Technology scaling has increased the transistor's susceptibility to process variations in nanometer very large scale integrated (VLSI) circuits. The effects of such variations are having a huge impact on performance and hence the timing yield of the integrated circuits. The circuit optimization objectives namely power, area, and delay are highly correlated and conflicting in nature. The inception of variations in process parameters have made their relationship intricate and more difficult to optimize. Traditional deterministic methods ignoring variation effects negatively impacts timing yield. A pessimistic worst case consideration of variations, on the other hand, can lead to severe over design. In this context, there is a strong need for re-invention of circuit optimization methods with a statistical perspective. In this dissertation, we model and develop novel variation aware solutions for circuit optimization methods such as gate sizing, timing based placement and buffer insertion. The uncertainty due to process variations is modeled using interval valued fuzzy numbers and a fuzzy programming based optimization is proposed to improve circuit yield without significant over design. In addition to the statistical optimization methods, we have proposed a novel technique that dynamically detects and creates the slack needed to accommodate the delay due to variations. The variation aware gate sizing technique is formulated as a fuzzy linear program and the uncertainty in delay due to process variations is modeled using fuzzy membership functions. The timing based placement technique, on the other hand, due to its quadratic dependence on wire length is modeled as nonlinear programming problem. The variations in timing based placement are modeled as fuzzy numbers in the fuzzy formulation and as chance constraints in the stochastic formulation. Further, we have proposed a piece-wise linear formulation for the variation aware buffer insertion and driver sizing (BIDS) problem. The BIDS problem is solved at the logic level, with look-up table based approximation of net lengths for early variation awareness.In the context of dynamic variation compensation, a delay detection circuit is used to identify the uncertainty in critical path delay. The delay detection circuit controls the instance of data capture in critical path memory flops to avoid a timing failure in the presence of variations. In summary, the various formulation and solution techniques developed in this dissertation achieve significantly better optimization compared to related works in the literature. The proposed methods have been rigorously tested on medium and large sized benchmarks to establish the validity and efficacy of the solution techniques.

This thesis presents the results of a comprehensive multi-wavelength study of the high mass X-ray binary 2S 0114+650. This enigmatic source has previously been proposed to be the first in a new class of super-slow X-ray pulsars, containing a neutron star revolving once every 2.7 h. The 11.6 d orbital period of this system has been well established in both X-ray and optical wavelengths. During the initial stages of the research presented in this thesis we discovered an additional 30.7 d ???super-orbital??? modulation in the X-ray emission from this source. While similar periodicities seen in other X-ray binaries are commonly attributed to the precession of a warped accretion disc, the observational evidence suggests the absence of such a disc in 2S 0114+650. The purpose of this project is thus to determine the nature of the super-orbital modulation and to better constrain the astrophysical parameters of this system. To investigate the long-term variability we analysed ~8.5 yr of archived data from the Rossi X-ray Timing Explorer space telescope. The problem of the spurious ~24 h periods in this data was solved as a by-product of these studies. Follow-up pointed observations were obtained with this satellite in order to examine the spectral and temporal behaviour over the spin, orbital and super-orbital timescales. Independent confirmation of the super-orbital modulation was performed using ~2 yr of data from the INTEGRAL satellite obtained during a long-term monitoring campaign of the Cassiopeia region. The evolution of the spin, orbital and super-orbital periods over ~10 yr was examined using archived data from the Rossi X-ray Timing Explorer satellite. Radio observations were performed with the Giant Meterwave Radio Telescope to search for any radio emission associated with this source and to determine whether it is variable over the known periodicities. Near infrared observations were performed with the Mt Abu telescope to determine whether a Be star nature can be ruled out for the optical component. Finally, a statistical analysis of the properties of the confirmed super-orbital X-ray binaries was performed in order to search for commonalities between these systems.

No description available.

