Volatility transmission in global financial markets

As financial markets have become increasingly integrated internationally, the topic of volatility transmission across these markets has become more important. This thesis investigates how the volatility patterns of the world's main financial centres differ across foreign exchange, equity, and bond markets.

Purification of the major group 1 allergen from bahia grass pollen, Pas n 1

Background Group 1 grass pollen allergens are glycoproteins of the β-expansin family. They are a predominant component of pollen and are potent allergens with a high frequency of serum IgE reactivity in grass pollen-allergic patients. Bahia grass is distinct from temperate grasses and has a prolonged pollination period and wide distribution in warmer climates. Here we describe the purification of the group 1 pollen allergen, Pas n 1, from Bahia grass (Paspalum notatum), an important subtropical aeroallergen source. Methods Pas n 1 was purified from an aqueous Bahia grass pollen extract by ammonium sulphate precipitation, hydrophobic interaction and size exclusion chromatography, and assessed by one- and two-dimensional gel electrophoresis, immunoblotting and ELISA. Results Pas n 1 was purified to a single 29-kDa protein band containing two dominant isoforms detected by an allergen-specific monoclonal antibody and serum IgE of a Bahia grass pollen-allergic donor. The frequency of serum IgE reactivity with purified Pas n 1 in 51 Bahia grass pollen-allergic patients was 90.6%. Serum IgE reactivity with purified Pas n 1 was highly correlated with serum IgE reactivity with Bahia grass pollen extract and recombinant Pas n 1 (r = 0.821 and 0.913, respectively). Conclusions Pas n 1 is a major allergen reactive at high frequency with serum IgE of Bahia grass pollen-allergic patients. Purified natural Pas n 1 has utility for improved specific diagnosis and immunotherapy for Bahia grass pollen allergy.

Functional immunoglobulin E cross-reactivity between Pas n 1 of Bahia grass pollen and other group 1 grass pollen allergens

Background Grass pollens are major triggers of allergic rhinitis and asthma, but the immunological relationships between pollen allergens of the subtropical Bahia grass, Paspalum notatum, and temperate grasses are unresolved. Objective To assess serum IgE cross-reactivity between subtropical P. notatum and temperate Lolium perenne (Ryegrass) pollen allergens. Methods Serum IgE reactivities of grass pollen-allergic patients with P. notatum, L. perenne and Cynodon dactylon (Bermuda grass) pollen extracts and their respective purified group 1 allergens, Pas n 1, Lol p 1 and Cyn d 1, were compared by immunoblotting, ELISA and basophil activation. Results In a cohort of 51 patients from a temperate region, a high frequency of IgE reactivity with each grass pollen was detected, but reactivity with L. perenne pollen was substantially greater than with P. notatum and C. dactylon pollen. Similarly, serum IgE reactivity with Lol p 1 was greater than with Pas n 1 or Cyn d 1. For seven of eight sera studied in detail, asymmetric serum IgE cross-reactivity was observed; L. perenne pollen inhibited IgE reactivity with P. notatum pollen but not the converse, and IgE reactivity with Pas n 1 was inhibited by Lol p 1 but IgE reactivity with Lol p 1 was not inhibited by Pas n 1 or Cyn d 1. Importantly, P. notatum pollen and Pas n 1 activated basophils in grass pollen-allergic patients from a temperate region, although stimulation was greater by pollen of L. perenne than P. notatum or C. dactylon, and by Lol p 1 than Pas n 1 or Cyn d 1. In contrast, a cohort of 47 patients from a subtropical region showed similar IgE reactivity with P. notatum and L. perenne pollen, and reciprocal cross-inhibition of IgE reactivity between L. perenne and P. notatum. Conclusions Pollen allergens of the subtropical P. notatum, including Pas n 1, show clinically relevant IgE cross-reactivity with pollen allergens of L. perenne but also species-specific IgE reactivity.

