between consumer and provider responses were marked, with consumers generally rating their knowledge and behaviour above providers' ratings of 'most' consumers. There are clear gaps to be targeted to improve the outcomes of hypertension therapy.

Mapping hippocampal and ventricular change in Alzheimer disease

We developed an anatomical mapping technique to detect hippocampal and ventricular changes in Alzheimer disease (AD). The resulting maps are sensitive to longitudinal changes in brain structure as the disease progresses. An anatomical surface modeling approach was combined with surface-based statistics to visualize the region and rate of atrophy in serial MRI scans and isolate where these changes link with cognitive decline. Fifty-two high-resolution MRI scans were acquired from 12 AD patients (age: 68.4 +/- 1.9 years) and 14 matched controls (age: 71.4 +/- 0.9 years), each scanned twice (2.1 +/- 0.4 years apart). 3D parametric mesh models of the hippocampus and temporal horns were created in sequential scans and averaged across subjects to identify systematic patterns of atrophy. As an index of radial atrophy, 3D distance fields were generated relating each anatomical surface point to a medial curve threading down the medial axis of each structure. Hippocampal atrophic rates and ventricular expansion were assessed statistically using surface-based permutation testing and were faster in AD than in controls. Using color-coded maps and video sequences, these changes were visualized as they progressed anatomically over time. Additional maps localized regions where atrophic changes linked with cognitive decline. Temporal horn expansion maps were more sensitive to AD progression than maps of hippocampal atrophy, but both maps correlated with clinical deterioration. These quantitative, dynamic visualizations of hippocampal atrophy and ventricular expansion rates in aging and AD may provide a promising measure to track AD progression in drug trials. (C) 2004 Elsevier Inc. All rights reserved.

A picrotoxin-specific conformational change in the glycine receptor M2-M3 loop.

The external loop linking the M2 and M3 transmembrane domains is crucial for coupling agonist binding to channel gating in the glycine receptor chloride channel (GlyR). A substituted cysteine accessibility scan previously showed that glycine activation increased the surface accessibility of 6 contiguous residues (Arg(271) Lys(276)) toward the N-terminal end of the homomeric alpha 1 GlyR M2 - M3 loop. In the present study we used a similar approach to determine whether the allosteric antagonist, picrotoxin, could impose conformational changes to this domain that cannot be induced by varying agonist concentrations alone. Picrotoxin slowed the reaction rate of a sulfhydryl-containing compound ( MTSET) with A272C, S273C, and L274C. Before interpreting this as a picrotoxin-specific conformational change, it was necessary to eliminate the possibility of steric competition between picrotoxin and MTSET. Accordingly, we showed that picrotoxin and the structurally unrelated blocker, bilobalide, were both trapped in the R271C GlyR in the closed state and that a point mutation to the pore-lining Thr(6') residue abolished inhibition by both compounds. We also demonstrated that the picrotoxin dissociation rate was linearly related to the channel open probability. These observations constitute a strong case for picrotoxin binding in the pore. We thus conclude that the picrotoxin-specific effects on the M2 - M3 loop are mediated allosterically. This suggests that the M2 - M3 loop responds differently to the occupation of different binding sites.

Assessment of statistical change criteria used to define significant change in neuropsychological test performance following cardiac surgery

Objective: This paper compares four techniques used to assess change in neuropsychological test scores before and after coronary artery bypass graft surgery (CABG), and includes a rationale for the classification of a patient as overall impaired. Methods: A total of 55 patients were tested before and after surgery on the MicroCog neuropsychological test battery. A matched control group underwent the same testing regime to generate test–retest reliabilities and practice effects. Two techniques designed to assess statistical change were used: the Reliable Change Index (RCI), modified for practice, and the Standardised Regression-based (SRB) technique. These were compared against two fixed cutoff techniques (standard deviation and 20% change methods). Results: The incidence of decline across test scores varied markedly depending on which technique was used to describe change. The SRB method identified more patients as declined on most measures. In comparison, the two fixed cutoff techniques displayed relatively reduced sensitivity in the detection of change. Conclusions: Overall change in an individual can be described provided the investigators choose a rational cutoff based on likely spread of scores due to chance. A cutoff value of ≥20% of test scores used provided acceptable probability based on the number of tests commonly encountered. Investigators must also choose a test battery that minimises shared variance among test scores.

