We study systemic risk in a network model of the interbank market where the asset returns of the banks in the network are correlated. In this way we can study the interaction of two important channels for systemic risk (correlation of asset returns and contagion due direct financial linkages). We carry out a simulation study that determins the probability of a systemic crisis in the banking network as a function of both the asset correlation, and the connectivity and structure of the financial network. An important observation is the fact that the relation between asset correlation and the probalility of a systemic crisis is hump-sharped; in particular, lowering the correlation between the assets returns of different banks does not always imply a lower probability of a systemic crisis.

My study investigated internal consistency estimates of psychometric surveys as an operationalization of the state of measurement precision of constructs in industrial and organizational (I/O) psychology. Analyses were conducted of samples used in research articles published in the Journal of Applied Psychology between 1975 and 2010 in five year intervals (K = 934) from 480 articles yielding 1427 coefficients. Articles and their respective samples were coded for test-taker characteristics (e.g., age, gender, and ethnicity), research settings (e.g., lab and field studies), and actual tests (e.g., number of items and scale anchor points). A reliability and inter-item correlations depository was developed for I/O variables and construct groups. Personality measures had significantly lower inter-item correlations than other construct groups. Also, internal consistency estimates and reporting practices were evaluated over time, demonstrating an improvement in measurement precision and missing data.

Ph.D. (Physics) / Please refer to full text to view abstract

The effects of noise correlations on neuronal stimulus discrimination have been the subject of sustained debate. Both experimental and computational work suggest beneficial and detrimental contributions of noise correlations. The aim of this study is to develop an analytically tractable model of stimulus discrimination that reveals the conditions leading to improved or impaired performance from model parameters and levels of noise correlation. We begin with a mean firing rate integrator model as an approximation of underlying spiking activity in neuronal circuits. We consider two independent units receiving constant input and time fluctuating noise whose correlation across units can be tuned independently of firing rate. We implement a perceptron-like readout with Fisher Linear Discriminant Analysis (LDA). We exploit its closed form solution to find explicit expressions for discrimination error as a function of network parameters (leak, shared inputs, and noise gain) as well as the strength of noise correlation. First, we derive equations for discrimination error as a function of noise correlation. We find that four qualitatively different sets of results exist, based on the ratios of the difference of means and variance of the distributions of neural activity. From network parameters, we find the conditions for which an increase in noise correlation can lead to monotonic decrease or monotonic increase of error, as well as conditions for which error evolves non-monotonically as a function of correlations. These results provide a potential explanation for previously reported contradictory effects of noise correlation. Second, we expand on the dependency of the quantitative behaviour of the error curve on the tuning of specific subsets of network parameters. Particularly, when the noise gain of a pair of units is increased, the error rate as a function of noise correlation increases multiplicatively. However, when the noise gain of a single unit is increased, under certain conditions, the effect of noise can be beneficial to stimulus discrimination. In sum, we present a framework of analysis that explains a series of non-trivial properties of neuronal discrimination via a simple linear classifier. We show explicitly how different configurations of parameters can lead to drastically different conclusions on the impact of noise correlations. These effects shed light on abundant experimental and computational results reporting conflicting effects of noise correlations. The derived analyses rely on few assumptions and may therefore be applicable to a broad class of neural models whose activity can be approximated by a multivariate distribution.

No description available.

Modern sensing systems such as distributed acoustic sensing (DAS) can produce massive quantities of geophysical data, often in remote locations. This presents significant challenges with regards to data storage and performing efficient analysis. To address this, we have designed and implemented efficient algorithms for two commonly utilized techniques in geophysical imaging: cross-correlations, and multichannel analysis of surface waves (MASW). Our cross-correlation algorithms operate directly in the wavelet domain on compressed data without requiring a reconstruction of the original signal, reducing memory costs and improving scalabiliy. Meanwhile, our MASW implementations make use of MPI parallelism and GPUs, and present a novel problem for the GPU. / Master of Science / Modern sensor designs make it easier to collect large quantities of seismic vibration data. While this data can provide valuable insight, it is difficult to effectively store and perform analysis on such a high data volume. We propose a few new, general-purpose algorithms that enable speedy use of two common methods in geophysical modeling and data analytics: crosscorrelation, which provides a measure of similarity between signals; and multichannel analysis of surface waves, which is a seismic imaging technique. Our algorithms take advantage of hardware and software typically available on modern computers, and the mathematical properties of these two methods.

