Computationally Efficient Bootstrap Prediction Intervals for Returns and Volatilities in ARCH and GARCH Processes

We propose a novel, simple, efficient and distribution-free re-sampling technique for developing prediction intervals for returns and volatilities following ARCH/GARCH models. In particular, our key idea is to employ a Box–Jenkins linear representation of an ARCH/GARCH equation and then to adapt a sieve bootstrap procedure to the nonlinear GARCH framework. Our simulation studies indicate that the new re-sampling method provides sharp and well calibrated prediction intervals for both returns and volatilities while reducing computational costs by up to 100 times, compared to other available re-sampling techniques for ARCH/GARCH models. The proposed procedure is illustrated by an application to Yen/U.S. dollar daily exchange rate data.

Electrical switching studies on the thin films of polyfuran and polyacrylonitrile prepared by plasma polymerisation and vacuum evaporated amorphous silicon

This thesis Entitled Electrical switching studies on the thin flims of polyfuran and polyacrylonitrile prepared by plasma polymerisation and vacuum evaporated amorphous silicon.A general introduction to the switching and allied phenomena is presented. Subsequently, developments of switching in thin films are described. The Mott transition is qualitatively presented. The working of a switching transitor is outlined and compared to the switching observed in thin films. Characteristic parameters of switching such as threshold voltage, time response to a, voltage pulse, and delay time are described. The various switching configurations commonly used are discussed. The mechanisms used to explain the switching behaviour like thermal, electrothermal and purely electronic are reviewed. Finally the scope, feasibility and the importance of polymer thin films in switching are highlighted.

Economic Valuation of Coastal Wetlands: A Study of Cochin Back waters in Kerala

The major objective of this chapter was to estimate the indirect benefits provided by the Cochin wetlands to direct, indirect and non-user populations.This chapter gives the details of the Contingent valuation survey that was executed in the study area. Section one described the actual survey and its execution. Section two undertook a detailed discussion of the methodological issues involved in the survey. Section three contained some discussion on the study.This analysis has demonstrated the feasibility of extending the use of contingent valuation methods to local populations in developing countries like India. Certain issues emerge from these applications. Income is strongly related to willingness to pay in these surveys, yet income levels are often low.Secondly, education is not a factor that influences willingness to pay in the coastal belt very much. Rather, relation of individual occupation to any wetland based activity very much influenced their willingness to pay. The study revealed that people very much valued the indirect function performed by wetlands, in fact as much as they valued the direct benefits provided by the system. There still exist differences of opinions among experts when undertaking such valuation studies. However, in the absence of a better technique for valuing environmental services that have no markets, this is definitely a first step

A Study Of The Strength And Compressibility Characteristics Of Cochin Marine Clays

With the advent of urbanisation and consequent search for more and more habitable land, it was imperative that the large tracts of marine clays, considered inhabitable earlier, had to be reclaimed and developed. These marine clays, wellknown for its high compressibility and poor shear strength, posed numerous problems to the builders and Cochin was no exception. It is only less than a decade since active research work was initiated on marine clays in general and Cochin marine clays in particular. Eventhough some systematic studies are available on compressibility characteristics, attempts to study the shear strength aspects and development of techniques to improve it have been very limited. This work is an investigation on the consolidation and shear strength characteristics of Cochin marine clays including methods to improve the same

“Seaweed exudates and settlement behaviour of sedentary organisms"

The present investigation has looked exclusively into the aspect of the biological phenomenon of settling behaviour by two serious fouling offenders encountered in the tropical seas mainly on the hulls of ships and stationary structures in the harbours. The cue to study the behaviour was adopted from the observations so far made by scientists on the epizoic growth of these organisms on the surfaces of algal fronds of variegated shape, texture, size etc. The results do indicate that there are sufficient qualities of bioactive substances produced by plants occupying the lowest categories in organic evolution and curiously enough these substances have withstood the test of time.