Rapid detection of a chromosomally mediated penicillin resistance-associated ponA mutation in Neisseria gonorrhoeae using a real-time PCR assay

The recent emergence of a decreased susceptibility of Neisseria gonorrhoeae strains to penicillin in New Caledonia has lead clinicians to operate a change in the treatment strategy. In addition, this important health issue has emphasized the need for a rapid means of detecting penicillin resistance in N. gonorrhoeae in order to select an effective treatment and limit the spread of resistant strains. In recent years, the use of fluorescence resonance energy transfer on the LightCycler has proven to be a valuable tool for the screening of mutations occurring in the genome of various microorganisms. In this study, we developed a real-time PCR assay coupled with a fluorometric hybridization probes system to detect a penicillin resistance-associated mutation on the N. gonorrhoeae ponA gene. Following an extensive evaluation involving 136 isolates, melting curve analysis correctly evidenced a 5 degrees C T-m shift in all N. gonorrhoeae strains possessing this mutation, as determined by conventional sequencing analysis. Moreover, the mutation profiles obtained with the real-time PCR showed good correlation with the pattern of penicillin susceptibility generated with classical antibiograms. Overall, our molecular assay allowed an accurate and reproducible determination of the susceptibility to penicillin corresponding to a mutation present in all chromosomally mediated resistant strains of N. gonorrhoeae.

Capacity limits for the detection of changing visual features

Capacity limits in visual attention have traditionally been studied using static arrays of elements from which an observer must detect a target defined by a certain visual feature or combination of features. In the current study we use this visual search paradigm, with accuracy as the dependent variable, to examine attentional capacity limits for different visual features undergoing change over time. In Experiment 1, detectability of a single changing target was measured under conditions where the type of change (size, speed, colour), the magnitude of change, the set size and homogeneity of the unchanging distractors were all systematically varied. Psychometric function slopes were calculated for different experimental conditions and ‘change thresholds’extracted from these slopes were used in Experiment 2, in which multiple supra-threshold changes were made, simultaneously, either to a single or to two or three different stimulus elements. These experiments give an objective psychometric paradigm for measuring changes in visual features over time. Results favour object-based accounts of visual attention, and show consistent differences in the allocation of attentional capacity to different perceptual dimensions.

Distance measurement using the change in junction voltage across a laser diode due to the self-mixing effect

Conventional detection scheme for self-mixing sensors uses an integrated photodiode within the laser package to monitor the self mixing signal. This arrangement can be simplified by directly obtaining the self-mixing signals across the laser diode itself and omitting the photodiode. This work reports on a Vertical-Cavity Surface-Emitting Laser (VCSEL) based selfmixing sensor using the laser junction voltage to obtain the selfmixing signal. We show that the same information can be obtained with only minor changes to the extraction circuitry leading to potential cost saving with reductions in component costs and complexity and significant increase in bandwidth favoring high speed modulation. Experiments using both photo current and voltage detection were carried out and the results obtained show good agreement with the theory.

Voices of lay principals: Promoting a Catholic character and culture in schools in an era of change

This paper reports a qualitative study of the practice of leadership in Catholic schools to ascertain the perceptions of lay principals, who as positional leaders play a critical role in embracing and creatively rebuilding the Catholic vision of life within the reality that the Catholic school principalship is now a ministry of the laity. The methodology included semi-structured interviews, field notes, reflexive journals, direct observation, and document nalysis. The study examined both individual human behaviour and the structure of the social order in Catholic schools. The findings point towards successful leadership in Catholic schools being highly influenced by the cultural and spiritual capital that a principal brings to a school signifying a fundamental importance of appointing principals who are not only professionally competent but spiritually as well. In an era of unprecedented social, educational and ecclesial change, and with an ever widening role description, lay principals are challenged to redefine and re-articulate their Catholic character and identity, and will need to look for new ways to make this explicit. Embracing a new leadership paradigm of shared leadership, the preparation and on-going formation of lay principals were identified as critical for the continuance of the Catholic school’s distinctive mission in the future.

Efficient Bayesian inference for learning in the Ising linear perceptron and signal detection in CDMA

Efficient new Bayesian inference technique is employed for studying critical properties of the Ising linear perceptron and for signal detection in code division multiple access (CDMA). The approach is based on a recently introduced message passing technique for densely connected systems. Here we study both critical and non-critical regimes. Results obtained in the non-critical regime give rise to a highly efficient signal detection algorithm in the context of CDMA; while in the critical regime one observes a first-order transition line that ends in a continuous phase transition point. Finite size effects are also studied. © 2006 Elsevier B.V. All rights reserved.