This research employs five predicting variables to implementing the market timing strategy. These five variables are E/P1, E/P2, B/M, CP and GM. The investment performances of market timing under a variety of investment horizons are examined. There are four different forecasting horizons, which are one-month, three-month, six-month, and twelve-month investment horizons. Both the linear approach and artificial neural networks are employed to forecasting the market. The artificial neural network is employed with a view to capture the non-linearity property embedded in the market. The results are summarized as follows. (1) Both the linearity and nonlinear approaches are able to outperform the market. According to the results of Cumby-Modest test, they do have the market timing ability. (2) In the simple regression models, the performance of CP is relatively well compared to those of other variables. (3) The correct prediction rate increases as the investment horizon increases. (4) The performance of the expanding window approach is on average inferior to that of the moving window approach. (5) In the simulations of timing abilities over the period of May, 1991 to December, 1997. The multiple regression models has the best performance for the cases of one-month, three-month, and six-month investment horizons. On the other hand, BP(1) has the best performance for the case of one-year investment horizon. Contents Chapter 1 Introduction ……………………………………… 1 1.1 Background……………………………………………………………. 1 1.2 Motivations and objectives…………………………………………….3 1.3 Thesis organization ………………………………………………….. 4 Chapter 2 Literature Review…………………………………6 2.1 Previous studies on market timing……………………………………. 6 2.2 Predicting variables…………………………………………………… 8 2.3 Artificial Neural Networks……………………………………………10 2.4 Back Propagation Neural Networks…………………………………..11 2.5 Applications of ANNs to financial fields………………….………….12 Chapter 3 Data and Methodology……………………….….15 3.1 Data………………………………………………………………..….15 3.2 Linear approaches to implementing market timing strategy……….…18 3.3 ANNs to implementing market timing strategy…………..…………..23 Chapter 4 Results on Timing Performance……………..…26 4.1 Performance of linear approach………………………………………26 4.2 Performance of ANNs………………………………………………...38 4.3 Performance evaluation……………………………………………….39 Chapter 5 Summary…………………………………………54 5.1 Conclusions……………………………………………………….….54 5.2 Future works…………………………………………………………55 Appendix……………………………………………………..56 References……………………………………………………57 / This research employs five predicting variables to implementing the market timing strategy. These five variables are E/P1, E/P2, B/M, CP and GM. The investment performances of market timing under a variety of investment horizons are examined. There are four different forecasting horizons, which are one-month, three-month, six-month, and twelve-month investment horizons. Both the linear approach and artificial neural networks are employed to forecasting the market. The artificial neural network is employed with a view to capture the non-linearity property embedded in the market. The results are summarized as follows. (1) Both the linearity and nonlinear approaches are able to outperform the market. According to the results of Cumby-Modest test, they do have the market timing ability. (2) In the simple regression models, the performance of CP is relatively well compared to those of other variables. (3) The correct prediction rate increases as the investment horizon increases. (4) The performance of the expanding window approach is on average inferior to that of the moving window approach. (5) In the simulations of timing abilities over the period of May, 1991 to December, 1997. The multiple regression models has the best performance for the cases of one-month, three-month, and six-month investment horizons. On the other hand, BP(1) has the best performance for the case of one-year investment horizon.

共同基金是未來投資理財約主流!專業法人機構在股市之投資比重日益提高，對國內證券市場生態產生結構性改變。展望未來趨勢，隨著股市發展成熟化、上市上櫃公司遽增與金融市場情勢連動關係複雜化等因素，專業投資理財時代的來臨必將成為事實。「專業、分工理財」投資型態將逐漸取代以往投資人自行下海操作之「自助式理財」型態。故共同基金操作績效正是進行本評鑑研究的最大動機，其中辨認基金經理人操作策略與績效顯現最具代表性的指標--選股能力與擇時能力．乃本研究所欲深入探討的主題。本研究模型之構建乃根據 Lee-Rahman (1990) 所提出之改良評鑑模式，簡言之，該模型的發展歷經早期 Treynor & Mazuy (1966) 的理論雛形，並經過 Jensen 針對評鑑擇時能力方面之改進，然後再經由 Bhattacharya & Pfleiderer (1983) 的進一步修正，產生了較完善的整體架構，最後經由 Lee-Rahman (1990) 針對評鑑過程中評鑑迴歸式之殘餘項異質性問題，作一根本的解決，建構完整的基金選股與市場擇時能力績效之評鑑模式。同時並運用幾個傳統績效評鑑指標 (即 Treynor、 Sharpe 與 Jensen 指標三種)，作為基金整體性績效之輔助研究。 實證結果顯示:(一)在基金整體績效評估方面，得到的結果顯示不論研究期間的長短．基金表現擊敗大盤的比例皆高於五成，約介於 60% 至 70% 左右，而在 Treynor、Sharpe 與 Jensen 指標三種不同評鑑模式分析下，基金績效排名有相當顯著的一致性。(二)在選股與市場擇時能力評鑑( Lee-Rahman 修正模型)方面:1.同時兼具選股與市場擇時能力的基金皆有穩定的一致性;2.大多頭時期基金擇時能力普遍提昇、新投信基金績效表現較優異。(三)整合比較結論方面:1.本研究中不同的評鑑模式所得實證結果十分肯定基金績效的持續性與穩定性;2.基金顯著的擇時能力並非基金整體績效脫穎而出的決定性因素，績效傑出與否幾乎決定於選股功力因素:3.台灣股市投資 Bottom-up 的投資邏輯漸漸取代 Top-down ;4.新投信績效已有凌駕老投信的趨勢。 / Mutual Funds Investment will be very popular! While the professional institutionalist's participation being promoted, domestic stock market environment has beenchanged structurally. In the future, accompanied by several reasons such us the_maturationof stock market, dramatic increasing in listed company numbers and more complex correlation in international financial markets, the age stressing on professional financial adversary will come. "Professional financial investment and adversary" will substitute for"Self-adversary" investment. Therefore, measuring the mutual fund's performance is the mailmotivation of my study', and the insight in selectivity ability and market timing ability will bethe subject for further research. The research model is based on the Lee-Rahman's modified model (1990), that is, the model structure was first built by Treynor & Mazuy (1966), improved by Jensen in Timingability measurement, and then revised by Bhattacharya & Pfleiderer (1983), and throughout structured by solving the "heteroscedasticity" in error terms of regressions finally Therefore, the better integral research model on measuring selectivity ability a timing abilityhas been accomplished. Meanwhile, we also use three traditional performance measure(Treynor, Sharpe & Jensen index) to be the general performance research. Empirical results show that (1)By measuring the general performance of mutual funds, we know that about 60%-70% funds managers beat market at each research period, and there exists consistency of fund's performance ranking among those three measures. (2) By using Lee-Rahman modified model (1990), we got three conclusions. First, for those funds consist of selectivity and timing ability, there exists consistency. In bull market period, timing ability of most funds performed better generally, and new funds had better performance. (3) Integral comparative conclusions have four results. First, no matter what measures being used, empirical results confirm stability and consistency in performance ranking. Second, significant timing ability is not the determinate factor of significant performance, significant selectivity ability plays the determinate role. Third, in Taiwan, bottom-up investment strategy gradually substitutes for top-down investment strategy. Finally, new mutual funds investment co. had outperformed old mutual funds investment institutions.