“Effects of monospecific and mixed algal diets on survival, development and biochemical composition of Penaeus monodon larvae”

The main objective of the present work is to acquire information regarding the growth responses of P. monodon larvae (from PZ1 upto PL1) to various mono specific and mixed diets. Evaluate the nutritional quality of selected species of micro algae viz. Chaetoceros calcitrans, Dunaliella salina, Isochrysis galbana and Nannochloropsis salina, larvae at three cell concentrations 10x104 cells/ml, 25x104 cells/ml and 50x104 cells/ml. The P. monodon larvae were transported, at the Nauplius stage, to the laboratory. The larvae were stocked at density of 150 larvae per litre in 5 litre FRP tanks with 3 litres of sea water. The algal cell density given to the larvae varied. The larval stages were fed with increasing densities of algae to evaluate the relationship between the food densities, ingestion rates, development and growth of the larvae. The water quality parameters, the percentage of survival rate, the growth estimation and the algal cell count were done. Each experiment was carried out in triplicate with a control group of larvae fed with Chaetoceros calcitrans. For the estimation standard procedures were used.to P. monodon

A study on the parameters affecting the compressibility characteristics of Cochin marine clays

There are numerous parameters affecting the compressibility characteristics of soft clays. A few of them such as load increment ratio, type of drainage and thickness of sample were taken up for detailed investigation. However, the main thrust in the present investigations was to develop an insight into the benefits of preloading technique, envolve procedures and establish design charts for preparation of a precompression programme which will substantially reduce the consolidation settlements of the extremely soft deposits of Cochin marine clays.

“Studies on glucose tolerant β-glucosidases from a novel Byssochlamys fulva and their applications in biomass to ethanol conversion”

Beta-glucosidases are critical enzymes in biomass hydrolysis process and is important in creating highly efficient enzyme cocktails for the bio-ethanol industry. Among the two strategies proposed for overcoming the glucose inhibition of commercial cellulases, one is to use heavy dose of BGL in the enzyme blends and the second is to do simultaneous saccharification and fermentation where glucose is converted to alcohol as soon as it is being generated. While the former needs extremely high quantities of enzyme, the latter is inefficient since the conditions for hydrolysis and fermentation are different. This makes the process technically challenging and also in this case, the alcohol generation is lesser, making its recovery difficult. A third option is to use glucose tolerant β-glucosidases which can work at elevated glucose concentrations. However, there are very few reports on such enzymes from microbial sources especially filamentous fungi which can be cultivated on cheap biomass as raw material. There has been very less number of studies directed at this, though there is every possibility that filamentous fungi that are efficient degraders of biomass may harbor such enzymes. The study therefore aimed at isolating a fungus capable of secreting glucose tolerant β- glucosidase enzyme. Production, characterization of β-glucosidases and application of BGL for bioethanol production were attempted.

Evaluation of the Power Consumption of Routing Protocols for Wireless Sensor Networks

Sensor networks are one of the fastest growing areas in broad of a packet is in transit at any one time. In GBR, each node in the network can look at itsneighbors wireless ad hoc networking (? Eld. A sensor node, typically'hop count (depth) and use this to decide which node to forward contains signal-processing circuits, micro-controllers and a the packet on to. If the nodes' power level drops below a wireless transmitter/receiver antenna. Energy saving is one certain level it will increase the depth to discourage trafiE of the critical issue for sensor networks since most sensors are equipped with non-rechargeable batteries that have limitedlifetime. Routing schemes are used to transfer data collectedby sensor nodes to base stations. In the literature many routing protocols for wireless sensor networks are suggested. In this work, four routing protocols for wireless sensor networks viz Flooding, Gossiping, GBR and LEACH have been simulated using TinyOS and their power consumption is studied using PowerTOSSIM. A realization of these protocols has beencarried out using Mica2 Motes.

“Adrenergic receptors and monoamines in the brain and pancreatic islets of streptozotoein diabetic rats: Role in insulin secretion as a function of age”

I) To study the changes in the content of brain rrrorroamirres in streptozotocirr-irrduced tliabetes as a lirnction of age and to lirrd the role oliadrenal lrornroncs in diabetic state. 2) To assess the adrenergic receptor function in the brain stem ofstreptozotocin-induced diabetic rats ofdillerent ages. 3) To study the changes in the basal levels of second messenger cAMP in the brain stenr ofstreptozotocin-induced diabetic rats as a function of age. 4) To study the changes occurring in the content ofmorroamines and their metabolites in whole pancreas and isolated pancreatic islets of streptozotocin-diabetic rats as a function ofage and the effect of adrenal hormones. 5) To study the adrenergic receptors and basal levels of cAMP in isolated pancreatic islets in young and old streptozotoein-diabetic rats. 6) The in virro study of CAMP content in pancreatic islets of young and old rats and its ellect on glucose induced insulin secretion. 7) 'lhe in vitro study on the involvement of dopamine and corticosteroids in glucose induced insulin secretion in pancreatic islets as a function of age.