Burnout and work engagement in occupational therapists

Introduction Work engagement, characterized by vigour, dedication, and absorption, is often perceived as the opposite of burnout. Occupational therapists with burnout feel exhausted and disengaged from their work. This study aims to investigate demographic and work-related psychosocial factors associated with burnout and work engagement. Method A cross-sectional postal survey of 951 occupational therapists was conducted. Findings Two models representing factors associated with burnout (F(15,871) = 28.01, p < .001) and work engagement (F(10,852) = 16.15, p < .001) accounted for 32.54% and 15.93% of the variance respectively. Burnout and work engagement were inversely associated (χ2(n = 941) = 55.16, p < .001). Conclusion Factors associated with burnout and work engagement were identified. The variables associated with burnout included: low psychological detachment from work during out-of-work hours, low income satisfaction, perceived work overload, difficulty saying ‘no’, < 10 years' experience, low frequency of having a ‘belly laugh’, and not having children. High levels of work engagement were reported by therapists with the following: low psychological detachment from work, high income satisfaction, postgraduate qualifications, > 40 hours work/week, high frequency of having a ‘belly laugh’, and having children. Understanding the factors associated with burnout and work engagement provides prerequisite information to inform strategies aimed at building healthy workforces.

Damage assessment of basaltic rock mass due to repeated blasting in a railway tunnelling project - A case study

The demand for tunnelling and underground space creation is rapidly growing due to the requirement of civil infrastructure projects and urbanisation. Blasting remains the most inexpensive method of underground excavations in hard rock. Unfortunately, there are no specific safety guidelines available for the blasted tunnels with regards to the threshold limits of vibrations caused by repeated blasting activity in the close proximity. This paper presents the results of a comprehensive study conducted to find out the effect of repeated blast loading on the damage experienced by jointed basaltic rock mass during tunnelling works. Conducting of multiple rounds of blasts for various civil excavations in a railway tunnel imparted repeated loading on rock mass of sidewall and roof of the tunnel. The blast induced damage was assessed by using vibration attenuation equations of charge weight scaling law and measured by borehole extensometers and borehole camera. Ground vibrations of each blasting round were also monitored by triaxial geophones installed near the borehole extensometers. The peak particle velocity (V-max) observations and plastic deformations from borehole extensometers were used to develop a site specific damage model. The study reveals that repeated dynamic loading imparted on the exposed tunnel from subsequent blasts, in the vicinity, resulted in rock mass damage at lesser vibration levels than the critical peak particle velocity (V-cr). It was found that, the repeated blast loading resulted in the near-field damage due to high frequency waves and far-field damage due to low frequency waves. The far field damage, after 45-50 occurrences of blast loading, was up to 55% of the near-field damage in basaltic rock mass. The findings of the study clearly indicate that the phenomena of repeated blasting with respect to number of cycles of loading should be taken into consideration for proper assessment of blast induced damage in underground excavations.

Free Energy Gap Dependence of the Electron-Transfer Rate from the Inverted to the Normal Region

numerical study of the free energy gap (FEG) dependence of the electron-transfer rate in polar solvents is presented. This study is based on the generalized multidimensional hybrid model, which not only includes the solvent polarization and the molecular vibration modes, but also the biphasic polar response of the solvent. The free energy gap dependence is found to be sensitive to several factors, including the solvent relaxation rate, the electronic coupling between the surfaces, the frequency of the high-frequency quantum vibrational mode, and the magnitude of the solvent reorganization energy. It is shown that in some cases solvent relaxation can play an important role even in the Marcus normal regime. The minimal hybrid model involves a large number of parameters, giving rise to a diverse non-Marcus FEG behavior which is often determined collectively by these parameters. The model gives the linear free energy gap dependence of the logarithmic rate over a substantial range of FEG, spanning from the normal to the inverted regime. However, even for favorable values of the relevant parameters, a linear free energy gap dependence of the rate could be obtained only over a range of 5000-6000 cm(-1) (compared to the experimentally observed range of 10000 cm(-1) reported by Benniston et al.). The present work suggests several extensions/generalizations of the hybrid model which might be necessary to fully understand the observed free energy gap dependence.

Higher-Order Nonlinearity In Accretion Disks: Quasi-Periodic Oscillations Of Black Hole And Neutron Star Sources And Their Spin

We propose a unified model to explain Quasi-Periodic Oscillation (QPO), particularly of high frequency, observed from black hole and neutron star systems globally. We consider accreting systems to be damped harmonic oscillators exhibiting epicyclic oscillations with higher-order nonlinear resonance to explain QPO. The resonance is expected to be driven by the disturbance from the compact object at its spin frequency. The model explains various properties parallelly for both types of the compact object. It describes QPOs successfully for ten different compact sources. Based on this, we predict the spin frequency of the neutron star Sco X-1 and specific angular momentum of black holes GRO J1655–40, XTE J1550–564, H1743–322, and GRS 1915+105.

