A Radial Basis Function Approach to Financial Time Series Analysis

Nonlinear multivariate statistical techniques on fast computers offer the potential to capture more of the dynamics of the high dimensional, noisy systems underlying financial markets than traditional models, while making fewer restrictive assumptions. This thesis presents a collection of practical techniques to address important estimation and confidence issues for Radial Basis Function networks arising from such a data driven approach, including efficient methods for parameter estimation and pruning, a pointwise prediction error estimator, and a methodology for controlling the "data mining'' problem. Novel applications in the finance area are described, including customized, adaptive option pricing and stock price prediction.

Switching Between Discrete and Continuous Process Models to Predict Molecular Genetic Activity

Two kinds of process models have been used in programs that reason about change: Discrete and continuous models. We describe the design and implementation of a qualitative simulator, PEPTIDE, which uses both kinds of process models to predict the behavior of molecular energetic systems. The program uses a discrete process model to simulate both situations involving abrupt changes in quantities and the actions of small numbers of molecules. It uses a continuous process model to predict gradual changes in quantities. A novel technique, called aggregation, allows the simulator to switch between theses models through the recognition and summary of cycles. The flexibility of PEPTIDE's aggregator allows the program to detect cycles within cycles and predict the behavior of complex situations.

Characteristics of elution profile in radial chromatography under linear conditions

Based on the mass balance equations of solute transfer in the radial chromatographic column, the theoretical expression to describe the column efficiency and shape of elution profile is obtained under linear isotherm case. Moreover, the tendency for the variation of column efficiency and symmetry of peak profile is systematically discussed. The results showed that in radial chromatography the relationship between the column efficiency and volumetric flow rate is similar with that relationship in axial chromatography; relatively high column efficiency still can be obtained under high flow rate in radial chromatography. Accompanying the increase of retention factor of solutes and injection time, the column efficiency decreases monotonously. The effect of column diameter and column length on the column efficiency interfere with each other. It is more advantageous to increase the column efficiency by applying columns with larger column diameter and shorter column length. According to the discussion of the effect of diffusion on the column efficiency, radial chromatography is proved to be suitable for the separation of samples with relatively high diffusion coefficient, which predicts its obvious advantage in the preparative separation of samples such as proteins and DNA.

Continuous configuration time-dependent self-consistent field method for polyatomic quantum dynamical problems

A new continuous configuration time-dependent self-consistent field method has been developed to study polyatomic dynamical problems by using the discrete variable representation for the reaction system, and applied to a reaction system coupled to a bath. The method is very efficient because the equations involved are as simple as those in the traditional single configuration approach, and can account for the correlations between the reaction system and bath modes rather well. (C) American Institute of Physics.

Influence of fat percentage, front thigh skinfold and girth on the maximum radial displacement of the dominant rectus femoris

4.171 JCR (2013) Q1, 6/81 Sport sciences

An artificial immune system for continuous analysis of time-varying data

M. Neal, An Artificial Immune System for Continuous Analysis of Time-Varying Data, in Proceedings of the 1st International Conference on Artificial Immune Systems (ICARIS), 2002, eds J Timmis and P J Bentley, volume 1, pages 76-85,

The Depiction of Coronal Structure in White-Light Images

Morgan, Huw, Habbal, S.R., Woo, R., (2006) 'The Depiction of Coronal Structure in White-Light Images', Solar Physics 236(2) pp.263-272 RAE2008

Blood and urinary abnormalities induced during and after 24-hour continuous running: A case report

In this reported clinical case, a healthy and well-trained male subject [aged 37 years, maximal oxygen uptake (V[Combining Dot Above]O2max) 64 mL·kg·min] ran for 23 hours and 35 minutes covering 160 km (6.7 km/h average running speed). The analysis of hematological and biochemical parameters 3 days before the event, just after termination of exercise, and after 24 and 48 hours of recovery revealed important changes on muscle and liver function, and hemolysis. The analysis of urine sediments showed an increment of red and white blood cells filtrations, compatible with transient nephritis. After 48 hours, most of these alterations were recovered. Physicians and health professionals who monitor such athletic events should be aware that these athletes could exhibit transient symptoms compatible with severe pathologies and diseases, although the genesis of these blood and urinary abnormalities are attributable to transient physiological adaptations rather to pathological status.

