Exchange-Trade Funds Evaluation using Performance Measures Distribution

In this study we propose the use of the performance measure distribution rather than its punctual value to rank hedge funds. Generalized Sharpe Ratio and other similar measures that take into account the higher-order moments of portfolio return distributions are commonly used to evaluate hedge funds performance. The literature in this field has reported non-significant difference in ranking between performance measures that take, and those that do not take, into account higher moments of distribution. Our approach provides a much more powerful manner to differentiate between hedge funds performance. We use a non-semiparametric density based on Gram-Charlier expansions to forecast the conditional distribution of hedge fund returns and its corresponding performance measure distribution. Through a forecasting exercise we show the advantages of our technique in relation to using the more traditional punctual performance measures.

Design and Synthesis of Acridine-Based Macrocyclic G-Quadruplex DNA Ligands

DNA sequences that are rich in the guanine nucleic base possess the ability to fold into higher order structures called G-quadruplexes. These higher level structures are formed as a result of two sets of four guanine bases hydrogen-bonding together in a planar arrangement called a guanine quartet. Guanine quartets subsequently stack upon each other to form quadruplexes. G-quadruplexes are mainly localized in telomeres as well as in oncogene promoters. One unique and promising therapeutic approach against cancer involves targeting and stabilizing G-quadruplexes with small molecules, generally in order to suppress oncogene expression and telomerase enzyme activity; the latter has been found to contribute to “out-of control” cell growth in ca. 80-85% of all cancer cells and primary tumours while being absent in normal somatic cells. In this work, we present efforts towards designing and synthesizing acridine-based macrocycles (Mh) and (Mb) with the purpose of providing potential G4 ligands that are suited for selective binding to G4 vs. duplex DNA, and stabilize G-quadruplex structures. Two ligands described in this study include an acridine core which provides an aromatic surface capable of π-π interactions with the surface of G-quadruplexes. The successful synthesis of 4,5-diaminoacridine is described in chapter 2, as an essential fragment of the macrocycles (Mh) and (Mb). In order to investigate the synthetic method for macrocyclization, model compounds composing almost half of the designed macrocycles were explored. As discussed in chapter 3, the synthesis of the model compound for (Mb) turned out to be challenging. However, as a step towards the synthesis of (Mh), the synthesis of the hydrogen-containing model compound, which is almost half of the desired macrocycle (Mh) was achieved in our group and proved to be promising.

Psychometric properties of the Drive for Muscularity Scale in Malay men

The Drive for Muscularity Scale (DMS) is a widely used measure in studies of men’s body image, but few studies have examined its psychometric properties outside English-speaking samples. Here, we assessed the factor structure of a Malay translation of the DMS. A community sample of 159 Malay men from Kuala Lumpur, Malaysia, completed the DMS, along with measures of self-esteem, body appreciation, and muscle discrepancy. Exploratory factor analysis led to the extraction of two factors, differentiating attitudes from behaviours, which mirrors the parent scale. Both factors also loaded on to a higher-order drive for muscularity factor. The subscales of the Malay DMS had adequate internal consistencies and good convergent validity, insofar as significant relationships were reported with self-esteem, body appreciation,muscle discrepancy, and body mass index. These results indicate that the Malay DMS has acceptable psychometric properties and can be used to assess body image concerns in Malay men.

Design, analysis and evaluation of sigma-delta based beamformers for medical ultrasound imaging applications