Bringing hope to crisis: critical thinking, ethical action and social change

This paper departs from this point to consider whether and how crisis thinking contributes to practices of affirmative critique and transformative social action in late-capitalist societies. I argue that different deployments of crisis thinking have different ‘affect-effects’ and consequences for ethical and political practice. Some work to mobilize political action through articulating a politics of fear, assuming that people take most responsibility for the future when they fear the alternatives. Other forms of crisis thinking work to heighten critical awareness by disrupting existential certainty, asserting an ‘ethics of ambiguity’ which assumes that the continuous production of uncertain futures is a fundamental part of the human condition (de Beauvoir, 2000). In this paper, I hope to illustrate that the first deployment of crisis thinking can easily justify the closing down of political debate, discouraging radical experimentation and critique for the sake of resolving problems in a timely and decisive way. The second approach to crisis thinking, on the other hand, has greater potential to enable intellectual and political alterity in everyday life—but one that poses considerable challenges for our understandings of and responses to climate change...

Optical fibre sensors with applications in gas and biological sensing

This thesis describes the study of various grating based optical fibre sensors for applications in refractive index sensing. The sensitivity of these sensors has been studied and in some cases enhanced using novel techniques. The major areas of development are as follows. The sensitivity of long period gratings (LPGs) to surrounding medium refractive index (SRI) for various periods was investigated. The most sensitive period of LPG was found to be around 160 µm and this was due to the core mode coupling to a single cladding mode but phase matching at two wavelength locations, creating two attenuation peaks, close to the waveguide dispersion turning point. Large angle tilted fibre gratings (TFGs) have similar behaviour to LPGs, in that they couple to the co-propagating cladding modes. The tilted structure of the index modulation within the core of the fibre gives rise to a polarisation dependency, differing the large angle TFG from a LPG. Since the large angle TFG couple to the cladding mode they are SRI sensitive, the sensitivity to SRI can be further increased through cladding etching using HF acid. The thinning of the cladding layer caused a reordering of the cladding modes and shifted to more SRI sensitive cladding modes as the investigation discovered. In a SRI range of 1.36 to 1.40 a sensitivity of 506.9 nm/URI was achieved for the etched large angle TFG, which is greater than the dual resonance LPG. UV inscribed LPGs were coated with sol-gel materials with high RIs. The high RI of the coating caused an increase in cladding mode effective index which in turn caused an increase in the LPG sensitivity to SRI. LPGs of various periods of LPG were coated with sol-gel TiO2 and the optimal thickness was found to vary for each period. By coating of the already highly SRI sensitive 160µm period LPG (which is a dual resonance) with a sol-gel TiO2, the SRI sensitivity was further increased with a peak value of 1458 nm/URI, which was an almost 3 fold increase compared to the uncoated LPG. LPGs were also inscribed using a femtosecond laser which produced a highly focused index change which was no uniform throughout the core of the optical fibre. The inscription technique gave rise to a large polarisation sensitivity and the ability to couple to multiple azimuthal cladding mode sets, not seen with uniform UV inscribed gratings. Through coupling of the core mode to multiple sets of cladding modes, attenuation peaks with opposite wavelength shifts for increasing SRI was observed. Through combining this opposite wavelength shifts, a SRI sensitivity was achieved greater than any single observed attenuations peak. The maximum SRI achieved was 1680 nm/URI for a femtosecond inscribed LPG of period 400 µm. Three different types of surface plasmon resonance (SPR) sensors with a multilayer metal top coating were investigated in D shape optical fibre. The sensors could be separated into two types, utilized a pre UV inscribed tilted Bragg grating and the other employed a post UV exposure to generate surface relief grating structure. This surface perturbation aided the out coupling of light from the core but also changed the sensing mechanism from SPR to localised surface plasmon resonance (LSPR). This greatly increased the SRI sensitivity, compared to the SPR sensors; with the gold coated top layer surface relief sensor producing the largest SRI sensitivity of 2111.5nm/URI was achieved. While, the platinum and silver coated top layer surface relief sensors also gave high SRI sensitivities but also the ability to produce resonances in air (not previously seen with the SPR sensors). These properties were employed in two applications. The silver and platinum surface relief devices were used as gas sensors and were shown to be capable of detecting the minute RI change of different gases. The calculated maximum sensitivities produced were 1882.1dB/URI and 1493.5nm/URI for silver and platinum, respectively. Using a DFB laser and power meter a cheap alternative approach was investigated which showed the ability of the sensors to distinguish between different gases and flow rates of those gases. The gold surface relief sensor was coated in a with a bio compound called an aptamer and it was able to detect various concentrations of a biological compound called Thrombin, ranging from 1mM to as low as 10fM. A solution of 2M NaCl was found to give the best stripping results for Thrombin from the aptamer and showed the reusability of the sensor. The association and disassociation constants were calculated to be 1.0638×106Ms-1 and 0.2482s-1, respectively, showing the high affinity of the Aptamer to thrombin. This supports existing working stating that aptamers could be alternative to enzymes for chemical detection and also helps to explain the low detection limit of the gold surface relief sensor.

