964 resultados para idiosyncratic volatility


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Att kunna gör en effektiv undersökning av det flyktiga minnet är något som blir viktigare ochviktigare i IT-forensiska utredningar. Dels under Linux och Windows baserade PC installationermen också för mobila enheter i form av Android och enheter baserade andra mobila opperativsy-stem.Android använder sig av en modifierad Linux-kärna var modifikationer är för att anpassa kärnantill de speciella krav som gäller för ett mobilt operativsystem. Dessa modifikationer innefattardels meddelandehantering mellan processer men även ändringar till hur internminnet hanteras ochövervakas.Då dessa två kärnor är så pass nära besläktade kan samma grundläggande principer användas föratt dumpa och undersöka minne. Dumpningen sker via en kärn-modul vilket i den här rapportenutgörs av en programvara vid namn LiME vilken kan hantera bägge kärnorna.Analys av minnet kräver att verktygen som används har en förståelse för minneslayouten i fråga.Beroende på vilken metod verktyget använder så kan det även behövas information om olika sym-boler. Verktyget som används i det här examensarbetet heter Volatility och klarar på papperet avatt extrahera all den information som behövs för att kunna göra en korrekt undersökning.Arbetet avsåg att vidareutveckla existerande metoder för analys av det flyktiga minnet på Linux-baserade maskiner (PC) och inbyggda system(Android). Problem uppstod då undersökning avflyktigt minne på Android och satta mål kunde inte uppnås fullt ut. Det visade sig att minnesanalysriktat emot PC-plattformen är både enklare och smidigare än vad det är mot Android.