The inherent analogue nature of medical ultrasound signals in conjunction with the abundant merits provided by digital image acquisition, together with the increasing use of relatively simple front-end circuitries, have created considerable demand for single-bit  beamformers in digital ultrasound imaging systems. Furthermore, the increasing need to design lightweight ultrasound systems with low power consumption and low noise, provide ample justification for development and innovation in the use of single-bit  beamformers in ultrasound imaging systems. The overall aim of this research program is to investigate, establish, develop and confirm through a combination of theoretical analysis and detailed simulations, that utilize raw phantom data sets, suitable techniques for the design of simple-to-implement hardware efficient  digital ultrasound beamformers to address the requirements for 3D scanners with large channel counts, as well as portable and lightweight ultrasound scanners for point-of-care applications and intravascular imaging systems. In addition, the stability boundaries of higher-order High-Pass (HP) and Band-Pass (BP) Σ−Δ modulators for single- and dual- sinusoidal inputs are determined using quasi-linear modeling together with the describing-function method, to more accurately model the  modulator quantizer. The theoretical results are shown to be in good agreement with the simulation results for a variety of input amplitudes, bandwidths, and modulator orders. The proposed mathematical models of the quantizer will immensely help speed up the design of higher order HP and BP Σ−Δ modulators to be applicable for digital ultrasound beamformers. Finally, a user friendly design and performance evaluation tool for LP, BP and HP  modulators is developed. This toolbox, which uses various design methodologies and covers an assortment of  modulators topologies, is intended to accelerate the design process and evaluation of  modulators. This design tool is further developed to enable the design, analysis and evaluation of  beamformer structures including the noise analyses of the final B-scan images. Thus, this tool will allow researchers and practitioners to design and verify different reconstruction filters and analyze the results directly on the B-scan ultrasound images thereby saving considerable time and effort.

Design and implementation of generalized topologies of time-interleaved variable bandpass Σ−Δ modulators

In this thesis, novel analog-to-digital and digital-to-analog generalized time-interleaved variable bandpass sigma-delta modulators are designed, analysed, evaluated and implemented that are suitable for high performance data conversion for a broad-spectrum of applications. These generalized time-interleaved variable bandpass sigma-delta modulators can perform noise-shaping for any centre frequency from DC to Nyquist. The proposed topologies are well-suited for Butterworth, Chebyshev, inverse-Chebyshev and elliptical filters, where designers have the flexibility of specifying the centre frequency, bandwidth as well as the passband and stopband attenuation parameters. The application of the time-interleaving approach, in combination with these bandpass loop-filters, not only overcomes the limitations that are associated with conventional and mid-band resonator-based bandpass sigma-delta modulators, but also offers an elegant means to increase the conversion bandwidth, thereby relaxing the need to use faster or higher-order sigma-delta modulators. A step-by-step design technique has been developed for the design of time-interleaved variable bandpass sigma-delta modulators. Using this technique, an assortment of lower- and higher-order single- and multi-path generalized A/D variable bandpass sigma-delta modulators were designed, evaluated and compared in terms of their signal-to-noise ratios, hardware complexity, stability, tonality and sensitivity for ideal and non-ideal topologies. Extensive behavioural-level simulations verified that one of the proposed topologies not only used fewer coefficients but also exhibited greater robustness to non-idealties. Furthermore, second-, fourth- and sixth-order single- and multi-path digital variable bandpass digital sigma-delta modulators are designed using this technique. The mathematical modelling and evaluation of tones caused by the finite wordlengths of these digital multi-path sigmadelta modulators, when excited by sinusoidal input signals, are also derived from first principles and verified using simulation and experimental results. The fourth-order digital variable-band sigma-delta modulator topologies are implemented in VHDL and synthesized on Xilinx® SpartanTM-3 Development Kit using fixed-point arithmetic. Circuit outputs were taken via RS232 connection provided on the FPGA board and evaluated using MATLAB routines developed by the author. These routines included the decimation process as well. The experiments undertaken by the author further validated the design methodology presented in the work. In addition, a novel tunable and reconfigurable second-order variable bandpass sigma-delta modulator has been designed and evaluated at the behavioural-level. This topology offers a flexible set of choices for designers and can operate either in single- or dual-mode enabling multi-band implementations on a single digital variable bandpass sigma-delta modulator. This work is also supported by a novel user-friendly design and evaluation tool that has been developed in MATLAB/Simulink that can speed-up the design, evaluation and comparison of analog and digital single-stage and time-interleaved variable bandpass sigma-delta modulators. This tool enables the user to specify the conversion type, topology, loop-filter type, path number and oversampling ratio.

Concept maps as a tool to analyze the ideas of teacher training students regarding what to teach on human nutrition in Primary Education

Concept maps are a technique used to obtain a visual representation of a person's ideas about a concept or a set of related concepts. Specifically, in this paper, through a qualitative methodology, we analyze the concept maps proposed by 52 groups of teacher training students in order to find out the characteristics of the maps and the degree of adequacy of the contents with regard to the teaching of human nutrition in the 3rd cycle of primary education. The participants were enrolled in the Teacher Training Degree majoring in Primary Education, and the data collection was carried out through a training activity under the theme of what to teach about Science in Primary School? The results show that the maps are a useful tool for working in teacher education as they allow organizing, synthesizing, and communicating what students know. Moreover, through this work, it has been possible to see that future teachers have acceptable skills for representing the concepts/ideas in a concept map, although the level of adequacy of concepts/ideas about human nutrition and its relations is usually medium or low. These results are a wake-up call for teacher training, both initial and ongoing, because they shows the inability to change priorities as far as the selection of content is concerned.