本研究結合由Holland(1975)所發展的遺傳程式與資訊科技的計算理論來研究臺灣股票市場的市場擇時策略，並根據Bauer(1994)對於投資法則的編碼方式，分別考慮以基本分析與技術分析為基礎的遺傳程式市場擇時策略，並且以買入持有策略、投資無風險資產與追漲殺跌策略等三種投資策略作為比較基礎來評估遺傳程式在投資策略應用上的可行性。 　　研究期間為1984年至1991年，其中樣本內期間為1984年至1988年，而樣本外期間為1989年至1991年，研究結論如下： 　　1.不論採基本分析或技術分析為基礎的遺傳程式投資法則，在樣本外期間第一年（1989年）的報酬均顯著高於投資無險資產與追漲殺跌策略，但低於買入持有策略。 　　2.就整個樣本外期間（1989-91年）而言，採用基本分析的遺傳程式投資法則顯著優於買入持有策略，而採用技術分析的遺傳程式投資法則並不具有投資績效。 　　3.以基本分析為基礎的遺傳程式投資法則較適用於長期投資，而以技術分析為基礎的遺傳程式投資法則較適用於短期投資。 　　4.樣本外期間經歷了遺傳程式沒有學習過的資料型態（亦即1990年初股價連續下跌趨勢），對於遺傳程式的學習能力形成了一大挑戰。

本研究主要是探討台灣上市櫃公司從事現金增資之決策是否受公司所處生命周期及市場時機影響，並進一步探討增資公司是否因市場時機有囤積現金的現象。 本研究檢視民國83年1月1日至95年12月31日止，共十三年期間台灣發生之現金增資。本研究以羅吉斯回歸檢定企業生命週期與市場時機之替代變數，發現兩者對台灣上市櫃公司增資意願之影響皆為顯著，而企業生命週期對增資之影響比市場時機的影響更大。雖然生命週期與市場時機的替代變數皆為顯著，但迴歸的預測模型對增資機率的解釋力低，因此本研究進一步探討增資公司於增資前後的現金水準變化。最後發現台灣增資公司利用市場時機進行增資而短期現金水準提高的現象並不算常態，多數公司於增資後會用盡增資現金，且多數公司若未進行增資則可能面臨現金短缺的狀況。因此，本研究之實證結果顯示，市場時機與公司所處生命週期雖會影響現金增資之機率，但只能解釋為一小部分的增資動機，而大部分的公司之所以從事現金增資是因為面臨現金短缺，為避免進一步的財務危機而向資本市場籌資。

