Small Period Of Time Research Articles

Long memory behavior of returns after intraday financial jumps

Abstract In this paper, characterization of intraday financial jumps and time dynamics of returns after jumps is investigated, and will be analytically and empirically shown that intraday jumps are power-law distributed with the exponent 1 μ 2 ; in addition, returns after jumps show long-memory behavior. In the theory of finance, it is important to be able to distinguish between jumps and continuous sample path price movements, and this can be achieved by introducing a statistical test via calculating sums of products of returns over small period of time. In the case of having jump, the null hypothesis for normality test is rejected; this is based on the idea that returns are composed of mixture of normally-distributed and power-law distributed data ( ∼ 1 / r 1 + μ ). Probability of rejection of null hypothesis is a function of μ , which is equal to one for 1 μ 2 within large intraday sample size M . To test this idea empirically, we downloaded SP and it represents a power law exponent in 2015–2016 greater than one in 1997–1998. Assuming that i.i.d returns generally follow Poisson distribution, if the jump is a causal factor, high returns after jumps are the effect; we show that returns caused by jump decay as power-law distribution. To test this idea empirically, we average over the time dynamics of all days; therefore the superposed time dynamics after jump represent a power-law, which indicates that there is a long memory with a power-law distribution of return after jump.

Os pacientes emagrecem após artroplastia total de joelho?

ObjectiveSeveral studies show that patients undergoing total knee arthroplasty (TKA) tend to maintain or gain weight after the procedure, which would result in increased wear of the prosthesis and new surgical interventions in a smaller period of time in comparison with patients with adequate body mass index (BMI). The aim of this study was to investigate the effect of TKA surgery on these patients’ BMI. MethodsInitially the records were analyzed, chosen at random from 91 patients undergoing TKA during the period from August 2011 to July 2013. Patients were stratified by BMI as normal weight (BMI between 20‐25), overweight (BMI between 25‐30), and obesity (BMI>30). They were re‐evaluated in a minimum period of 18 months. ResultsThe mean age of the sample population was 68.1 years; 69.1 for men and 67.2 for women. The mean preoperative BMI was 27.24kg/m2. Among the study participants, in the preoperative period, 17 patients had normal weight, 65 were overweight, and nine were obese. Postoperative analysis showed weight loss in 41 patients (46%), and weight gain in 50 patients (54%). The mean postoperative BMI was 27.16kg/m2, in general, experiencing a slight decline in the mean BMI of 0.08kg/m2. ConclusionPatients who underwent TKA did not achieve significant reduction in BMI after surgery.

Fabrication of ZrO2-Ti Composites by Slip Casting Method

AbstractSlip casting is one of the most popular shaping method in ceramic technology which allows producing a large number of elements in small period of time. This shaping technique gives a possibility to fabricate ceramic or composite materials such as ZrO2-Ti. Ti with its properties (low density, high melting point, high-temperature strength, good corrosion resistance and others) combine with ZrO2(high flexure strength, high compression resistance and very high KIC) can be considered for different applications as constructional and functional materials. For the preparation of such composite nanometric zirconium oxide powder stabilized by 3 mol% Y2O3and micrometric titanium powder were used. Water-based slurries with 35, 40, 45 and 50 vol.% solid phase content were prepared with 3, 10 and 15 vol.% addition of titanium powder. Zeta potential and pH of prepared slurries were considered. The pH changes were tested as a function of Ti content. The viscosity of the prepared slurries was measured. The sedimentation tests for selected slurries were performed. The casting rate for slurry of 35% solid phase with 10 vol.% Ti was examined. These measurements showed good stability of slurries. With the increasing of the solid phase concentration the density of the green bodies increased. However, the increase of the content of Ti powder reduced the density of green body samples. For selected samples the SEM observations was carried out. Composites produced by slip casting were characterized by a homogenous distribution of Ti particles in the ZrO2matrix.