Molecular Characterization of Three Novel Phospholipase A2 Proteins from the Venom of Atheris chlorechis, Atheris nitschei and Atheris squamigera

Secretory phospholipase A2 (sPLA2) is known as a major component of snake venoms and displays higher-order catalytic hydrolysis functions as well as a wide range of pathological effects. Atheris is not a notoriously dangerous genus of snakes although there are some reports of fatal cases after envenomation due to the effects of coagulation disturbances and hemorrhaging. Molecular characterization of Atheris venom enzymes is incomplete and there are only a few reports in the literature. Here, we report, for the first time, the cloning and characterization of three novel cDNAs encoding phospholipase A2 precursors (one each) from the venoms of the Western bush viper (Atheris chlorechis), the Great Lakes bush viper (Atheris nitschei) and the Variable bush viper (Atheris squamigera), using a “shotgun cloning” strategy. Open-reading frames of respective cloned cDNAs contained putative 16 residue signal peptides and mature proteins composed of 121 to 123 amino acid residues. Alignment of mature protein sequences revealed high degrees of structural conservation and identity with Group II venom PLA2 proteins from other taxa within the Viperidae. Reverse-phase High Performance Liquid Chromatography (HPLC) profiles of these three snake venoms were obtained separately and chromatographic fractions were assessed for phospholipase activity using an egg yolk suspension assay. The molecular masses of mature proteins were all identified as approximately 14 kDa. Mass spectrometric analyses of the fractionated oligopeptides arising from tryptic digestion of intact venom proteins, was performed for further structural characterization.

The potential contributions of concept maps for learning website to assessment for learning practices

The purpose of this paper is to examine the promising contributions of the Concept Maps for Learning (CMfL) website to assessment for learning practices. The CMfL website generates concept maps from relatedness degree of concepts pairs through the Pathfinder Scaling Algorithm. This website also confirms the established principles of effective assessment for learning, for it is capable of automatically assessing students' higher order knowledge, simultaneously identifying strengths and weaknesses, immediately providing useful feedback and being user-friendly. According to the default assessment plan, students first create concept maps on a particular subject and then they are given individualized visual feedback followed by associated instructional material (e.g., videos, website links, examples, problems, etc.) based on a comparison of their concept map and a subject matter expert's map. After studying the feedback and instructional material, teachers can monitor their students' progress by having them create revised concept maps. Therefore, we claim that the CMfL website may reduce the workload of teachers as well as provide immediate and delayed feedback on the weaknesses of students in different forms such as graphical and multimedia. For the following study, we will examine whether these promising contributions to assessment for learning are valid in a variety of subjects.

Evaluation of creative problem solving abilities in undergraduate structural engineers through interdisciplinary problem based learning

For a structural engineer, effective communication and interaction with architects cannot be underestimated as a key skill to success throughout their professional career. Structural engineers and architects have to share a common language and understanding of each other in order to achieve the most desirable architectural and structural designs. This interaction and engagement develops during their professional career but needs to be nurtured during their undergraduate studies. The objective of this paper is to present the strategies employed to engage higher order thinking in structural engineering students in order to help them solve complex problem-based learning (PBL) design scenarios presented by architecture students. The strategies employed were applied in the experimental setting of an undergraduate module in structural engineering at Queen’s University Belfast in the UK. The strategies employed were active learning to engage with content knowledge, the use of physical conceptual structural models to reinforce key concepts and finally, reinforcing the need for hand sketching of ideas to promote higher order problem-solving. The strategies employed were evaluated through student survey, student feedback and module facilitator (this author) reflection. The strategies were qualitatively perceived by the tutor and quantitatively evaluated by students in a cross-sectional study to help interaction with the architecture students, aid interdisciplinary learning and help students creatively solve problems (through higher order thinking). The students clearly enjoyed this module and in particular interacting with structural engineering tutors and students from another discipline