Pedestrian self-reported exposure to distraction by smart phones while walking and crossing the road

Pedestrian crashes account for approximately 14% of road fatalities in Australia. Crossing the road, while a minor part of total walking, presents the highest crash risk because of potential interaction with motor vehicles. Crash risk is elevated by pedestrian illegal use of the road, which may be widespread (e.g. 20% of crossings at signalised intersections at a sample of sites, Brisbane) and enforcement is rare. Effective road crossing requires integration of multiple skills and judgements, any of which can be hindered by distraction. Observational studies suggest that pedestrians are increasingly likely to ‘multitask’, using mobile technology for entertainment and communication, elevating the risk of distraction while crossing. To investigate this, intercept interviews were conducted with a convenience sample of 211 pedestrians aged 18-65 years in Brisbane CBD. Self-reported frequency of using a smart phone for activities at two levels of distraction: cognitive only (voice calls); or cognitive and visual (text messages, internet access) while walking or crossing the road was collected. Results indicated that smart phone use for potentially distracting activities while walking and while crossing the road was high, especially among 18-30 year olds, who were significantly more likely than 31-44yo or 45-65yo to report smart phone use while crossing the road. For 18-30yo and the higher risk activity of crossing the road, 32% texted at high frequency levels and 27% used internet at high frequency levels. Risky levels of distracted crossing appear to be a growing safety issue for 18-30yo, with greater attention to appropriate interventions needed.

A Proposal for Concurrent Estimation of Static and Dynamic Nonlinearity of ADC

Despite great advances in very large scale integrated-circuit design and manufacturing, performance of even the best available high-speed, high-resolution analog-to-digital converter (ADC) is known to deteriorate while acquiring fast-rising, high-frequency, and nonrepetitive waveforms. Waveform digitizers (ADCs) used in high-voltage impulse recordings and measurements are invariably subjected to such waveforms. Errors resulting from a lowered ADC performance can be unacceptably high, especially when higher accuracies have to be achieved (e.g., when part of a reference measuring system). Static and dynamic nonlinearities (estimated independently) are vital indices for evaluating performance and suitability of ADCs to be used in such environments. Typically, the estimation of static nonlinearity involves 10-12 h of time or more (for a 12-b ADC) and the acquisition of millions of samples at high input frequencies for dynamic characterization. ADCs with even higher resolution and faster sampling speeds will soon become available. So, there is a need to reduce testing time for evaluating these parameters. This paper proposes a novel and time-efficient method for the simultaneous estimation of static and dynamic nonlinearity from a single test. This is achieved by conceiving a test signal, comprised of a high-frequency sinusoid (which addresses dynamic assessment) modulated by a low-frequency ramp (relevant to the static part). Details of implementation and results on two digitizers are presented and compared with nonlinearities determined by the existing standardized approaches. Good agreement in results and time savings achievable indicates its suitability.

Simplified dispersion curves for circular cylindrical shells using shallow shell theory.

An alternative derivation of the dispersion relation for the transverse vibration of a circular cylindrical shell is presented. The use of the shallow shell theory model leads to a simpler derivation of the same result. Further, the applicability of the dispersion relation is extended to the axisymmetric mode and the high frequency beam mode.

Charge transport in transparent conductors: A comparison

A comparative investigation of charge transport properties is presented, for polymeric [poly(3,4-ethylenedioxythiophene):poly(styrenesulfonate) (PEDOT:PSS)], single-wall carbon nanotube (SWNT) and inorganic (indium tin oxide, ITO), transparent conducting electrodes. The polymeric and nanotube systems show hopping transport at low temperatures, in contrast with the disordered-metal transport in ITO. The low temperature magnetotransport (up to 11 T) and high electric-field transport (up to 500 V/cm) indicate the significant role of nanoscopic scale disorder for charge transport in polymer and nanotube based systems. The results show that characteristic length scales like localization length correlates with the nanomorphology in these systems. Further, the high frequency conductivity measurements (up to 30 MHz) in PEDOT:PSS and SWNT follow the extended pair approximation model [σ(ω)=σ(0)[1+(ω/ω0)s].

