Inference for nonparametric high-frequency estimators with an application to time variation in betas

We consider the problem of conducting inference on nonparametric high-frequency estimators without knowing their asymptotic variances. We prove that a multivariate subsampling method achieves this goal under general conditions that were not previously available in the literature. We suggest a procedure for a data-driven choice of the bandwidth parameters. Our simulation study indicates that the subsampling method is much more robust than the plug-in method based on the asymptotic expression for the variance. Importantly, the subsampling method reliably estimates the variability of the Two Scale estimator even when its parameters are chosen to minimize the finite sample Mean Squared Error; in contrast, the plugin estimator substantially underestimates the sampling uncertainty. By construction, the subsampling method delivers estimates of the variance-covariance matrices that are always positive semi-definite. We use the subsampling method to study the dynamics of financial betas of six stocks on the NYSE. We document significant variation in betas within year 2006, and find that tick data captures more variation in betas than the data sampled at moderate frequencies such as every five or twenty minutes. To capture this variation we estimate a simple dynamic model for betas. The variance estimation is also important for the correction of the errors-in-variables bias in such models. We find that the bias corrections are substantial, and that betas are more persistent than the naive estimators would lead one to believe.

Towards Non Invasive Diagnosis of Scoliosis Using Semi-supervised Learning Approach

In this paper, a new methodology for the prediction of scoliosis curve types from non invasive acquisitions of the back surface of the trunk is proposed. One hundred and fifty-nine scoliosis patients had their back surface acquired in 3D using an optical digitizer. Each surface is then characterized by 45 local measurements of the back surface rotation. Using a semi-supervised algorithm, the classifier is trained with only 32 labeled and 58 unlabeled data. Tested on 69 new samples, the classifier succeeded in classifying correctly 87.0% of the data. After reducing the number of labeled training samples to 12, the behavior of the resulting classifier tends to be similar to the reference case where the classifier is trained only with the maximum number of available labeled data. Moreover, the addition of unlabeled data guided the classifier towards more generalizable boundaries between the classes. Those results provide a proof of feasibility for using a semi-supervised learning algorithm to train a classifier for the prediction of a scoliosis curve type, when only a few training data are labeled. This constitutes a promising clinical finding since it will allow the diagnosis and the follow-up of scoliotic deformities without exposing the patient to X-ray radiations.

Methylene Blue Doped Polymers: efficient Media for Optical Recording

Polymer materials find application in optical storage technology, namely in the development of high information density and fast access type memories. A new polymer blend of methylene blue sensitized polyvinyl alcohol (PVA) and polyacrylic acid (PAA) in methanol is prepared and characterized and its comparison with methylene blue sensitized PVA in methanol and complexed methylene blue sensitized polyvinyl chloride (CMBPVC) is presented. The optical absorption spectra of the thin films of these polymers showed a strong and broad absorption region at 670-650 nm, matching the wavelength of the laser used. A very slow recovery of the dye on irradiation was observed when a 7:3 blend of polyvinyl alcohol/polyacrylic acid at a pHof 3.8 and a sensitizer concentration of 4.67 10 5 g/ml were used. A diffraction efficiency of up to 20% was observed for the MBPVA/alcohol system and an energetic sensitivity of 2000 mJ/cm2 was obtained in the photosensitive films with a spatial frequency of 588 lines/mm.

Characterisation of Transparent Conducting Thin Films Grown by Pulsed Laser Deposition and RF Magnetron Sputtering

Materials exhibiting transparency and electrical conductivity simultaneously, transparent conductors, Transparent conducting oxides (TCOs), which have high transparency through the visible spectrum and high electrical conductivity are already being used in numerous applications. Low-emission windows that allow visible light through while reflecting the infrared, this keeps the heat out in summer, or the heat in, in winter. A thin conducting layer on or in between the glass panes achieves this. Low-emission windows use mostly F-doped SnO2. Most of these TCO’s are n type semiconductors and are utilized in a variety of commercial applications, such as flat-panel displays, photovoltaic devices, and electrochromic windows, in which they serve as transparent electrodes. Novel functions may be integrated into the materials since oxides have a variety of elements and crystal structures, providing great potential for realizing a diverse range of active functions. However, the application of TCOs has been restricted to transparent electrodes, notwithstanding the fact that TCOs are n-type semiconductors. The primary reason is the lack of p-type TCOs, because many of the active functions in semiconductors originate from the nature of the pn-junction. In 1997, H. Kawazoe et al.[2] reported CuAlO2 thin films as a first p-type TCO along with a chemical design concept for the exploration of other p-type TCOs.