The influence of fixation points on contrast detection and discrimination of patches of grating: Masking and facilitation

The use of fixation points (FPs) in visual psychophysics is common practice, though the costs and benefits of different fixation regimens have not been compared. Here we investigate the influence of several different types of FP configurations on the contrast detection of patches of sine-wave gratings. We find that for small targets (1°), the addition of a superimposed central FP can increase thresholds by a factor of 1.3 (2.5 dB) in comparison with no FP, and a factor of 1.5 (3.6 dB) in comparison with FPs that surround the target. These results are consistent with (i) a suppressive influence on the central region of the target from a central FP, and (ii) facilitatory influences from surrounding FPs. Our analysis of the slope of the psychometric function suggests that the facilitatory influence is not due to reduction of uncertainty. Plausible candidate causes for the facilitation are: (i) sensory interactions, (ii) aids to ocular accommodation and convergence, (iii) a reduction in eye-movements and (iv) more accurate placement of the observer’s window of attention. Masking by a central FP is not found for the suprathreshold task of contrast discrimination, suggesting that the masking effects of pedestal and FP do not combine linearly. This means that estimates of the level of masking produced by a contrast pedestal can depend on the details of the fixation point.

Analytical techniques for the study of soft contact lens spoilation

Soft contact lens wear has become a common phenomenon in recent times. The contact lens when placed in the eye rapidly undergoes change. A film of biological material builds up on and in the lens matrix. The long term wear characteristics of the lens ultimately depend on this process. With time distinct structures made up of biological material have been found to build up on the lens. A fuller understanding of this process and how it relates to the lens chemistry could lead to contact lenses that are better tolerated by the eye. The tear film is a complex biological fluid, it is this fluid that bathes the lens during wear. It is reasonable to suppose that it is material derived from this source that accumulates on the lens. To understand this phenomenon it was decided to investigate the make up and conformation of the protein species that are found on and in the lens. As inter individual variations in tear fluid composition have been found it is important to be able to study the proteins on a single lens. Many of the analytical techniques used in bio research are not suitable for this study because of the lack of sensitivity. Work with poly acrylamide electrophoresis showed the possibility of analyzing the proteins extracted from a single lens. The development of a biotin avidin electro-blot and an enzyme linked aniibody electro-blot, lead to the high sensitivity detection and identification of the proteins present. The extraction of proteins from a lens is always incomplete. A method that analyses the proteins in situ would be a great advancement. Fourier transform infra red microscopy was developed to a point where a thin section of a contact lens could yield information about the proteins present and their conformation. The three dimensional structure of the gross macroscopic structures termed white spots was investigated using confocal laser microscopy.

A novel detection method for determining a surgeon's fatigue and hand tremor

The thesis presents new methodology and algorithms that can be used to analyse and measure the hand tremor and fatigue of surgeons while performing surgery. This will assist them in deriving useful information about their fatigue levels, and make them aware of the changes in their tool point accuracies. This thesis proposes that muscular changes of surgeons, which occur through a day of operating, can be monitored using Electromyography (EMG) signals. The multi-channel EMG signals are measured at different muscles in the upper arm of surgeons. The dependence of EMG signals has been examined to test the hypothesis that EMG signals are coupled with and dependent on each other. The results demonstrated that EMG signals collected from different channels while mimicking an operating posture are independent. Consequently, single channel fatigue analysis has been performed. In measuring hand tremor, a new method for determining the maximum tremor amplitude using Principal Component Analysis (PCA) and a new technique to detrend acceleration signals using Empirical Mode Decomposition algorithm were introduced. This tremor determination method is more representative for surgeons and it is suggested as an alternative fatigue measure. This was combined with the complexity analysis method, and applied to surgically captured data to determine if operating has an effect on a surgeon’s fatigue and tremor levels. It was found that surgical tremor and fatigue are developed throughout a day of operating and that this could be determined based solely on their initial values. Finally, several Nonlinear AutoRegressive with eXogenous inputs (NARX) neural networks were evaluated. The results suggest that it is possible to monitor surgeon tremor variations during surgery from their EMG fatigue measurements.