The contribution of laser scanning technology in the estimation of ancient Greek monuments' deformations

Terrestrial laser scanning technology is nowadays more and more used for the documentation of cultural heritage monuments. The thorough exploitation of the main advantage of terrestrial laser scanners (TLS) that is the acquisition of extremely dense discrete points in a relatively small time period leads to detailed 3D representation of the monument, overcoming possible difficulties such as limited accessibility. Most often, this 3D representation is used for the monument's documentation as well as for virtual tours in, out or around it. This detailed documentation can be used for one more purpose: the estimation of the deformation that its elements have experienced through the centuries and, following, the monument's restoration, provided that, its' initial, constructional geometry is known. In this paper, research towards this goal is presented, dealing with the estimation of the deformations of a column of the ancient temple of Zeus in Nemea Greece using TLS technology. This column is standing erect since the temple's construction in 330 BC and it has been subject to serious deformations because of various causes.

Numerical investigation of near-wake characteristics of cavitating flow over a circular cylinder

A homogeneous mixture model is used to study cavitation over a circular cylinder at two different Reynolds numbers ($Re=200$and 3900) and four different cavitation numbers (${\it\sigma}=2.0$, 1.0, 0.7 and 0.5). It is observed that the simulated cases fall into two different cavitation regimes: cyclic and transitional. Cavitation is seen to significantly influence the evolution of pressure, boundary layer and loads on the cylinder surface. The cavitated shear layer rolls up into vortices, which are then shed from the cylinder, similar to a single-phase flow. However, the Strouhal number corresponding to vortex shedding decreases as the flow cavitates, and vorticity dilatation is found to play an important role in this reduction. At lower cavitation numbers, the entire vapour cavity detaches from the cylinder, leaving the wake cavitation-free for a small period of time. This low-frequency cavity detachment is found to occur due to a propagating condensation front and is discussed in detail. The effect of initial void fraction is assessed. The speed of sound in the free stream is altered as a result and the associated changes in the wake characteristics are discussed in detail. Finally, a large-eddy simulation of cavitating flow at$Re=3900$and${\it\sigma}=1.0$is studied and a higher mean cavity length is obtained when compared to the cavitating flow at$Re=200$and${\it\sigma}=1.0$. The wake characteristics are compared to the single-phase results at the same Reynolds number and it is observed that cavitation suppresses turbulence in the near wake and delays three-dimensional breakdown of the vortices.

Pulsating fronts for bistable on average reaction–diffusion equations in a time periodic environment

This paper is devoted to reaction–diffusion equations with bistable nonlinearities depending periodically on time. These equations admit two linearly stable states. However, the reaction terms may not be bistable at every time. These may well be a periodic combination of standard bistable and monostable nonlinearities. We are interested in a particular class of solutions, namely pulsating fronts. We prove the existence of such solutions in the case of small time periods of the nonlinearity and in the case of small perturbations of a nonlinearity for which we know there exist pulsating fronts. We also study uniqueness, monotonicity and stability of pulsating fronts.

Support Vector Machines Trained with Evolutionary Algorithms Employing Kernel Adatron for Large Scale Classification of Protein Structures.

With the increasing power of computers, the amount of data that can be processed in small periods of time has grown exponentially, as has the importance of classifying large-scale data efficiently. Support vector machines have shown good results classifying large amounts of high-dimensional data, such as data generated by protein structure prediction, spam recognition, medical diagnosis, optical character recognition and text classification, etc. Most state of the art approaches for large-scale learning use traditional optimization methods, such as quadratic programming or gradient descent, which makes the use of evolutionary algorithms for training support vector machines an area to be explored. The present paper proposes an approach that is simple to implement based on evolutionary algorithms and Kernel-Adatron for solving large-scale classification problems, focusing on protein structure prediction. The functional properties of proteins depend upon their three-dimensional structures. Knowing the structures of proteins is crucial for biology and can lead to improvements in areas such as medicine, agriculture and biofuels.