Preparation and characterisation of certain II-VI, I-III-VI2 semiconductor thin films and transparent conducting oxides

There is an increasing demand for renewable energies due to the limited availability of fossil and nuclear fuels and due to growing environmental problems. Photovoltaic (PV) energy conversion has the potential to contribute significantly to the electrical energy generation in the future. Currently, the cost for photovoltaic systems is one of the main obstacles preventing production and application on a large scale. The photovoltaic research is now focused on the development of materials that will allow mass production without compromising on the conversion efficiencies. Among important selection criteria of PV material and in particular for thin films, are a suitable band gap, high absorption coefficient and reproducible deposition processes capable of large-volume and low cost production. The chalcopyrite semiconductor thin films such as Copper indium selenide and Copper indium sulphide are the materials that are being intensively investigated for lowering the cost of solar cells. Conversion efficiencies of 19 % have been reported for laboratory scale solar cell based on CuInSe2 and its alloys. The main objective of this thesis work is to optimise the growth conditions of materials suitable for the fabrication of solar cell, employing cost effective techniques. A typical heterojunction thin film solar cell consists of an absorber layer, buffer layer and transparent conducting contacts. The most appropriate techniques have been used for depositing these different layers, viz; chemical bath deposition for the window layer, flash evaporation and two-stage process for the absorber layer, and RF magnetron sputtering for the transparent conducting layer. Low cost experimental setups were fabricated for selenisation and sulphurisation experiments, and the magnetron gun for the RF sputtering was indigenously fabricated. The films thus grown were characterised using different tools. A powder X-ray diffractometer was used to analyse the crystalline nature of the films. The energy dispersive X-ray analysis (EDX) and scanning electron microscopy i (SEM) were used for evaluating the composition and morphology of the films. Optical properties were investigated using the UV-Vis-NIR spectrophotometer by recording the transmission/absorption spectra. The electrical properties were studied using the two probe and four probe electrical measurements. Nature of conductivity of the films was determined by thermoprobe and thermopower measurements. The deposition conditions and the process parameters were optimised based on these characterisations.

Growth and Characterization of ZnO based Heterojunction diodes and ZnO Nanostructuresby Pulsed Laser Ablation

Transparent conducting oxides (TCO’s) have been known and used for technologically important applications for more than 50 years. The oxide materials such as In2O3, SnO2 and impurity doped SnO2: Sb, SnO2: F and In2O3: Sn (indium tin oxide) were primarily used as TCO’s. Indium based oxides had been widely used as TCO’s for the past few decades. But the current increase in the cost of indium and scarcity of this material created the difficulty in obtaining low cost TCO’s. Hence the search for alternative TCO material has been a topic of active research for the last few decades. This resulted in the development of various binary and ternary compounds. But the advantages of using binary oxides are the easiness to control the composition and deposition parameters. ZnO has been identified as the one of the promising candidate for transparent electronic applications owing to its exciting optoelectronic properties. Some optoelectronics applications of ZnO overlap with that of GaN, another wide band gap semiconductor which is widely used for the production of green, blue-violet and white light emitting devices. However ZnO has some advantages over GaN among which are the availability of fairly high quality ZnO bulk single crystals and large excitonic binding energy. ZnO also has much simpler crystal-growth technology, resulting in a potentially lower cost for ZnO based devices. Most of the TCO’s are n-type semiconductors and are utilized as transparent electrodes in variety of commercial applications such as photovoltaics, electrochromic windows, flat panel displays. TCO’s provide a great potential for realizing diverse range of active functions, novel functions can be integrated into the materials according to the requirement. However the application of TCO’s has been restricted to transparent electrodes, ii notwithstanding the fact that TCO’s are n-type semiconductors. The basic reason is the lack of p-type TCO, many of the active functions in semiconductor originate from the nature of pn-junction. In 1997, H. Kawazoe et al reported the CuAlO2 as the first p-type TCO along with the chemical design concept for the exploration of other p-type TCO’s. This has led to the fabrication of all transparent diode and transistors. Fabrication of nanostructures of TCO has been a focus of an ever-increasing number of researchers world wide, mainly due to their unique optical and electronic properties which makes them ideal for a wide spectrum of applications ranging from flexible displays, quantum well lasers to in vivo biological imaging and therapeutic agents. ZnO is a highly multifunctional material system with highly promising application potential for UV light emitting diodes, diode lasers, sensors, etc. ZnO nanocrystals and nanorods doped with transition metal impurities have also attracted great interest, recently, for their spin-electronic applications This thesis summarizes the results on the growth and characterization of ZnO based diodes and nanostructures by pulsed laser ablation. Various ZnO based heterojunction diodes have been fabricated using pulsed laser deposition (PLD) and their electrical characteristics were interpreted using existing models. Pulsed laser ablation has been employed to fabricate ZnO quantum dots, ZnO nanorods and ZnMgO/ZnO multiple quantum well structures with the aim of studying the luminescent properties.