Neste trabalho estudamos três diferentes sistemas de fluidos clássicos. No primeiro, esferas de poliestireno adsorvidas em água, o potencial de interação é do tipo dipolar (1/r3). As funções de correlação radial e fator de estrutura estático bem como a energia de correlação e energia livre de Helmholtz foram obtidas na aproximação das equações integral HNC. 0s resultados obtidos estão em excelente concordância com os resultados \"exatos\" de dinâmica Molecular. No segundo sistema, elétrons em superfície de hélio líquido adsorvido em um substrato, generalizamos o trabalho de Studart e Hipólito bem como o de Monarkha ao considerarmos qualquer tipo de substrato e qualquer espessura do filme de hélio. Utilizando a aproximação de Campo Auto Consistente obtivemos o fator de estrutura estático, energia de correlação e relação de dispersão. As correlações de curto alcance, responsáveis pela correção do campo local, corrigem de maneira sensível os resultados da aproximação das fases aleatórias (RPA) . No terceiro, um sistema de esferas duras carregadas, utilizamos a aproximação de Campo Auto Consistente e obtivemos o fator de estrutura estático, função de correlação de pares, equação de estado e energia de correlação. Obtivemos, pela primeira vez, a relação de dispersão deste plasma de uma componente generalizado. Este sistema é particularmente interessante pois em primeira aproximação descreve eletrólitos e sais fundidos. / We have studied in this work three different classic fluid systems. The first one, formed by polystyrene spheres adsorbed on water, can be described by a dipolar (1/r3) interaction. Theradial correlation function and static structure factor as well the correlation energy and Helmholtz free energy were obtained in the framework of the Hypernetted Chain (HNC) Integral Approximation. Our results were in excell entagreement with the \"exact\" results from Molecular Dynamics techniques. The second system consists of electrons trapped on the liquid helium films wetting a solid substrate . In this case, we have generalized the works of Studart and Hipolito, and Monarkha, by analysing the influence of the film thickness and different kinds of substrates. By using the Self-Consistent Field Approximation (SCFA), we have evaluated the static structure factor, correlation energy and plasma dispersion relation . The local field correction, responsible by the short-range correlation , modifies drastically the results from the Random-Phase Approximation (RPA). In the third system, a charged hard sphere fluid , we have determined, by using SCFA, some properties of this many-body system such as the static structure factor, pair correlation function, the equation of state and correlation energy. For the first time , we have calculated the plasma dispersion relation of this generalized one-component plasma. This system is very interesting because, in a first approximation, it can describe eletrolytes and molten salts.

In recent years carbon dioxide (CO2, R-744)has moved to the foreground as an environmentally friendly alternative to commonly used CFCs and HFCs, which are being phased out due to its high ozone depleting and global warming potentials. R-744 is not only environmentally friendly but due to its unique properties, it is also ideally suited for the use in heat pump water heaters. High cycle efficiencies are achievable even at high hot water temperatures. The high cycle efficiency not only leads to energy and cost savings but also ties in with the drive for implementation of energy saving measures in South Africa. It is therefore paramount to continue development and implementation of R-744 in heat pump water heaters. Optimizing the cycle efficiency is only possible if detailed component simulation models, taking these unique properties of R-744 into account, are available. The purpose of this study therefore was to develop a detail simulation model of a concentric tube-in-tube water-to-refrigerant evaporator, as well as a fin-and-tube air-to-refrigerant evaporator model. Data from the North-West University R-744 heat pump test bench were used to verify the tube-in-tube evaporator simulation model. The discrepancies in the cooling capacity between the simulation and test bench can be attributed to the presence of lubricant in the system.The fin-and-tube model was verified by testing it against the NIST program EVAP-COND (NIST 2010). Overall there was good agreement between the results of the two programs, with EVAP-COND predicting a lower cooling capacity(6% to 14%) and and a higher pressure refrigerant pressure drop (30% to 50%). It was found that both the heat transfer correlation of Jung et al. (1989) and the pressure drop correlation of Choi et al. (1999) are able to predict the experimental values accurately and are valid for use in both the evaporator models developed. To demonstrate the use of the detail evaporator fin-and-tube model, an evaluation of the different tube geometries, commercially available in South Africa, for use with R-744 fin-and-tube evaporators was done. For a fin-and-tube evaporator it was found that the most cost effective option is to use ⅜" (10.05 mm)copper tubes and the least effective is " (12.6 mm) stainless steel tubes. / Thesis (MIng (Mechanical Engineering))--North-West University, Potchefstroom Campus, 2013.

In recent years carbon dioxide (CO2, R-744)has moved to the foreground as an environmentally friendly alternative to commonly used CFCs and HFCs, which are being phased out due to its high ozone depleting and global warming potentials. R-744 is not only environmentally friendly but due to its unique properties, it is also ideally suited for the use in heat pump water heaters. High cycle efficiencies are achievable even at high hot water temperatures. The high cycle efficiency not only leads to energy and cost savings but also ties in with the drive for implementation of energy saving measures in South Africa. It is therefore paramount to continue development and implementation of R-744 in heat pump water heaters. Optimizing the cycle efficiency is only possible if detailed component simulation models, taking these unique properties of R-744 into account, are available. The purpose of this study therefore was to develop a detail simulation model of a concentric tube-in-tube water-to-refrigerant evaporator, as well as a fin-and-tube air-to-refrigerant evaporator model. Data from the North-West University R-744 heat pump test bench were used to verify the tube-in-tube evaporator simulation model. The discrepancies in the cooling capacity between the simulation and test bench can be attributed to the presence of lubricant in the system.The fin-and-tube model was verified by testing it against the NIST program EVAP-COND (NIST 2010). Overall there was good agreement between the results of the two programs, with EVAP-COND predicting a lower cooling capacity(6% to 14%) and and a higher pressure refrigerant pressure drop (30% to 50%). It was found that both the heat transfer correlation of Jung et al. (1989) and the pressure drop correlation of Choi et al. (1999) are able to predict the experimental values accurately and are valid for use in both the evaporator models developed. To demonstrate the use of the detail evaporator fin-and-tube model, an evaluation of the different tube geometries, commercially available in South Africa, for use with R-744 fin-and-tube evaporators was done. For a fin-and-tube evaporator it was found that the most cost effective option is to use ⅜" (10.05 mm)copper tubes and the least effective is " (12.6 mm) stainless steel tubes. / Thesis (MIng (Mechanical Engineering))--North-West University, Potchefstroom Campus, 2013.

Call number: LD2668 .T4 1958 T75