Pure Love Redefined

Love —the most sweet and lovely word to all of us. There are different forms of love. But the most well known pure love is the Mom’s love for their children, its most selfless love in the world, probably in the whole universe—-but is it really true for every Mom? Let’s see what the logic from the practical incidents leads us, let’s start with a question—how many girls and boys are there who have dedicated their whole life for their lover? The answer is —such dedication is very hard to see, after falling in love we make lots of promises to our lovers but when the time comes to keep those promises we make lots of excuses, both the boys and the girls start to sow lots of excuses, girls never find any problem to choose a secured life ignoring love, girls have lots of excuses to be got married as soon as possible, such as, security in life, complication during delivery in old age etc. But if a girl purely loves a boy then should these thoughts come in her mind? If comes then is it a pure love? Moms love is a worldwide known pure love but how much is it an example of selfless love? Specially how much is it applicable for those girls who always wanted to secure their life without dedicating small time period for the pure love they have got, those who can’t dedicate ,who can’t make sacrifices for their love can never love their children purely, their love for their children is the love for their “own Part” which they brought up in their womb for nine months supplying biological and chemical ingredients ,they have supplied it from their own body that’s why they have so much love for their own part—-so for these types of girls, their love as mom can never be a selfless love.

Evaluation of the Dynamic Characteristics of Aircraft during Landing in Crosswinds

Abstract This article summarizes the results of aircraft lateral drift parameter estimation. The lateral drift of an aircraft may occur in extreme and dangerous situations when the aircraft lands in crosswind conditions. Such a situation is developing with great dynamics in a small period of time. Within seconds, the aircraft can drastically change the flight path or position. The article highlights the results obtained in a calculation made during the flight phase of the aircraft landing in crosswind.

An Efficient Solvent Free Synthesis of Coumarins via Solid Phase Pechmann Reaction

An efficient solvent free synthesis of coumarins has been developed via sold phase Pechmann condensation reaction by making use of grindstone chemistry at room temperature. When different substituted phenols were ground with ethylacetoacetate in presence of P2O5 at room temperature in china pestle mortar under solvent free conditions, coumarins were obtained in good yield in a very small period of time.

On the Exponential Convergence Rate for a Non-Gradient Fokker-Planck Equation in Computational Neuroscience

This paper concerns the proof of the exponential rate of convergence of the solution of a Fokker-Planck equation, with a drift term not being the gradient of a potential function and endowed by Robin type boundary conditions. This kind of problem arises, for example, in the study of interacting neurons populations. Previous studies have numerically shown that, after a small period of time, the solution of the evolution problem exponentially converges to the stable state of the equation.

Моделирование ограничений на относительное движение шарнирно связанных тел в системах виртуального окружения

The topic of this paper is a real-time simulation of the dynamics of a system of articulated rigid bodies with restrictions on their relative motion. Restrictions are set in the form of inequalities for the relative angles of rotation (for the rotational joints) or relative displacement (for the prismatic joints) of links. Examples of such systems are robots and manipulators, mobile vehicles with trailers, hinged doors, etc. This problem can be presented as a system of linear algebraic equations with linear complements. As a solution for this system the authors propose the method of sequential impulses utilizing a temporal coherence property, which means that the state of a multi-body system (their coordinates) varies slightly for a small period of time. The semi-implicit Euler method is used as the difference scheme. Since the problem presented in the form of a system of linear equations with linear complements is solved relative to velocities, it is necessary to ensure achievement of constraints relative to the body coordinates (task of constraint stabilization). For such a stabilization the authors propose to use the method of split impulses, which ensures stability of the dynamics simulation for a multi-body system. In this paper the authors consider methods used both for the open and closed kinematic chains. The proposed methods and algorithms are implemented in the program modules in the form of dynamic libraries for Windows OS. Their approbation was carried out in the subsystem of dynamics simulation performing simulation of the robots containing joints with restrictions on the parameters of the relative motion. Studies have shown that the proposed methods and algorithms meet the requirements for the dynamics simulation subsystems of the simulators for control of complex dynamic processes, and virtual environment systems. Such technologies can also be used in virtual labs, simulation complexes, systems of augmented virtual environment and other applications.