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Abstract  In a case study about viewing habits in a Swedish audience I sampled 309 questionnaires; interviews with five focus group were conducted together with ten in-depth individual interviews discussing altogether fifteen favorite films exploring specific scenes of idiosyncratic relevance.  The outcome supports claims about viewers as active and playful (cf. Höijer 1998, Frampton 2006, Hoover 2006, Plantinga 2009). In line with mediatization theory I also argue that spiritual meaning making takes place through mediated experiences and I support theories about fiction films as important sources for moral and spiritual reflection (Partridge 2004, Zillman 2005, Lynch 2007, Plantinga 2009). What Hjarvard calls the soft side of mediatization processes (2008) is illustrated showing adults experiencing enchantment through favorite films (Jerslev 2006, Partridge 2008, Klinger 2008, Oliver & Hartmann 2010).  Vernacular meaning making embedded in everyday life and spectators dealing with fiction narratives such as Gladiator, Amelie from Montmartre or Avatar highlights the need for a more nuanced understanding of elevated cinematic experiences. The reported impact of specific movies is analyzed through theories where cognition and affect are central aspects of spectators’ engagements with a film (Tan 1996, Caroll 1999, Grodal 2009). Crucially important are theories of meaning-making where viewers’ detailed interpretation of specific scenes are embedded in high-level meaning-making where world view issues and spectators’ moral frameworks are activated (Zillman 2005, Andersson & Andersson 2005, Frampton 2006, Lynch 2007, Avila 2007, Axelson 2008, Plantinga 2009).  Also results from a growing body of empirical oriented research in film studies are relevant with an interest in what happens with the flesh and blood spectator exposed to filmic narratives (Jerslev 2006, Klinger 2008, Barker 2009, Suckfüll 2010, Oliver & Hartmann 2010). Analyzing the qualitative results of my case study, I want to challenge the claim that the viewer has to suspend higher order reflective cognitive structures in order to experience suture (Butler & Palesh 2004). What I find in my empirical examples is responses related to spectators’ highest levels of mental activity, all anchored in the sensual-emotional apparatus (Grodal 2009). My outcome is in line with a growing number of empirical case studies which support conclusions that both thinking and behavior are affected by film watching (Marsh 2007, Sückfull 2010, Oliver & Hartmann 2010, Axelson forthcoming). The presentation contributes to a development of concepts which combines aesthetic, affective and cognitive components in an investigation of spectator’s moves from emotional evaluation of intra-text narration to extra-textual assessments, testing the narrative for larger significance in idiosyncratic ways (Bordwell & Thompson 1997, Marsh 2007, Johnston 2007, Bruun Vaage 2009, Axelson 2011). There are a several profitable concepts suggested to embrace the complex interplay between affects, cognition and emotions when individuals respond to fictional narratives. Robert K. Johnston label it “deepening gaze” (2007: 307) and “transformative viewing” (2007: 305). Philosopher Mitch Avila proposes “high cognition” (2007: 228) and Casper Thybjerg ”higher meaning” (2008: 60). Torben Grodal talks about “feelings of deep meaning” (Grodal 2009: 149). With a nod to Clifford Geertz, Craig Detweiler adopts “thick description” (2007: 47) as do Kutter Callaway altering it to ”thick interpretations” (Callaway 2013: 203).  Frampton states it in a paradox; ”affective intelligence” (Frampton 2006: 166). As a result of the empirical investigation, inspired by Geertz, Detweiler & Callaway, I advocate thick viewing for capturing the viewing process of these specific moments of film experience when profound and intensified emotional interpretations take place. The author As a sociologist of religion, Tomas Axelsons research deals with people’s use of mediated narratives to make sense of reality in a society characterized by individualization, mediatization and pluralized world views.  He explores uses of fiction film as a resource in every day life and he is currently finishing his three year project funded by the Swedish Research Council: Spectator engagement in film and utopian self-reflexivity. Moving Images and Moved Minds. http://www.du.se/sv/AVM/Personal/Tomas-Axelson Bibliography Axelson, T. (Forthcoming 2014). Den rörliga bildens förmåga att beröra.[1] Stockholm: Liber Axelson, T. (In peer review). Vernacular Meaning Making. Examples of narrative impact in fiction film questioning the ’banal’ notion in mediatization theory. Nordicom Review. Nordicom Göteborg. Axelson, T. (2011). Människans behov av fiktion. Den rörliga bildens förmåga att beröra människan på djupet.[2]Kulturella perspektiv. Volume 2. Article retrieved from www.kultmed.umu.se/digitalAssets/74/74304_axelson-22011.pdf Axelson, Tomas (2010) “Narration, Visualization and Mind. Movies in everyday life as a resource for utopian self-reflection.” Paper presentation at CMRC, 7th Conference of Media, Religion & Culture in Toronto, Canada 9 – 13th August 2010. Axelson, Tomas (2008) Movies and Meaning. Studying Audience, Favourite Films and Existential Matters. Particip@tions : Journal of Audience and Reception Studies. Volume 5, (1). Doctoral dissertation summary. ACTA UNIVERSITATIS UPSALIENSIS. Article retrieved from http://www.participations.org/Volume%205/Issue%201%20-%20special/5_01_axelson.htm  [1] English translation: Moving Images and Moved Minds. [2] English translation: Our need for fiction. Deeply Moved by Moving Images. Cultural Perspectives.

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The outcome of an audience study supports theories stating that stories are a primary means by which we make sense of our experiences over time. Empirical examples of narrative impact are presented in which specific fiction film scenes condense spectators' lives, identities and beliefs. One conclusion is that spectators test the emotional realism of the narative for greater significance, connecting diegetic fiction experiences with their extra-diegetic world in their quest for meaning, self and identity. The 'banal' notion of the mediatization of religion theory is questioned as unsatisfactory in the theoretical context of individualized meaning-making processes. As a semantically negatively charged concept, it is problematic when analyzing empirical examples of spectators' use of fictional narratives, especially when trying to characterize the idiosyncratic and complex interplay between spectators' fiction emotions and their testing of mediated narratives in an exercise to find moral significance in extra-filmic life. Instead vernacular meaning-making is proposed.

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In this paper we basically make two propositions - firstly a non-linear process that is primarily fuelled by mass cognitive dissonance could generate systematic deviations between the theoretical and market prices of long-term options, and secondly such deviations are best reconciled in terms of neutrosophic rather than ruled-based reasoning, especially in the context of the users of automated trading systems designed to generate trading signals based on analysis of information  from conflicting sources.