Methylene Blue Doped Polymers:Efficient Media for Optical Recording

Polymer materials find application in optical storage technology, namely in the development of high information density and fast access type memories. A new polymer blend of methylene blue sensitized polyvinyl alcohol (PVA) and polyacrylic acid (PAA) in methanol is prepared and characterized and its comparison with methylene blue sensitized PVA in methanol and complexed methylene blue sensitized polyvinyl chloride (CMBPVC) is presented. The optical absorption spectra of the thin films of these polymers showed a strong and broad absorption region at 670-650 nm, matching the wavelength of the laser used. A very slow recovery of the dye on irradiation was observed when a 7:3 blend of polyvinyl alcohol/polyacrylic acid at a pHof 3.8 and a sensitizer concentration of 4.67 10 5 g/ml were used. A diffraction efficiency of up to 20% was observed for the MBPVA/alcohol system and an energetic sensitivity of 2000 mJ/cm2 was obtained in the photosensitive films with a spatial frequency of 588 lines/mm.

Radiopaque materials from natural polymers: Special emphasis on chitosan and natural rubber

The present work is to impart radiopacity in various natural polymers like chitosan, natural rubber and derivatives of chitosan and to characterize it. This thesis collated the radiopaque properties of these radiopaque polymers and various technological applications in the medical field. The applications of radiopaque polymers leads to an exploitation of radiopaque properties like X-ray visibility, optical density, effective atomic number, attenuation coefficient of biopolymers like chitosan, chitosan formate, chitosan acetate, carboxy methyl chitosan and natural rubber. The radiopaqe properties of these materials highly depend upon the size, shape, amount of radiopacifier and crystallinity of the radiopaque material. Radiopaque chitosan microspheres were prepared by cross linking with glutaraldehyde followed by the encapsulation of barium sulpahte. The effect of different emulsion systems on the morphology of chitosan microspheres were studied. The study concentrates radiopaque natural rubber for shielding applications. It reveals that to improve the particle size, morphology and crystalline phase of the zinc oxide particles, a novel method for the preparation of zinc oxide is adopted. A detailed radiopacity study was done in natural rubber containing 100phr precipitated zinc oxide prepared from different zinc salts. One of the significant findings of this investigation is that NR vulcanizates containing precipitated zinc oxide (from zinc acetate) shows higher attenuation coefficient. These interesting findings reveal the applications of these natural radiopaque systems in various fields like surgical tools, medical tubings, catheters, radiation shielding,etc.

Optical and electrical properties of co-sputtered amorphous transparent conducting zinc indium tin oxide thin films

Highly conductive and transparent thin films of amorphous zinc indium tin oxide are prepared at room temperature by co-sputtering of zinc 10 oxide and indium tin oxide. Cationic contents in the films are varied by adjusting the power to the sputtering targets. Optical transmission study of 11 films showed an average transmission greater than 85% across the visible region. Maximum conductivity of 6×102 S cm−1 is obtained for Zn/In/ 12 Sn atomic ratio 0.4/0.4/0.2 in the film. Hall mobility strongly depends on carrier concentration and maximum mobility obtained is 18 cm2 V−1 s−1 13 at a carrier concentration of 2.1×1020 cm−3. Optical band gap of films varied from 3.44 eV to 3 eV with the increase of zinc content in the film 14 while the refractive index of the films at 600 nm is about 2.0.

Excitation of low-profile equilateral-triangular dielectric resonator antenna using a conducting conformal strip

A new configuration that employs a conducting conformal strip to excite the low-profile equilaterial-triangular dielectric resonator antenna (DRA) of very high permittivity is proposed. As compared with the previous aperture-coupling configuration, the new configuration has a wider impedance bandwidth (- 5.5%) and a higher front-to-back radiation ratio. The return loss, radiation patterns, and antenna gain are measured and discussed

Photoacoustic evaluation of the thermal effusivity in the isotropic phase of certain comb-shaped polymers

The thermal effusivity values in the isotropic phase of certain comb-shaped polymers have been evaluated for the first time using an open photoacoustic cell configuration. The compounds investigated have siloxane and acrylate backbone and they carry mesogenic groups in their side chain. The results indicate that the polymer chain length as well as the side chain length have pronounced influence on the thermal effusivity values in liquid crystalline polymers

Development of Photorefractive Polymers: Evaluation of Photoconducting and Electro-optic Properties

This Thesis discussed molecules suitable for photorefractive effect. Out of the molecules studied, only one system was used to make photorefractive polymers system. Other molecules, especially, the electro-optic polymer, Poly(3-methacrloyl-1-(4'-nitro-4-azo-1'-phenyl)phenylalanine-co- methyl methacrylate) can be subjected to more detailed studies to explore the possibilities of using them for electro-optic applications. Though not included in the thesis, the efficient photoconductor, Poly(6-tert-butyl-3- phenyl-3,4-dihydro-2H-1,3-benzoxazine) sensitized with C60, which was described in Chapter 3 showed a low magnitude photovoltaic effect. This hints at the possibility of using this system for organic solar cells also. The thesis presented the initial observation of photorefractive effect in a polybenzoxazine based polymer system. A detailed analysis of the effect of C60, ECZ and DR1 can be carried out to check for the possibility of a high efficiency photorefractive system.