A Smart/Efficient Method to Facilitate Highway Pedestrian Protection

Background/Objectives: To ensure pedestrian safety in highways predominantly at night. Application: By introducing piezoelectric sensors embedded on highways, which automates the notification lamps that help both pedestrian and drivers to know each other’s presence. Methods/Statistical Analysis: The basic method we implement is getting the feed of digital HIGH and digital LOW from the piezoelectric crystals. The state of the pedestrian cross decides the output signal of the notification lamp. This helps the fast drivers on the highway to adjust their acceleration with prior alert of movement on the road. The prototype result with few minutes delay of glowing, the notification lamp can be set in real time with little more depending on the length of the cross. Findings: The night time travelers on the highway have the difficulty of vision due to optical problems of the front vehicle glass. The irritation due to high beam of the opposite vehicles distract the proper vision of the road. The pedestrians from local area are becoming a casualty of this situation. And the speed at which the drivers come is not possible to reduce in small period of time. Prior alert is required for this.

Obstacle Avoidace Robot Using LabView

The concept of path planning and collision avoidance are two of the most common theories applied for designing and developing in advanced autonomous robotics applications. NI LabView makes it possible to implement real-time processor for obstacle avoidance. The obstacle avoidance strategy ensures that the robot whenever senses the obstacle stops without being collided and moves freely when path is free, but sometimes there exists a probability that once the path is found free and the robot starts moving, then within a fraction of milliseconds, the robot again sense the obstacle and it stops. This continuous swing of stop and run within a very small period of time may cause heavy burden on the system leading to malfunctioning of the components of the system. This paper deals with overcoming this drawback in a way that even after the robot calculates the path is free then also it will wait for a specific amount of time before running it. So as to confirm that if again the sensor detects the obstacle within that specified period then robot don’t need to transit its state suddenly thus avoiding continuous transition of run and stop. Thus it reduces the heavy burden on the system.

Optimal multi-dimensional stochastic harvesting with density-dependent prices

We prove a verification theorem for a class of singular control problems which model optimal harvesting with density-dependent prices or optimal dividend policy with capital-dependent utilities. The result is applied to solve explicitly some examples of such optimal harvesting/optimal dividend problems. In particular, we show that if the unit price decreases with population density, then the optimal harvesting policy may not exist in the ordinary sense, but can be expressed as a “chattering policy”, i.e. the limit as \(\Delta x\) and \(\Delta t\) go to \(0\) of taking out a sequence of small quantities of size \(\Delta x\) within small time periods of size \(\Delta t\).

Development of the impulse circuit of excitation of an impact resonant power converter

The possibility of obtaining high-frequency impulses of current of nanosecond duration and considerable amplitude from primary low-power, low-voltage power sources with a wide area of application is analyzed: from alternative power sources of low and average power to the highly effective inductive installations for metal melting and tempering, including synthesis of nanostructured coverages. A functional chart of the classical shock excitation contour the operating principle of which is based on obtaining considerable impulse power due to its saturation up to considerable values for a small period of time with minimum input is considered. The reasons for limitation of the current amplitude on the inductor in the scheme of the shock excitation contour are analyzed, and ways to remove shortcomings on the example of the scheme with the actual electronic components are proposed. Analysis of work of the shock excitation contour is carried out, and options of technical implementation of a device with optimum parameters are considered.

