Information processing and the UK weekend effect:Do investors cut their losses on Mondays?

This paper complements earlier work by the author that shows that the pattern of information arrivals into the UK stock market may explain the behaviour of returns. It is argued that delays or other systematic behaviour in the processing of this information could compound the impact of information arrival patterns. It is found, however, that this does not happen, and so it is the arrival and not the processing of news that is most important. © 2004 Taylor & Francis Ltd.

Typical case behaviour of spin systems in random graph and composite ensembles

This thesis includes analysis of disordered spin ensembles corresponding to Exact Cover, a multi-access channel problem, and composite models combining sparse and dense interactions. The satisfiability problem in Exact Cover is addressed using a statistical analysis of a simple branch and bound algorithm. The algorithm can be formulated in the large system limit as a branching process, for which critical properties can be analysed. Far from the critical point a set of differential equations may be used to model the process, and these are solved by numerical integration and exact bounding methods. The multi-access channel problem is formulated as an equilibrium statistical physics problem for the case of bit transmission on a channel with power control and synchronisation. A sparse code division multiple access method is considered and the optimal detection properties are examined in typical case by use of the replica method, and compared to detection performance achieved by interactive decoding methods. These codes are found to have phenomena closely resembling the well-understood dense codes. The composite model is introduced as an abstraction of canonical sparse and dense disordered spin models. The model includes couplings due to both dense and sparse topologies simultaneously. The new type of codes are shown to outperform sparse and dense codes in some regimes both in optimal performance, and in performance achieved by iterative detection methods in finite systems.

To cut a long story short:an analysis of formulaic sequences in short written narratives and their potential as markers of authorship

Previous research into formulaic language has focussed on specialised groups of people (e.g. L1 acquisition by infants and adult L2 acquisition) with ordinary adult native speakers of English receiving less attention. Additionally, whilst some features of formulaic language have been used as evidence of authorship (e.g. the Unabomber’s use of you can’t eat your cake and have it too) there has been no systematic investigation into this as a potential marker of authorship. This thesis reports the first full-scale study into the use of formulaic sequences by individual authors. The theory of formulaic language hypothesises that formulaic sequences contained in the mental lexicon are shaped by experience combined with what each individual has found to be communicatively effective. Each author’s repertoire of formulaic sequences should therefore differ. To test this assertion, three automated approaches to the identification of formulaic sequences are tested on a specially constructed corpus containing 100 short narratives. The first approach explores a limited subset of formulaic sequences using recurrence across a series of texts as the criterion for identification. The second approach focuses on a word which frequently occurs as part of formulaic sequences and also investigates alternative non-formulaic realisations of the same semantic content. Finally, a reference list approach is used. Whilst claiming authority for any reference list can be difficult, the proposed method utilises internet examples derived from lists prepared by others, a procedure which, it is argued, is akin to asking large groups of judges to reach consensus about what is formulaic. The empirical evidence supports the notion that formulaic sequences have potential as a marker of authorship since in some cases a Questioned Document was correctly attributed. Although this marker of authorship is not universally applicable, it does promise to become a viable new tool in the forensic linguist’s tool-kit.

An alternating potential based approach for a Cauchy problem for the Laplace equation in a planar domain with a cut

We consider a Cauchy problem for the Laplace equation in a bounded region containing a cut, where the region is formed by removing a sufficiently smooth arc (the cut) from a bounded simply connected domain D. The aim is to reconstruct the solution on the cut from the values of the solution and its normal derivative on the boundary of the domain D. We propose an alternating iterative method which involves solving direct mixed problems for the Laplace operator in the same region. These mixed problems have either a Dirichlet or a Neumann boundary condition imposed on the cut and are solved by a potential approach. Each of these mixed problems is reduced to a system of integral equations of the first kind with logarithmic and hypersingular kernels and at most a square root singularity in the densities at the endpoints of the cut. The full discretization of the direct problems is realized by a trigonometric quadrature method which has super-algebraic convergence. The numerical examples presented illustrate the feasibility of the proposed method.

A socio-economic approach to online vision graph generation and handover in distributed smart camera networks

In this paper we propose an approach based on self-interested autonomous cameras, which exchange responsibility for tracking objects in a market mechanism, in order to maximise their own utility. A novel ant-colony inspired mechanism is used to grow the vision graph during runtime, which may then be used to optimise communication between cameras. The key benefits of our completely decentralised approach are on the one hand generating the vision graph online which permits the addition and removal cameras to the network during runtime and on the other hand relying only on local information, increasing the robustness of the system. Since our market-based approach does not rely on a priori topology information, the need for any multi-camera calibration can be avoided. © 2011 IEEE.

Optimisation of microstructured waveguides in z-cut LiNbO3 crystals

We present a practical approach to the numerical optimisation of the guiding properties of buried microstructured waveguides, which can be fabricated in a z-cut lithium niobate (LiNbO3) crystal by the method of direct femtosecond laser inscription. We demonstrate the possibility to extend the spectral range of low-loss operation of the waveguide into the mid-infrared region beyond 3um.