Subliminal or not? : An appraisal of semantic processing in the near absence of visual awareness

Stimuli that cannot be perceived (i.e., that are subliminal) can still elicit neural responses in an observer, but can such stimuli influence behavior and higher-order cognition? Empirical evidence for such effects has periodically been accepted and rejected over the last six decades. Today, many psychologists seem to consider such effects well-established and recent studies have extended the power of subliminal processing to new limits. In this thesis, I examine whether this shift in zeitgeist is matched by a shift in evidential strength for the phenomenon. This thesis consists of three empirical studies involving more than 250 participants, a simulation study, and a quantitative review. The conclusion based on these efforts is that several methodological, statistical, and theoretical issues remain in studies of subliminal processing. These issues mean that claimed subliminal effects might be caused by occasional or weak percepts (given the experimenters’ own definitions of perception) and that it is still unclear what evidence there is for the cognitive processing of subliminal stimuli. New data are presented suggesting that even in conditions traditionally claimed as “subliminal”, occasional or weak percepts may in fact influence cognitive processing more strongly than do the physical stimuli, possibly leading to reversed priming effects. I also summarize and provide methodological, statistical, and theoretical recommendations that could benefit future research aspiring to provide solid evidence for subliminal cognitive processing.

Konzeption, Implementierung und Anwendung eines automatisierten aerothermodynamischen Vorentwurfsprozesses für Axialturbinen

In dieser Arbeit wird ein Prozess für den frühen aerothermodynamischen Entwurf von Axialturbinen konzipiert und durch Kopplung einzelner Computerprogramme im DLR Göttingen realisiert. Speziell für die Erstauslegung von Geometrien und die Vorhersage von globalen Leistungsdaten beliebiger Axialturbinen wurde ein neues Programm erzeugt. Dessen effiziente Anwendung wird mit einer zu diesem Zweck konzipierten grafischen Entwurfsumgebung ausgeführt. Kennzeichnend für den Vorentwurfsprozess in dieser Arbeit ist die Anwendung von ein- und zweidimensionaler Strömungssimulation sowie der hohe Grad an Verknüpfung der verwendeten Programme sowohl auf prozesstechnischer wie auch auf datentechnischer Ebene. Dabei soll dem sehr frühen Entwurf eine deutlich stärkere Rolle zukommen als bisher üblich und im Gegenzug die Entwurfszeit mit höher auflösenden Vorentwurfsprogrammen reduziert werden. Die Anwendung der einzelnen Programme im Rahmen von Subprozessen wird anhand von exemplarischen Turbinenkonfigurationen in der Arbeit ebenso dargestellt, wie die Validierung des gesamten Entwurfsprozesses anhand der Auslegung einer folgend realisierten und erfolgreich operierenden Axialturbine eines Triebwerkssimulators für Flugzeug-Windkanalmodelle (TPS). Neben der Erleichterung von manueller Entwurfstätigkeit durch grafische Benutzerinteraktion kommt in einzelnen Subprozessen eine automatisierte Mehrziel-Optimierung zum Einsatz.

Variationelle Zeitdiskretisierungen höherer Ordnung der Konvektions-Diffusions-Reaktions-Gleichungen in zeitabhängigen Gebieten