Construction of Robot Intra-modal and Inter-modal Coordination Skills by Developmental Learning

Q. Meng and M. H. Lee, 'Construction of Robot Intra-modal and Inter-modal Coordination Skills by Developmental Learning', Journal of Intelligent and Robotic Systems, 48(1), pp 97-114, 2007.

Biologically inspired automatic construction of cross-modal mapping in robotic eye/hand systems

Q. Meng and M.H. Lee, 'Biologically inspired automatic construction of cross-modal mapping in robotic eye/hand systems', IEEE/RSJ International Conference on Intelligent Robots and Systems (IROS 2006,) ,4742-49, Beijing, 2006.

Holevo-Ordering and the Continuous-Time Limit for Open Floquet Dynamics

Gough, John, (2004) 'Holevo-Ordering and the Continuous-Time Limit for Open Floquet Dynamics', Letters in Mathematical Physcis 67(3) pp.207-221 RAE2008

Diurnal variation in uptake and xylem contents of inorganic and assimilated N under continuous and interrupted N supply to Phleum pratense and Festuca pratensis

J. H. Macduff and A. K. Bakken. (2003). Diurnal variation in uptake and xylem contents of inorganic and assimilated N under continuous and interrupted N supply to Phleum pratense and Festuca pratensis. Journal of Experimental Botany, 54 (381) pp.431-444 Sponsorship: BBSRC / Norwegian Crop Research Institute RAE2008

Vibrato in singing voice: the link between source-filter and sinusoidal models

The application of inverse filtering techniques for high-quality singing voice analysis/synthesis is discussed. In the context of source-filter models, inverse filtering provides a noninvasive method to extract the voice source, and thus to study voice quality. Although this approach is widely used in speech synthesis, this is not the case in singing voice. Several studies have proved that inverse filtering techniques fail in the case of singing voice, the reasons being unclear. In order to shed light on this problem, we will consider here an additional feature of singing voice, not present in speech: the vibrato. Vibrato has been traditionally studied by sinusoidal modeling. As an alternative, we will introduce here a novel noninteractive source filter model that incorporates the mechanisms of vibrato generation. This model will also allow the comparison of the results produced by inverse filtering techniques and by sinusoidal modeling, as they apply to singing voice and not to speech. In this way, the limitations of these conventional techniques, described in previous literature, will be explained. Both synthetic signals and singer recordings are used to validate and compare the techniques presented in the paper.

EXPERIMENTAL INVESTIGATION OF LINEAR BUBBLE DYNAMICS IN A VISCOELASTIC XANTHAN GEL

Oceanic bubble plumes caused by ship wakes or breaking waves disrupt sonar communi- cation because of the dramatic change in sound speed and attenuation in the bubbly fluid. Experiments in bubbly fluids have suffered from the inability to quantitatively characterize the fluid because of continuous air bubble motion. Conversely, single bubble experiments, where the bubble is trapped by a pressure field or stabilizing object, are limited in usable frequency range, apparatus complexity, or the invasive nature of the stabilizing object (wire, plate, etc.). Suspension of a bubble in a viscoelastic Xanthan gel allows acoustically forced oscilla- tions with negligible translation over a broad frequency band. Assuming only linear, radial motion, laser scattering from a bubble oscillating below, through, and above its resonance is measured. As the bubble dissolves in the gel, different bubble sizes are measured in the range 240 – 470 μm radius, corresponding to the frequency range 6 – 14 kHz. Equalization of the cell response in the raw data isolates the frequency response of the bubble. Compari- son to theory for a bubble in water shows good agreement between the predicted resonance frequency and damping, such that the bubble behaves as if it were oscillating in water.