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In 1983, the provocative and idiosyncratic Australian poet Les Murray published a volume entitled The People's Otherworld. At the heart of that middle volume of Murray's work is a poem about grace entitled Equanimity. Here, McCredden examines how does the poetry of Murray seek to represent the sacred.

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EXDOC is an on-line export documentation system implemented by the Australian Quarantine Inspection Service [AQIS] and used currently by 90% of meat exporters. At a time when governments world-wide are increasingly committed to introducing electronic service delivery [ESD], this is a timely exemplar of innovative practice. In this paper, we consider the initial implementation of EXDOC in the meat export sector in order to identify the factors that led to the successful adoption of this system.

We consider these factors in the context of diffusion of innovation literature supplemented with Bijker’s social constructivist framework. The theoretical flexibility provided by this combination of approaches enabled us to draw out a number of implications from the data that bear on strategy formulation.

Factors found to have significant bearing on the early adoption of EXDOC included: (1) idiosyncratic factors precipitating the initial implementation (2) the constraints based on accommodating user capabilities (3) the organisational role taken by AQIS (4) diffusion as a self-reinforcing and value-adding effect.

A standard represents both a problem as a requirement of such a system and a problem solving strategy eliciting compliance to the system requirements. Over the period of shaping and stabilizing of the industry standard, AQIS was required to act as facilitator in the coordination of the actors.

The implementation of systems like EXDOC enables users to identify what they want from a system, specifying their preferences and tradeoffs. Such implementations offer opportunities for systems redesign within export business sectors with major strategic implications for the industry.

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Using a high-frequency data set of the spot Australian dollar/US dollar this study examines the distribution of quotes and returns across the 24 hour trading "day". Employing statistical methods for measuring long-tenn dependence in time-series we find evidence of time-varying dependence and volatility that aligns with the opening and closing of markets. This variation is attributed to the effects of liquidity and the price-discovery actions of dealers.

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This article analyses the marketing of an early Australian entrepreneurial female painter as metaphor in the exploration of the brand concept. It does so through the extension of her persona to her art, through examination of her diaries, letters and public documents. The use of the metaphor as a means of promulgating the 'brand as person' is discussed. Thus, the buyer of art chooses a painting with confidence because of the personality projected by the creator of the art work, in the same way as a successful brand of another product might be purchased. This article places the analysis within the context of social change of the time, giving some indication of the market and competitor positions and her motivation for differentiating herself from others. It highlights the conflict that the painter's brand caused to the artist's competitors at the time and how that affected her long-term reputation. The artist's idiosyncratic approach to painting and her vigorous self-promotion as an artist sought a reappraisal of the genre of lowly flower painting in the late nineteenth century.

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This paper investigates time-varying optimal hedge ratios in individual stock futures markets in India. The analysis employs data on individual stock futures from an unexplored but highly traded (both in terms of volume and quantity) emerging market. The hedge ratios derived in this study incorporate mean reversion in volatility, which is an important extension of the bivariate BEKK-GARCH model of Engle and Kroner. This extension generates improved optimal hedge ratios over the traditional BEKK-GARCH model and static error correction type alternatives.

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Granulocyte colony-stimulating factor (G-CSF) is the major regulator of granulopoiesis and acts through binding to its specific receptor (G-CSF-R) on neutrophilic granulocytes. Previous studies of signaling from the 4 G-CSF-R cytoplasmic tyrosine residues used model cell lines that may have idiosyncratic, nonphysiological responses. This study aimed to identify specific signals transmitted by the receptor tyrosine residues in primary myeloid cells. To bypass the presence of endogenous G-CSF-R, a chimeric receptor containing the extracellular domain of the epidermal growth factor receptor in place of the entire extracellular domain of the G-CSF-R was used. A series of chimeric receptors containing tyrosine mutations to phenylalanine, either individually or collectively, was constructed and expressed in primary bone marrow cells from G-CSF-deficient mice. Proliferation and differentiation responses of receptor-expressing bone marrow cells stimulated by epidermal growth factor were measured. An increased 50% effective concentration to stimulus of the receptor Ynull mutant indicated that specific signals from tyrosine residues were required for cell proliferation, particularly at low concentrations of stimulus. Impaired responses by mutant receptors implicated G-CSF-R Y764 in cell proliferation and Y729 in granulocyte differentiation signaling. In addition, different sensitivities to ligand stimulation between mutant receptors indicated that G-CSF-R Y744 and possibly Y729 have an inhibitory role in cell proliferation. STAT activation was not affected by tyrosine mutations, whereas ERK activation appeared to depend, at least in part, on Y764. These observations have suggested novel roles for the G-CSF-R tyrosine residues in primary cells that were not observed previously in studies in cell lines.

