On the Computational Complexity of Measuring Global Stability of Banking Networks

Threats on the stability of a financial system may severely affect the functioning of the entire economy, and thus considerable emphasis is placed on the analyzing the cause and effect of such threats. The financial crisis in the current and past decade has shown that one important cause of instability in global markets is the so-called financial contagion, namely the spreadings of instabilities or failures of individual components of the network to other, perhaps healthier, components. This leads to a natural question of whether the regulatory authorities could have predicted and perhaps mitigated the current economic crisis by effective computations of some stability measure of the banking networks. Motivated by such observations, we consider the problem of defining and evaluating stabilities of both homogeneous and heterogeneous banking networks against propagation of synchronous idiosyncratic shocks given to a subset of banks. We formalize the homogeneous banking network model of Nier et al. (J. Econ. Dyn. Control 31:2033–2060, 2007) and its corresponding heterogeneous version, formalize the synchronous shock propagation procedures outlined in (Nier et al. J. Econ. Dyn. Control 31:2033–2060, 2007; M. Eboli Mimeo, 2004), define two appropriate stability measures and investigate the computational complexities of evaluating these measures for various network topologies and parameters of interest. Our results and proofs also shed some light on the properties of topologies and parameters of the network that may lead to higher or lower stabilities.     

Inferring (Biological) Signal Transduction Networks via Transitive Reductions of Directed Graphs

In this paper we consider the p-ary transitive reduction (TR _p ) problem where p>0 is an integer; for p=2 this problem arises in inferring a sparsest possible (biological) signal transduction network consistent with a set of experimental observations with a goal to minimize false positive inferences even if risking false negatives. Special cases of TR _p have been investigated before in different contexts; the best previous results are as follows:

Progressive spatial restriction of Sek-1 and Krox-20 gene expression during hindbrain segmentation

After segmentation of the vertebrate hindbrain, expression of the zinc-finger gene Krox-20 and the receptor tyrosine kinase gene Sek-1 is precisely restricted to rhombomeres (r) 3 and 5. This precise segmental expression is likely to reflect a critical requirement for these rhombomeres to acquire a distinct and homogeneous identity and raises the question as to how this relates to the intermingling and restriction of cell movement during segmentation. We have analysed Krox-20 and Sek-1 expression in the mouse and chick hindbrain at single-cell resolution using whole-mount in situ hybridisation and immunocytochemistry. We find that, in the mouse, the presumptive r3 and r5 expression domains each arise as narrow stripes that then broaden, suggestive of a recruitment of cells to an r3/r5 identity and/or a segmental regulation of cell proliferation. In addition, we find that expression of these genes initially occurs in fuzzy domains, and that these are progressively restricted to segmental domains, although occasional "violating" cells are observed even after segmentation. We propose that the establishment and maintenance of these segmental domains may involve both a dynamic regulation of r3/r5 identity and the restriction of cell movement across rhombomere boundaries.     

Experimental characterization of piezoelectrically actuated micromachined silicon valveless micropump

In this paper, performance of piezoelectrically actuated pyramidal valveless micropumps is studied experimentally in detail. Valveless micropumps based on silicon and glass substrate are fabricated using MEMS technology. Two different sizes of micropumps having overall dimensions of 5 mm × 5 mm × 1 mm and 10 mm × 10 mm × 1 mm are fabricated and characterized. In the fabricated micropumps, the thickness of silicon diaphragm is <20 µm which gives the advantage of operating pump at low voltage with excellent stability and consistency. The performance of micropumps in terms of flowrate and backpressure is evaluated for a wide range of driving frequency and actuating voltages. The maximum flowrate of water in the 10-mm micropump is 355 µl/min and backpressure of 3.1 kPa at zero flowrate for an applied voltage of 80 V at frequency 1.05 kHz. The reported micropumps have low footprint, high flowrate and backpressure. Thus, these micropumps are especially suited for biological applications as these can withstand adequate amount of backpressure. Comparative study of the performance of these micropumps with those available in the literature brings out the efficacy of these micropumps.     

Viscoelastic properties of borax loaded CMC‐g‐cl‐poly(AAm) hydrogel composites and their boron nutrient release behavior

Borax (Na₂B₄O₇, 10.5% Boron) loaded CMC‐g‐cl‐poly(AAm) hydrogel composites were prepared by in situ grafting of acrylamide on to sodium carboxymethyl cellulose in the presence of borax by free radical polymerization technique to develop slow boron (B) delivery device. The composition, morphology, and mechanical properties of synthesized composites were studied by X‐ray diffraction, Fourier transform infrared spectroscopy, scanning electron microscopy, texture analyser, and dynamic shear rheometer. Characterization revealed formation of borate ion ( ) from borax during polymerization reaction leading to extensive crosslinking of cellulosic chains and generation of mechanically strong composite hydrogels. Dynamic release of from the synthesized composites hydrogels followed Fickian diffusion mechanism and composites with high mechanical strength resulted in slow release of B. © 2016 Wiley Periodicals, Inc. J. Appl. Polym. Sci. 2016 , 133, 43969.     

pH‐sensitive crosslinked guar gum‐based superabsorbent hydrogels: Swelling response in simulated environments and water retention behavior in plant growth media