“ET-CALCULATOR” A NEW MODEL TO ROBUSTLY CALCULATE EVAPOTRANSPIRATION IN EGYPT

The Penman-Monteith (P-M) equation is widely recommended to calculate evapotranspiration (ET) because of its detailed theoretical base and its accommodation of small time periods. Thus, there is a need to develop a model to easily calculate ET and can be used by extension workers. The objective of this research is to use evaluate the MS Excel sheet capability to develop a program to calculate ET values in the Governorates of the Nile Delta and Valley. A model was developed called “ET-Calculator”. The model uses P-M equation to calculate ET. Weather parameters of 17 governorates in the Nile Delta and Valley were input (maximum and minimum temperature, mean of relative humidity, wind speed and solar radiation), as well as the elevation above sea level in order to calculate ET values. To test the validity of the model, the estimated ET values by ET-Calculator model were compared to the estimated ET values by BISm model. Closeness of both estimated ET values to each other was tested by Root Mean Square Error per observation (RMSE/obs) and Willmott index of agreement (d). The results indicated that ET-Calculator model estimated monthly and annual ET values in all governorates similar to the ET values estimated by BISm model, where RMSE/obs values were low and d values were high. These results implied that the presence of friendly and easy use program to calculate ET, such as ET-Calculator facilitate the calculation of water requirements for crops by extension workers and could improve the current situation of agricultural water management in Egypt.

Taihe Circuit, a Novel Circuit Topology for Conversion from Single-Phase to Three-Phase

This paper presents a brand-new splitting phase topology based on three-phase full-bridge inverter, which is named ‘Taihe Circuit’. This circuit topology resembles the traditional three-phase full-bridge inverter except for the direct connection of its two-phase output with the two terminals of the one-phase power source. Its operating principles are as follows: one-phase power source first charges the DC capacitor through three-phase full-bridge inverter in a small time period. After the voltage of the DC capacitor reaches stability, three-phase full-bridge inverter can output three-phase symmetrical AC voltage. The average power of the one-phase AC source equals to the power consumed by the three-phase symmetrical load, and the fluctuation of the power of the AC source corresponds to the charge and discharge of the capacitor on the DC side of the inverter. This circuit topology can achieve the conversion from one-phase AC source to three-phase symmetrical AC source when knowing three-phase load and can be used cooperatively with other circuits in some situations. In comparison to traditional scheme, a combination of one-phase rectification and three-phase inversion, the proposed brand-new topology requires less power electronic devices, as is more economically practical. As a final note, feasibility of the topology is verified through simulation.

Impact of the time pattern of human behaviors on information spreading

There is sufficient evidence to support that the inter-event time distribution of human behaviors is heavy tailed. This fact plays an important role in human dynamics at collective levels. Recently, researchers found that the heavy-tailed inter-activity patterns of human behaviors slow down the spreading significantly. In this paper, we investigate the influence of people's interest time length on information spreading. Considering that information has its own time period of being interested in, we find that for small interest time period, heavy-tailed human behaviors can enhance the information spreading. While for large interest time period, the heavy-tailed human behaviors will suppress the spreading. These results can help us understanding the rule of information spreading, controlling and limiting the outbreak of rumors.

Effect of Acute Stresses on Zebra Fish (Danio rerio) Metabolome Measured by NMR-Based Metabolomics

We applied an acute stress model to zebra fish in order to measure the changes in the metabolome due to biological stress. This was done by submitting the fish to fifteen minutes of acute confinement (netting) stress, and then five minutes for the open field and light/dark field tests. A polar extract of the zebra fish was then subjected to (1)H nuclear magnetic spectroscopy. Multivariate data analysis of the spectra showed a clear separation associated to a wide range of metabolites between zebra fish that were submitted to open field and light/dark field tests. Alanine, taurine, adenosine, creatine, lactate, and histidine were high in zebra fish to which the light/dark field test was applied, regardless of stress, while acetate and isoleucine/lipids appeared to be higher in zebra fish exposed to the open field test. These results show that any change in the environment, even for a small period of time, has a noticeable physiological impact. This research provides an insight of how different mechanisms are activated under different environments to maintain the homeostasis of the body. It should also contribute to establish zebra fish as a model for metabolomics studies.