A Study On The Utilisation Of Plastic Wastes In Stabilised Masonry Blocks

At this era of energy crisis and resource depletion, availability of conventional materials throughout the year in quantity and quality, pose a hectic problem for the builders. Adding fuel to the fire, the demand of these materials increases day by day, since the housing and habitat requirements exponentially increase time to time. There is an international concern over this crisis and researchers are reorienting themselves, so as to evolve appropriate masonry units, using locally available cheap materials and technology. The concept of green material and construction has been well conceived in the research so that marginal materials and unskilled labour can be employed for the mass production of building blocks. In this context, considering earth as a sustainable material, there is a growing interest in the use of it, as a modern construction material. Solid waste management is one of the current major environmental concerns in our country. Our country is left with millions of cubic metre of waste plastics. One of the methods to satisfactorily address this solid waste management and the environmental issues is to suitably accommodate the waste in some form (as fibres). Their employability in block making in the form of fibres (plastic fibre- mud blocks) can be investigated through a fundamental research. Also, the review of the existing literature shows that most studies on natural fibres are focussed on cellulose based/ vegetable fibres obtained from renewable plant resources except in very few cases, where animal fibre, plastic fibre and polystyrene fabric were used. At this context, for the plastic fibre-mud blocks to be more widely applicable, a systematic quantification of the relevant physical and mechanical properties of the fibre masonry units is crucial, to enable an objective evaluation of the composite material’s response to actual field condition. This research highlights the salient observations from the detailed investigation of a systematic study on the effect of embedded fibres, made of plastic wastes on the performance of stabilised mud blocks.

Comparison of Statistical and Semantic Similarity Techniques for Paraphrase Identification

This paper compares statistical technique of paraphrase identification to semantic technique of paraphrase identification. The statistical techniques used for comparison are word set and word-order based methods where as the semantic technique used is the WordNet similarity matrix method described by Stevenson and Fernando in [3].

Evaluation of the Power Consumption of Routing Protocols for Wireless Sensor Networks

Sensor networks are one of the fastest growing areas in broad of a packet is in transit at any one time. In GBR, each node in the network can look at itsneighbors wireless ad hoc networking (? Eld. A sensor node, typically'hop count (depth) and use this to decide which node to forward contains signal-processing circuits, micro-controllers and a the packet on to. If the nodes' power level drops below a wireless transmitter/receiver antenna. Energy saving is one certain level it will increase the depth to discourage trafiE of the critical issue forfor sensor networks since most sensors are equipped with non-rechargeable batteries that have limited lifetime.

Evaluation of the Power Consumption of Routing Protocols for Wireless Sensor Networks

Sensor networks are one of the fastest growing areas in broadwireless ad hoc networking (?Eld. A sensor node, typically'contains signal-processing circuits, micro-controllers and awireless transmitter/receiver antenna. Energy saving is oneof the critical issue for sensor networks since most sensorsare equipped with non-rechargeable batteries that have limited lifetime.In thiswork, four routing protocols for wireless sensor networks vizFlooding, Gossiping, GBR and LEACH have been simulated using Tiny OS and their power consumption is studied usingcaorwreiredTOoSuStIuMs.ingAMirceaal2izMaotitoens.of these protocols has been carried out using mica 2 motes

Level Identification of Brain MR Images using Histogram of a LBP variant

Axial brain slices containing similar anatomical structures are retrieved using features derived from the histogram of Local binary pattern (LBP). A rotation invariant description of texture in terms of texture patterns and their strength is obtained with the incorporation of local variance to the LBP, called Modified LBP (MOD-LBP). In this paper, we compare Histogram based Features of LBP (HF/LBP), against Histogram based Features of MOD-LBP (HF/MOD-LBP) in retrieving similar axial brain images. We show that replacing local histogram with a local distance transform based similarity metric further improves the performance of MOD-LBP based image retrieval