Crosslinked guar gum‐g‐polyacrylate (cl‐GG‐g‐PA) superabsorbent hydrogels were prepared to explore their potential as soil conditioners and carriers. The hydrogels were prepared by in situ grafting polymerization and crosslinking of acrylamide onto a natural GG followed by hydrolysis. Microwave‐initiated synthesis under the chosen experimental conditions did not exhibit any significant improvement over the conventional technique. The optimization studies of various synthesis parameters, namely, monomer concentration, crosslinker concentration, initiator concentration, quantity of water per unit reaction mass, particle size of backbone, and concentration of alkali were performed. The hydrogels were characterized by wide‐angle X‐ray diffraction, scanning electron microscopy, Fourier transform infrared spectroscopy, and solid‐state ¹³C‐NMR spectroscopy. Swelling behavior of a candidate hydrogel [GG‐superabsorbent polymer (SAP)] in response to external stimuli, namely, salt solutions, fertilizer solutions, temperature, and pH, was studied. The GG‐SAP exhibited significant swelling in various environments. The effect of GG‐SAP on water absorption and the retention characteristics of sandy loam soil and soil‐less medium were also studied as a function of temperature and moisture tensions. The addition of GG‐SAP significantly improved the moisture characteristics of plant growth media (both soil and soil‐less), showing that it has tremendous potential for diverse applications in moisture stress agriculture. © 2014 Wiley Periodicals, Inc. J. Appl. Polym. Sci. 2014 , 131, 41060.     

Stochastic Budget Optimization in Internet Advertising

Internet advertising is a sophisticated game in which the many advertisers “play” to optimize their return on investment. There are many “targets” for the advertisements, and each “target” has a collection of games with a potentially different set of players involved. In this paper, we study the problem of how advertisers allocate their budget across these “targets”. In particular, we focus on formulating their best response strategy as an optimization problem. Advertisers have a set of keywords (“targets”) and some stochastic information about the future, namely a probability distribution over scenarios of cost vs click combinations. This summarizes the potential states of the world assuming that the strategies of other players are fixed. Then, the best response can be abstracted as stochastic budget optimization problems to figure out how to spread a given budget across these keywords to maximize the expected number of clicks. We present the first known non-trivial poly-logarithmic approximation for these problems as well as the first known hardness results of getting better than logarithmic approximation ratios in the various parameters involved. We also identify several special cases of these problems of practical interest, such as with fixed number of scenarios or with polynomial-sized parameters related to cost, which are solvable either in polynomial time or with improved approximation ratios. Stochastic budget optimization with scenarios has sophisticated technical structure. Our approximation and hardness results come from relating these problems to a special type of (0/1, bipartite) quadratic programs inherent in them. Our research answers some open problems raised by the authors (in Algorithmica, 58(4):1022–1044, 2010).     

Estimation of skin impedance models with experimental data and a proposed model for human skin impedance

The skin is a complex biological tissue whose impedance varies with frequency. The properties and structure of skin changes with the location on the body, age, geographical location and other factors. Considering these factors, skin impedance analysis is a sophisticated data analysis. However, despite all these variations, various researchers have always worked to develop an equivalent electrical model of the skin. The two most important categories of electrical models are RC‐based model and CPE‐based model which focus on the physiological stratification and biological properties of skin, respectively. In this work, experimental skin impedance data is acquired from ten sites on the body to find the fitting model. It is observed that a hybrid of fractional‐order CPE‐based model and higher‐order RC layered‐based model can provide the best fitting electrical model of skin. A new model is developed with this hybrid orders. Genetic algorithm is used for the extraction of parameter components. Least error of fitting has been observed for the proposed model as compared with the other models. This model can be used in correlating many skin problems and in the development of diagnostic tools. It will offer an additional supportive tool in‐vitro to the medical specialist.Inspec keywords: genetic algorithms, skin, data analysis, bioelectric phenomena, medical computing, electric impedance, patient diagnosisOther keywords: skin impedance models, human skin impedance, skin impedance analysis, data analysis, electrical models, RC‐based model, biological properties, experimental skin impedance data, fractional‐order CPE‐based model, skin problems, complex biological tissue, higher‐order RC layered‐based model, genetic algorithm, diagnostic tools     

A quasi-3D analytical threshold voltage model of small geometry MOSFETs

Numerical 2D and 3D models of MOSFETs, which have been developed so far, are accurate but take enormous computer time and memory for their implementation. It restricts their use only to the design and development of submicron devices. A computationally faster, analytical quasi-3D model for the threshold voltage of small geometry MOSFETs, which should be useful for VLSI circuit simulation, has been presented in this paper. The model is based on a rigorous 2D analytical model. An equivalence between the analytical 2D model and the Yau's charge sharing model has been established, and the same has been utilized to incorporate the narrow width effect. The important features of the present work are: (1) realistic channel implantation profiles for nMOSFETs have been used in developing the 2D model; (ii) the effect of birds' beaks on the lateral confinement of charges in the channels of oxide isolated MOSFETs has been considered in a simple manner; and (iii) the fringing of electric field near the edges of channels (widths) has also been considered empirically. The simulated values of the threshold voltages exhibiting 2D and 3D effects compare well with those obtained using a numerical 3D simulator (MICROMOS) and with available experimental data. The model is also capable of predicting the inverse narrow width effect observed in MOSFETs with fully recessed field oxide.     

A Unified Model for Gate Capacitance–Voltage Characteristics and Extraction of Parameters of Si/SiGe Heterostructure pMOSFETs

A unified model for gate capacitance-voltage characteristics of Si/SiGe heterostructure pMOSFETs is presented. This model is applicable to buried-channel, surface-channel, and dual-channel Si/SiGe heterostructure pMOSFETs. The results from the model are compared with the experimental results and are found to be in excellent agreement. A simple and accurate method for the extraction of parameters such as the valence band offset, Si cap layer thickness, threshold voltages, and substrate doping is also presented in this paper.