Microstructured waveguides in z-cut LiNbO3 by high-repetition rate direct femtosecond laser inscription

We report on the operational parameters that are required to fabricate buried, microstructured waveguides in a z-cut lithium niobate crystal by the method of direct femtosecond laser inscription using a highrepetition-rate, chirped-pulse oscillator system. Refractive index contrasts as high as −0.0127 have been achieved for individual modification tracks. The results pave the way for developing microstructured WGs with low-loss operation across a wide spectral range, extending into the mid-infrared region up to the end of the transparency range of the host material.

Socio-economic vision graph generation and handover in distributed smart camera networks

In this article we present an approach to object tracking handover in a network of smart cameras, based on self-interested autonomous agents, which exchange responsibility for tracking objects in a market mechanism, in order to maximise their own utility. A novel ant-colony inspired mechanism is used to learn the vision graph, that is, the camera neighbourhood relations, during runtime, which may then be used to optimise communication between cameras. The key benefits of our completely decentralised approach are on the one hand generating the vision graph online, enabling efficient deployment in unknown scenarios and camera network topologies, and on the other hand relying only on local information, increasing the robustness of the system. Since our market-based approach does not rely on a priori topology information, the need for any multicamera calibration can be avoided. We have evaluated our approach both in a simulation study and in network of real distributed smart cameras.

Outlier-resisting graph embedding

Graph embedding is a general framework for subspace learning. However, because of the well-known outlier-sensitiveness disadvantage of the L2-norm, conventional graph embedding is not robust to outliers which occur in many practical applications. In this paper, an improved graph embedding algorithm (termed LPP-L1) is proposed by replacing L2-norm with L1-norm. In addition to its robustness property, LPP-L1 avoids small sample size problem. Experimental results on both synthetic and real-world data demonstrate these advantages. © 2009 Elsevier B.V. All rights reserved.

Optimisation of micro-structured waveguides in lithium niobate (z-cut)

We present an optimization procedure to improve the propagation properties of the depressed cladding, buried micro-structured waveguides formed in a z-cut lithium niobate (LN) crystal by high repetition rate femtosecond (fs) laser writing. It is shown that the propagation wavelength for which the confinement losses of ordinary (O) and extraordinary ordinary (E) polarizations are below 1 dB/cm can be optimized beyond 3 micro meter for hexagonal WG structures with seven rings of tracks.

On Graph-Based Cryptography and Symbolic Computations

We have been investigating the cryptographical properties of in nite families of simple graphs of large girth with the special colouring of vertices during the last 10 years. Such families can be used for the development of cryptographical algorithms (on symmetric or public key modes) and turbocodes in error correction theory. Only few families of simple graphs of large unbounded girth and arbitrarily large degree are known. The paper is devoted to the more general theory of directed graphs of large girth and their cryptographical applications. It contains new explicit algebraic constructions of in finite families of such graphs. We show that they can be used for the implementation of secure and very fast symmetric encryption algorithms. The symbolic computations technique allow us to create a public key mode for the encryption scheme based on algebraic graphs.

Constructing a Canonical form of a Matrix in Several Problems about Combinatorial Designs

Partially supported by the Bulgarian Science Fund contract with TU Varna, No 487.

An improved memory management scheme for large scale graph computing engine GraphChi

GraphChi is the first reported disk-based graph engine that can handle billion-scale graphs on a single PC efficiently. GraphChi is able to execute several advanced data mining, graph mining and machine learning algorithms on very large graphs. With the novel technique of parallel sliding windows (PSW) to load subgraph from disk to memory for vertices and edges updating, it can achieve data processing performance close to and even better than those of mainstream distributed graph engines. GraphChi mentioned that its memory is not effectively utilized with large dataset, which leads to suboptimal computation performances. In this paper we are motivated by the concepts of 'pin ' from TurboGraph and 'ghost' from GraphLab to propose a new memory utilization mode for GraphChi, which is called Part-in-memory mode, to improve the GraphChi algorithm performance. The main idea is to pin a fixed part of data inside the memory during the whole computing process. Part-in-memory mode is successfully implemented with only about 40 additional lines of code to the original GraphChi engine. Extensive experiments are performed with large real datasets (including Twitter graph with 1.4 billion edges). The preliminary results show that Part-in-memory mode memory management approach effectively reduces the GraphChi running time by up to 60% in PageRank algorithm. Interestingly it is found that a larger portion of data pinned in memory does not always lead to better performance in the case that the whole dataset cannot be fitted in memory. There exists an optimal portion of data which should be kept in the memory to achieve the best computational performance.

The Application of Graph Model for Automation of the User Interface Construction

The ability of automatic graphic user interface construction is described. It is based on the building of user interface as reflection of the data domain logical definition. The submitted approach to development of the information system user interface enables dynamic adaptation of the system during their operation. This approach is used for creation of information systems based on CASE-system METAS.

The Development of Parallel Resolution Algorithms Using the Graph Representation

The parallel resolution procedures based on graph structures method are presented. OR-, AND- and DCDP- parallel inference on connection graph representation is explored and modifications to these algorithms using heuristic estimation are proposed. The principles for designing these heuristic functions are thoroughly discussed. The colored clause graphs resolution principle is presented. The comparison of efficiency (on the Steamroller problem) is carried out and the results are presented. The parallel unification algorithm used in the parallel inference procedure is briefly outlined in the final part of the paper.