This study has been conducted in order to determine the existence of predictability for the Stockholm stock exchange. With this purpose the random walk theory has been raised against the theory of mean reversion in order to determine which theory is the most substantial. Data has been collected from Nasdaq OMX Nordic and furtherly been processed using the statistical software EViews. Swedish listed companies’ daily share values between 2000-2014 have been analyzed using two tests; an Augmented Dickey Fuller test and a Variance Ratio test. The results show generally that the null hypothesis - and thus the random walk - is rejected in the short term. This means that both on an aggregated level and on an individual level, the Stockholm stock exchange is predictable in the short term - in the form of mean reversion - and that it is most evident in small cap firms.

No description available.

Analysis of uncertainty in ore reserves impacts investment decisions, mine planning and sampling. Uncertainty is evaluated by geostatistical simulation and is affected by the amount of data and the modeling parameters. Incomplete uncertainty is given because the parameter uncertainty is ignored. Also, greater spatial continuity leads to more uncertainty. This increase is unreasonable in earth science. To address these problems, two approaches are proposed. The first approach is based on multiGaussian simulation where many realizations are performed at translated and/or rotated configurations and conditioned to the data. Variable configurations give different mean values that define uncertainty. The second approach is based on a stochastic trend; this approach randomizes the trend coefficients accounting for the fitted coefficients correlation. Variable set of coefficients provide different mean values. Furthermore, a methodology to account for parameter uncertainty is proposed. The uncertainty in the mean is transferred through simulation to deliver a more complete uncertainty. / Mining Engineering

The mean glandular dose (MGD) was measured for a breast phantom by using molybdenum/molybdenum and molybdenum/rhodium target/filter combinations, at different kVp 26, 28 and 32 kilovolts. The phantom thickness was 7.5cm and was made of BR12 material. The change of dose was studied as a function of depth inside the phantom at different depths from the surface, namely 3.3, 4.3 and 5.3cm, by using TLDs. It was found that the MGD value for different combinations of beam quality (HVL) and energy (kVp) did not exceed the recommended values given by different protocols. The Mo/Rh target/filter required lower doses to achieve the same or better results compared with the Mo/Mo target/filter. The change in the surface dose as a function of kVp was more significant for Mo/Rh than for the Mo/Mo. Studying the change in dose within the breast, as a function of depth gives a better understanding of the interactions between radiation and tissue inside the breast. It should be noted that the MGD is a tool for optimization of the mammography parameters. However, the MGD should not be used directly to estimate the risk of determinable health effects from mammography. This will ultimately help to determine limits for the breast surface dose and a better understanding of cancer risk. In future work, we will try to measure the change of the dose as a function of depth by using more kVp, HVL, different breast composition and different target/filter combinations to give a wider picture for different situations.

Thesis (M. Phil.)--University of Hong Kong, 1996. / Includes bibliographical references (leaf [74]-81).

Thesis (M. Phil.)--Hong Kong University of Science and Technology, 2002. / Includes bibliographical references (leaves 48). Also available in electronic version. Access restricted to campus users.

Thesis (Ph. D.)--University of Chicago, Dept. of Mathematics, June 2001. / Includes bibliographical references. Also available on the Internet.

In this work, beneficial effects of tensile mean strain on fatigue behavior and microstructure of superelastic NiTi (i.e. Nitinol) are studied. Most applications, such as endovascular stents made with NiTi, are subjected to a combination of constant and cyclic loading; thus, understanding the fatigue behavior of NiTi undergoing mean strain loading is necessary. Cyclic strain-controlled fatigue tests are designed to investigate the effects of tensile mean strain on fatigue of superelastic NiTi. Experimental observations show that combinations of large tensile mean strains and small strain amplitudes improve the fatigue life of superelastic NiTi. This behavior arises from reversible, stress-induced phase transformations. The phase transformations cause “stress plateaus” or strain ranges with no change in stress value. Scanning electron microscopy (SEM) of the fracture surfaces of specimens revealed generally short crack growth. Electron backscatter diffraction (EBSD) found the amount of residual martensite to be about ~8%, regardless of loading conditions

No description available.

Waves, which arise when restoring forces act on small perturbations, are ubiquitous in fluids. Their counterpart, mean flows, capture the remainder of the motion and are often characterised by a slower evolution and larger scale patterns. Waves and mean flows, which are typically separated by time- or space-averaging, interact, and this interaction is central to many fluid-dynamical phenomena. Wave-mean flow interactions can be classified into dissipative interactions and non-dissipative interactions. The former is important for small-scale flows, the latter for large-scale flows. In this thesis these two kinds of interactions are studied in the context of microfluidics and geophysical applications. Viscous wave-mean flow interactions are studied in two microfluidic problems. Both are motivated by the rapidly increasing number of microfluidic devices that rely on the mean-flow generated by dissipating acoustic waves - acoustic streaming - to drive small-scale flows. The first problem concerns the effect of boundary slip on steady acoustic streaming, which we argue is important because of the high frequencies employed. By applying matched asympototics, we obtain the form of the mean flow as a function of a new non-dimensional parameter measuring the importance of the boundary slip. The second problem examined is the development of a theory applicable to experiments and devices in which rigid particles are manipulated or used as passive tracers in an acoustic wave field. Previous work obtained dynamical equations governing the mean motion of such particles in a largely heuristic way. To obtain a reliable mean dynamical equation for particles, we apply a systematic multiscale approach that captures a broad range of parameter space. Our results clarify the limits of validity of previous work and identify a new parameter regime where the motion of particles and of the surrounding fluid are coupled nonlinearly. Non-dissipative wave-mean flow interactions are studied in two geophysical fluid problems. (i) Motivated by the open question of mesoscale energy transfer in the ocean, we study the interaction between a mesoscale mean flow and near-inertial waves. By applying generalized Lagrangian mean theory, Whitham averaging and variational calculus, we obtain a Hamiltonian wave-mean flow model which combines the familiar quasi-geostrophic model with the Young & Ben Jelloul model of near-inertial waves. This research unveils a new mechanism of mesoscale energy dissipation: near-inertial waves extract energy from the mesoscale ow as their horizontal scale is reduced by differential advection and refraction so that their potential energy increases. (ii) We study the interaction between topographic waves and an unidirectional mean flow at an inertial level, that is, at the altitude where the Doppler-shifted frequency of the waves match the Coriolis parameter. This interaction can be described using linear theory, using a combination of WKB and saddle-point methods, leading to explicit expressions for the mean-flow response. These demonstrate, in particular, that this response is switched on asymptotically far downstream from the topography, in contrast to what is often assumed in parameterisation.