<p>The telomeres are specialized structures at the end of the chromosomes composed of the repeated DNA sequence (TTAGGG)n and specific proteins bound to the DNA. The telomeres protect the chromosomes from degradation and end to end fusions. Due to the end-replication problem, the telomeric DNA shortens every cell division, forcing the cells into senescence at a critical telomere length. This process can be counteracted by activating a specialized enzyme, telomerase, which adds telomeric repeats to the chromosome ends leading to an extended or infinite cellular life span. Telomerase activity is absent in most somatic tissues but is found in germ cells, stem cells, activated lymphocytes and the vast majority of tumor cells and permanent cell lines. Hence, telomerase has been suggested as a target for cancer treatment as malignant cells almost exclusively express the enzyme and in that context telomere length measurements will be of great importance.</p><p>Telomere length is traditionally measured with a Southern blot based technique. A new method for telomere analysis of cells in suspension, called flow-FISH, was developed based on fluorescence in situ hybridization using a telomeric peptide nucleic acid (PNA) probe,</p><p>DNA staining with propidium iodide and quantification by flow cytometry. Flow-FISH had high reproducibility and the telomere length measurements showed good correlation with Southern blotting results. The flow-FISH technique also allows studies of cells in specific phases of the cell cycle and the replication timing of telomeric, centromeric and other repetitive sequences were analyzed in a number of cells. Like previous studies, centromeres were shown to replicate late in S phase while the telomere repeats were found to replicate early in S phase or concomitant with the bulk DNA, which is opposite to the patterns described in yeast.</p><p>In benign immunopurified lymphocytes from tonsils, high telomerase activity was found in germinal center (GC) B cells. This population also had high hTERT mRNA levels and displayed a telomere elongation as shown by flow-FISH and Southern blotting. Combined immunophenotyping and flow-FISH on unpurified tonsil cells confirmed the results.</p><p>Chronic lymphocytic leukemia (CLL), the most common leukemia in adults, can be divided into pre-GC CLL, characterized by unmutated immunoglobulin VH genes and worse prognosis, and post-GC CLL, with mutated VH genes and better prognosis. In 61 cases of CLL, telomere length was measured with Southern blotting and VH gene mutation status was analyzed. A new association was found between VH mutation status and telomere length, where cases with longer telomeres and mutated VH genes (post-GC CLL) had better prognosis</p><p>than CLL with short telomeres and unmutated VH genes (pre-GC CLL). A larger study of 112 CLL cases was performed using flow-FISH. The same correlation between telomere length and VH mutation status was found but gender seemed to be of importance as telomere length was a significant prognostic factor for the male CLL patients but not in the female group. Age of the patients and spread of disease seemed to affect the prognostic value of VH gene mutation status.</p>

<p>Behaviour occurs in time, and precise timing in the range of seconds and fractions of seconds is for most living organisms necessary for successful interaction with the environment. Our ability to time discrete actions and to predict events on the basis of prior events indicates the existence of an internal timing mechanism. The nature of this mechanism provides essential constraints on models of the functional organisation of the brain. </p><p>The present work indicates that there are discontinuities in the function of time close to 1 s and 1.4 s, both in the amount of drift in a series of produced intervals (Study I) and in the detectability of drift in a series of sounds (Study II). The similarities across different tasks further suggest that action and perceptual judgements are governed by the same (kind of) mechanism. Study III showed that series of produced intervals could be characterised by different amounts of positive fractal dependency related to the aforementioned discontinuities. </p><p>In conjunction with other findings in the literature, these results suggest that timing of intervals up to a few seconds is strongly dependent on previous intervals and on the duration to be timed. This argues against a clock-counter mechanism, as proposed by scalar timing theory, according to which successive intervals are random and the size of the timing error conforms to Weber's law. </p><p>A functional model is proposed, expressed in an autoregressive framework, which consists of a single-interval timer with error corrective feedback. The duration-specificity of the proposed model is derived from the order of error correction, as determined by a semi-flexible temporal integration span. </p>

The low-voltage power distribution network is considered today as a serious candidate to provide residential customers with a high-speed access to communication services such as Internet. Outdoor Power-Line Communications (PLC) systems represent an alternative to the other classical 'last-mile solutions' such as ADSL, cable modems, or wireless access systems. We developed an accurate powerline channel simulation tool based on the Multiconductor Transmission Line theory. This tool is able to predict the end-to-end channel responses on the basis of the multiconductor cable structure and the network topology. Then the issue of optimal resource allocation in a multiuser environment was addressed in the light of the Multiuser Information Theory. Simultaneously active users are in competition for the limited resources that are the power (constrained by electro-magnetic compatibility restrictions) and the bandwidth (in the range of 1 to 10 MHz for outdoor PLC). The concept of multiuser balanced capacity was introduced to characterize the optimal resource allocation providing the maximum data rates with fairness constraints among the subscribers. The optimal PLC system was shown to require the shaping of the signal spectrum in the transmitters, and successive decoding in the receiver. A generic multiple access scheme based on Filter Banks (FB) was proposed, which offers the required spectral shaping with limited degrees of freedom. Classical multiple-access techniques (TDMA, CDMA, OFDMA) can be obtained by selecting the appropriate FB. The Minimum-Mean-Square-Error Decision-Feedback Joint Detector was shown to approach the performance of the optimal successive decoding receiver. Finally, the robustness of the proposed system against channel estimation and timing synchronization errors was addressed. The problem of multiuser timing synchronization was introduced, and practical multiuser timing error detectors were proposed.