General practitioner utilisation amongst urban Aboriginal and Torres Strait Islander children aged less than 5 years

Aim There are limited studies documenting the frequency and reason for attendance to primary health care services in Australian children, particularly for urban Aboriginal and Torres Strait Islander children. This study describes health service utilisation in this population in an urban setting. Methods An ongoing prospective cohort study of Aboriginal and Torres Strait Islander children aged <5 years registered with an urban Aboriginal and Torres Strait Islander primary health care centre in Brisbane, Australia. Detailed demographic, clinical, health service utilisation and risk factor data are collected by Aboriginal researchers at enrolment and monthly for a period of 12 months on each child. The incidence of health service utilisation was calculated according to the Poisson distribution. Results Between 14 February 2013 and 31 October 2014, 118 children were recruited, providing data for 535 child-months of observation. Ninety-one percent of children were Aboriginal, 4% Torres Strait Islander and 5% were both Aboriginal and Torres Strait Islander. The incidence of presentations to see a doctor for any reason was 43.9 episodes/100 child months (95%CI 38.4 – 49.9) The most common reasons for presentation were for immunisations (23%), respiratory illnesses (19%) and for Australian Government funded Indigenous child health check (16%). The primary health services used, for majority of these visits were Aboriginal and Torres Strait Islander specific medical services (61%). Conclusions Within a cultural-specific service for an urban Aboriginal and Torres Strait Islander people, there is a high frequency of childhood attendance at for primary health care services. Well-health checks and respiratory illnesses were the most common reasons. The high proportion of visits for well child services suggests a potential for opportunistic health promotion, education and early interventions across a range of child health issues.

A Proposal for Concurrent Estimation of Static and Dynamic Nonlinearity of ADC

Despite great advances in very large scale integrated-circuit design and manufacturing, performance of even the best available high-speed, high-resolution analog-to-digital converter (ADC) is known to deteriorate while acquiring fast-rising, high-frequency, and nonrepetitive waveforms. Waveform digitizers (ADCs) used in high-voltage impulse recordings and measurements are invariably subjected to such waveforms. Errors resulting from a lowered ADC performance can be unacceptably high, especially when higher accuracies have to be achieved (e.g., when part of a reference measuring system). Static and dynamic nonlinearities (estimated independently) are vital indices for evaluating performance and suitability of ADCs to be used in such environments. Typically, the estimation of static nonlinearity involves 10-12 h of time or more (for a 12-b ADC) and the acquisition of millions of samples at high input frequencies for dynamic characterization. ADCs with even higher resolution and faster sampling speeds will soon become available. So, there is a need to reduce testing time for evaluating these parameters. This paper proposes a novel and time-efficient method for the simultaneous estimation of static and dynamic nonlinearity from a single test. This is achieved by conceiving a test signal, comprised of a high-frequency sinusoid (which addresses dynamic assessment) modulated by a low-frequency ramp (relevant to the static part). Details of implementation and results on two digitizers are presented and compared with nonlinearities determined by the existing standardized approaches. Good agreement in results and time savings achievable indicates its suitability.

Zeeman effect of chlorine nuclear quadrupole resonance and hydrogen bonding in 2,6-, 2,5- and 3,5-dichlorophenols

The Zeeman effect of chlorine nuclear quadrupole resonance in polycrystalline samples of 2,6-, 2,5 and 3,5-dichlorophenol has been investigated at room temperature in order to study the effect of hydrogen bonding on the electric field gradient asymmetry parameter n. While the two n.q.r. lines in 3,5-dichlorophenol gave an asymmetry parameter of 10%, those in 2,6- and 2,5-dichlorophenol gave different values of n for the two chlorines. The chlorine atom which is ortho to the OH group and involved in hydrogen bonding (i.e., corresponding to the low frequency line) gave an asymmetry parameter of 0.21 in 2,6-dichlorophenol and 0.17 in 2,5-dichlorophenol while the other chlorine (i.e., corresponding to the high frequency line) gave a lower value of 0.12 in 2,6-dichlorophenol and 0.11 in 2,5-dichlorophenol. These values of n are discussed in terms of hydrogen bonding and bond parameters.

Generation of optimum random pinhole arrays for multiple imaging

Through an analysis using the transfer function of a pinhole camera, the multiple imaging characteristics of photographic diffusers described by Grover and Tremblay [Appl. Opt.21,4500(1982)] is studied. It is found that only one pinhole diameter satisfies the optimum imaging condition for best contrast transfer at any desired spatial frequency. A simple method of generating random pinhole arrays with a controlled pinhole diameter is described. These pinhole arrays are later used to generate high frequency sinusoidal gratings from a coarse grid. The contrast in the final gratings is found to be reasonably high.