Wir betrachten zeitabhängige Konvektions-Diffusions-Reaktions-Gleichungen in zeitabhängi- gen Gebieten, wobei die Bewegung des Gebietsrandes bekannt ist. Die zeitliche Entwicklung des Gebietes wird durch die ALE-Formulierung behandelt, die die Nachteile der klassischen Euler- und Lagrange-Betrachtungsweisen behebt. Die Position des Randes und seine Geschwindigkeit werden dabei so in das Gebietsinnere fortgesetzt, dass starke Gitterdeformationen verhindert werden. Als Zeitdiskretisierungen höherer Ordnung werden stetige Galerkin-Petrov-Verfahren (cGP) und unstetige Galerkin-Verfahren (dG) auf Probleme in zeitabhängigen Gebieten angewendet. Weiterhin werden das C 1 -stetige Galerkin-Petrov-Verfahren und das C 0 -stetige Galerkin- Verfahren vorgestellt. Deren Lösungen lassen sich auch in zeitabhängigen Gebieten durch ein einfaches einheitliches Postprocessing aus der Lösung des cGP-Problems bzw. dG-Problems erhalten. Für Problemstellungen in festen Gebieten und mit zeitlich konstanten Konvektions- und Reaktionstermen werden Stabilitätsresultate sowie optimale Fehlerabschätzungen für die nachbereiteten Lösungen der cGP-Verfahren und der dG-Verfahren angegeben. Für zeitabhängige Konvektions-Diffusions-Reaktions-Gleichungen in zeitabhängigen Gebieten präsentieren wir konservative und nicht-konservative Formulierungen, wobei eine besondere Aufmerksamkeit der Behandlung der Zeitableitung und der Gittergeschwindigkeit gilt. Stabilität und optimale Fehlerschätzungen für die in der Zeit semi-diskretisierten konservativen und nicht-konservativen Formulierungen werden vorgestellt. Abschließend wird das volldiskretisierte Problem betrachtet, wobei eine Finite-Elemente-Methode zur Ortsdiskretisierung der Konvektions-Diffusions-Reaktions-Gleichungen in zeitabhängigen Gebieten im ALE-Rahmen einbezogen wurde. Darüber hinaus wird eine lokale Projektionsstabilisierung (LPS) eingesetzt, um der Konvektionsdominanz Rechnung zu tragen. Weiterhin wird numerisch untersucht, wie sich die Approximation der Gebietsgeschwindigkeit auf die Genauigkeit der Zeitdiskretisierungsverfahren auswirkt.

Ketamine alters oscillatory coupling in the hoppocampus

Recent studies show that higher order oscillatory interactions such as cross-frequency coupling are important for brain functions that are impaired in schizophrenia, including perception, attention and memory. Here we investigated the dynamics of oscillatory coupling in the hippocampus of awake rats upon NMDA receptor blockade by ketamine, a pharmacological model of schizophrenia. Ketamine (25, 50 and 75 mg/kg i.p.) increased gamma and high-frequency oscillations (HFO) in all depths of the CA1-dentate axis, while theta power changes depended on anatomical location and were independent of a transient increase of delta oscillations. Phase coherence of gamma and HFO increased across hippocampal layers. Phase-amplitude coupling between theta and fast oscillations was markedly altered in a dose-dependent manner: ketamine increased hippocampal theta-HFO coupling at all doses, while theta-gamma coupling increased at the lowest dose and was disrupted at the highest dose. Our results demonstrate that ketamine alters network interactions that underlie cognitively relevant theta-gamma coupling.

Confluent Learning: Using a Design Approach to Develop Cognitive Abilities and Enhance Affective Capacities Through Change Management Curriculum

Purpose The aim of the study is to explore the role of confluent learning in supporting the development of change management knowledge, skills and attitudes and to inform the creation of a conceptual model based upon a priori and a posteriori knowledge gained from literature and the research. Design/methodology/approach The research adopts qualitative approach based on reflective inquiry methodology. There are two primary data sources, interviews with learners and the researchers’ reflective journals on learners’ opinions. Findings The confluent learning approach helped to stimulate affective states (e.g. interest and appreciation) to further reinforce cognitive gains (e.g. retention of knowledge) as a number of higher order thinking skills were further developed. The instructional design premised upon confluent learning enabled learners to further appreciate the complexities of change management. Research implications/ limitations The confluent learning approach offers another explanation to how learning takes place, contingent upon the use of a problem solving framework, instructional design and active learning in developing inter- and trans-disciplinary competencies. Practical implications This study not only explains how effective learning takes place but is also instructive to learning and teaching, and human resource development (HRD) professionals in curriculum design and the potential benefits of confluent learning. Social implications The adoption of a confluent learning approach helps to re-naturalise learning that appeals to learners affect. Originality/value This research is one of the few studies that provide an in-depth exploration of the use of confluent learning and how this approach co-develops cognitive abilities and affective capacity in the creation of a conceptual model.

Geometric Hamiltonian formulation of a variational problem depending on the covariant acceleration

We consider a second-order variational problem depending on the covariant acceleration, which is related to the notion of Riemannian cubic polynomials. This problem and the corresponding optimal control problem are described in the context of higher order tangent bundles using geometric tools. The main tool, a presymplectic variant of Pontryagin’s maximum principle, allows us to study the dynamics of the control problem.