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This paper investigates time-varying optimal hedge ratios in individual stock futures markets in India. The analysis employs data on individual stock futures from an unexplored but highly traded (both in terms of volume and quantity) emerging market. The hedge ratios derived in this study incorporate mean reversion in volatility, which is an important extension of the bivariate BEKK-GARCH model of Engle and Kroner. This extension generates improved optimal hedge ratios over the traditional BEKK-GARCH model and static error correction type alternatives.

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VINCENT Buckley's Golden Builders and Other Poems (1976) is an important poetic experiment in its direct and exulted address to the city and to the sacred. The city is Melbourne in which Buckley lived, worked and wrote for forty years. In the original volume, the epigraph to the twenty-seven part sequence 'Golden Builders' is from William Blake's Jerusalem, a profound and idiosyncratic yoking together of the corporeal and the sacred

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This paper is the first attempt to investigate the factors fundamental to the setting of the price–earnings (P–E) multiple for the Australian stock market. The quarterly P–E ratio for the ASX 200 index is used as a measure of the market wide P–E multiple. It is demonstrated that a large portion of the variation in the P–E multiple can be explained by the dividend payout ratio, interest rates and GDP growth rates. In addition, consumers' confidence—a leading indicator of future growth opportunities, the Australian–US exchange rate—a key determinant of the competitiveness of domestic companies, and volatility of domestic market returns—a risk factor, have incremental explanatory power.

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The photolytic phenanthrene-based precursors for both β-methoxycarbene and β-ethoxycarbene were synthesized with and without a deuterium label attached to the a carbon. The incorporation of this deuterium label allowed distinction between a 1, 2-H shift and a 1, 2-O shift pathway to the respective alkyl vinyl ether, without the influence of a primary kinetic isotope effect. Photolyses of these precursors gave rearrangement products of the expected β-alkoxycarbenes. In the case of β-methoxycarbene, no methyl vinyl ether was observed due to its volatility. However, the appearance of aldehyde peaks in the NMR spectra, from an apparent further rearrangement to acetaldehyde through an enol intermediate, indicated that a 1,2-H shift had occurred. Ethyl vinyl ether was isolated following the photolysis of the β-ethoxycarbene precursor. Quantification of the two pathways showed less than 2% undergoing an ethoxy shift to the ethyl vinyl ether. Yield experiments on this photolysis demonstrated a maximum yield of β-ethoxycarbene as 43%, though this decreased as the experiment continued. Computational work on the β-ethoxycarbene system indicates that the triplet scate is more stable than the singlet. In addition, the activation energy to the 1.2-H shift pathway is remarkably low and is clearly consistent with the observed overwhelming preference for this pathway in the experiment.

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The present study investigates the behaviour of Share Price Index (SPI) futures returns, volatility, and trading volume behaviour around the announcement of Current Account Deficit (CAD), Gross Domestic Product (GDP), and Inflation (CPI). The futures market data are sampled at 1-, 5-, and 10-min intervals at the announcement time. After controlling for risk, a significant positive abnormal return can be earned based on the good news release. However, it is unlikely that traders could make an economic profit by exploiting this effect. In this sense, this futures market returns are found to react efficiently to good news. Volatility behaviour around announcements provides the same conclusion. As for the relationship between returns, volatility, and volume upon information arrival, returns are positively related to trading volume, which is inconsistent with the ‘short sales constraint’ theory. Trading volume is found to increase as the level of volatility rises. The redenomination of the SPI futures and options contract from A$100 to A$25 per basis point is found to increase trading volume in excess of that expected due to the redenomination. However, market return and volatility are unaffected by the redenomination.