An Application of Interval Methods to Stock Market Forecasting

Stock market forecasting has been a challenging financial research topic for decades. In the literature, there are numerous results based on point methods. However, poor forecasting quality has been a continuous problem. Motivated by the fact that financial data varies within intervals, we apply interval methods on a well known stock pricing model [3] to predict stock market variability as intervals. Empirical results obtained with a few different approaches in this paper consistently suggest that interval forecasts have better overall quality than traditional point forecasts.     

Experimental and modeling studies of the thermal conditions and magnesium,iron, and copper content on the morphology of the aluminum silicon eutectic in hypoeutectic aluminum silicon alloys

Hypoeutectic aluminum silicon alloys without and with additions of magnesium, copper, iron, and strontium have been cast in a mold, giving directional solidification from a chill. Detailed temperature measurements have been carried out. Solidification modeling based on front tracking of the microstructure growth fronts allowed identification of the time and temperature at which the dendrite tips and the first eutectic pass the thermocouples. The undercooling, growth rate, and thermal gradients at the dendritic and eutectic growth fronts were derived. The effect of varying thermal parameters and alloy compositions on the microstructure was investigated. Compared to the binary alloy, a coarser eutectic was observed in the alloys with magnesium, iron, and/or copper. The coarsening is explained as a result of the transition from a eutectic forming at one specific temperature, to a eutectic forming over a temperature range. The former is likely to grow as a plane front, whereas the latter is likely to form an interdendritic eutectic mushy zone.     

Synthesis and aggregate formation of poly(styrenesulfonate)-b-poly(ethylene glycol)-b-poly(styrenesulfonate) triblock copolymers in aqueous solution induced by binding with aluminum ions

Summary  Well-defined water-soluble poly(styrenesulfonate)-b-poly(ethylene glycol)-b- poly(styrenesulfonate) (PSS-b-PEG-b-PSS) triblock copolymers with narrow molecular weight distribution (1.29 < M_w/M_n < 1.36) were synthesized in aqueous solution at 70 ^oC via reversible addition-fragmentation chain transfer (RAFT) polymerization. The complex formed by the PSS-b-PEG-b-PSS triblock copolymer coordinated with aluminum ion was investigated with turbidimetry, dynamic light scattering (DSL), zeta-potential, and transmission electron microscopy (TEM). The aggregation formation was based on the neutralization of the SO₃^- groups in the PSS blocks with Al³⁺ ions. The appearance, size and stability of the PSS-b-PEG-b-PSS/Al³⁺ aggregates were controlled by varying the PSS block length and degree of neutralization (DN). At DN = 0.33, where the PSS-b-PEG-b-PSS copolymer was completely neutralized with Al³⁺, the aggregate size increased with increasing PSS block length. The transition from the shrinking coil of small size to the interchain aggregates of large size was found at DN of about 0.33.     

Modellierung in der Lehre an Hochschulen: Thesen und Erfahrungen

Zusammenfassung  Nicht erst seit Modellierung zum Modewort geworden ist, ist Modellierung ein wichtiges Thema in der Informatikausbildung. Dieser Beitrag beleuchtet in zw?lf Thesen das Warum, Was, Wie viel, Wo, Wann und Wie von Modellierung in der Lehre im Rahmen informatikbezogener Studieng?nge. Die Thesen basieren auf der Erfahrung des Verfassers mit einer seit über zehn Jahren gehaltenen Modellierungsvorlesung an der Universit?t Zürich sowie dem Gedankenaustausch mit anderen Hochschullehrerinnen und -lehrern im Rahmen der GI-Workshopreihe ,,Modellierung“. Zus?tzlich liefert eine Befragung von Absolventinnen und Absolventen an der Universit?t Zürich empirische Evidenz für eine Reihe der Thesen.     

A lower carbon footprint process for production of metals from their oxide sources

This paper will describe the solid oxide membrane (SOM) process as it applies to the energy-efficient and environmentally sound production of magnesium from magnesium oxide. Also, it will describe the challenges encountered while using this process for the production of transition metals like titanium from its higher oxides. Finally, a novel magnesiothermic SOM process will be proposed that can enable production of transition metals from its higher oxides.     

Epitaxial growth of GaN on (0001) Al<Subscript>2</Subscript>O<Subscript>3</Subscript> via solution-cast seed layer formation process using Ga(mDTC)<Subscript>3</Subscript>

This paper reports an alternative method for the growth of GaN epitaxial layer on (0001) Al₂O₃ substrate by hot-wall vapor phase epitaxy technique. Tris (N,N-dimethyldithiocarbamato)-gallium (III), Ga(mDTC)₃ was introduced as a precursor material for the seed layer formation in the growth of GaN. Optimal growth conditions with seed layers formed by the Ga(mDTC)₃ concentration of 0.047 mol/L were identified: Growth temperature was found to be 850 °C, and optimal distance between the reactant outlet and substrate was determined to be 12.5 cm. Characterization results showed that this growth method produce high-crystallinity GaN epitaxial layers at a relatively lower growth temperature compared to the existing growth techniques and simplify the growth process.     

Porosity distribution in highly compressible cake: Experimental and theoretical verification of the dense skin

The rate of filtration and the water content of cake are influenced by the existence of a dense skin in a highly compressible cake. The phenomenon of the dense skin has been rarely studied, and its existence has not been verified experimentally. In this study, the porosity variation in a very compressible cake is measured by using a new experimental apparatus, and with this the existence of dense skin has been established experimentally. ‘Unified theory on solid-liquid separation’, a recently developed theory, is utilized for calculating the porosity variation in a very compressible cake.     

Decentralized control design for large-scale systems with strong interconnections using neural networks

We propose a decentralized neural network (NN) controller for a class of large-scale nonlinear systems with the strong interconnections. The NNs are used to approximate the unknown subsystems and interconnections. Due to the functional approximation capabilities of NNs, the additional precautions are not required to be made for avoiding the possible control singularity problems. Semiglobal asymptotic stability results are obtained and the tracking error converges to zero. Furthermore, the issue of transient performance of the subsystems is also addressed under an analytical framework.