Bayesian estimation of GARCH model by hybrid Monte Carlo

The hybrid Monte Carlo (HMC) algorithm is used for Bayesian analysis of the generalized autoregressive conditional heteroscedasticity (GARCH) model. The HMC algorithm is one of Markov chain Monte Carlo (MCMC) algorithms and it updates all parameters at once. We demonstrate that how the HMC reproduces the GARCH parameters correctly. The algorithm is rather general and it can be applied to other models like stochastic volatility models.Comment: The 9th Joint Conference on Information Sciences (JCIS), October 8-11, 200

Workshop: Canadian-Nigerian Human Rights Cooperation (1999-2011) (April 2014)

hursday, May 8 – Saturday, May 10, 2014 Background and Conference Theme The Osgoode-Nathanson/NIALS/CENSOJ Partnership Development will be holding a workshop on May 8-10, 2014 at Osgoode Hall Law School. The workshop, hosted by the Nathanson Centre, will focus on Canadian-Nigerian human rights cooperation between 1999 and 2011. Led by Professor Obiora Okafor (Osgoode/Nathanson), Professor Dakas C.J. Dakas (NIALS) and Mr. Eze Onyekpere (CENSOJ), the workshop is part of a four-year collaborative research and dissemination project funded by the Social Sciences and Humanities Research Council of Canada. The purpose of this workshop is to engage in joint academic debate and knowledge mobilization about the nature, attainments, problems and prospects of human rights cooperation between Canada and Nigeria. Draft analytical papers reporting the preliminary results of the field research conducted so far by our joint research team in Canada and Nigeria will form the starting point of the discussions at the workshop. If you are interested in participating in the workshop, or for further information, please contact conference coordinator Terrine Friday at [email protected]. Second Osgoode/NIALS/CENSOJ Partnership Development Program Workshop Canadian-Nigerian Human Rights Engagements: A Critical AssessmentJune 1-2, 2015Venue: The National Judicial Institute, Airport Road, Abuja Conference Programme See attached file. Conference Papers See additional files

Optimal scheduling of reliability development activities

Probabilistic Safety Assessment and Management is a collection of papers presented at the PSAM 7 - ESREL '04 Conference in June 2004. The joint Conference provided a forum for the presentation of the latest developments in methodology and application of probabilistic and reliability methods in various industries. Innovations in methodology as well as practical applications in the areas of probabilistic safety assessment and of reliability analysis are presented in this six volume set. The aim of these applications is the optimisation of technological systems and processes from the perspective of a risk-informed safety management while also taking economic and environmental aspects into account. The joint Conference in particular achieved an enhanced communication, the sharing of experience and integration of approaches not only among the various industries but also on a truly global basis by bringing together leading experts from all over the world. Over the last four decades, contemporary researchers have continuously been working to provide modern societies with a systematic, self-consistent and coherent framework for making decisions on at least one class of risks, those stemming from modern technological applications. Most of the effort has been spent in developing methods and techniques for assessing the dependability of technological systems, and assessing or estimating the levels of safety and associated risks. A wide spectrum of engineering, natural and economic sciences has been involved in this assessment effort. The developments have moved beyond research endeavours, they have been applied and utilised in real socio-technical environments and have become established - while modern technology continues to present new challenges and to raise new questions. Consequently, Probabilistic Safety Assessment and Management covers both well-established practices and open issues in the fields addressed by the Conference, identifying areas where maturity has been reached and those where more development is needed. The papers reflect a wide variety of disciplines, such as principles and theory of reliability and risk analysis, systems modelling and simulation, consequence assessment, human and organisational factors, structural reliability methods, software reliability and safety, insights and lessons from risk studies and management/decision making. A diverse range of application areas are represented including aviation and space, chemical processing, civil engineering, energy, environment, information technology, legal, manufacturing, health care, defence, transportation and waste management

Power control and receiver design for energy efficiency in multipath CDMA channels with bandlimited waveforms

This paper is focused on the cross-layer design problem of joint multiuser detection and power control for energy-efficiency optimization in a wireless data network through a game-theoretic approach. Building on work of Meshkati, et al., wherein the tools of game-theory are used in order to achieve energy-efficiency in a simple synchronous code division multiple access system, system asynchronism, the use of bandlimited chip-pulses, and the multipath distortion induced by the wireless channel are explicitly incorporated into the analysis. Several non-cooperative games are proposed wherein users may vary their transmit power and their uplink receiver in order to maximize their utility, which is defined here as the ratio of data throughput to transmit power. In particular, the case in which a linear multiuser detector is adopted at the receiver is considered first, and then, the more challenging case in which non-linear decision feedback multiuser detectors are employed is considered. The proposed games are shown to admit a unique Nash equilibrium point, while simulation results show the effectiveness of the proposed solutions, as well as that the use of a decision-feedback multiuser receiver brings remarkable performance improvements.Comment: appeared in the Proceedings of the 41st Annual Conference on Information Sciences and Systems, John Hopkins University, March 200

Production Engineering and Management

It is our pleasure to introduce the 8th edition of the International Conference on Production Engineering and anagement (PEM), an event that is the result of the joint effort of the OWL University of Applied Sciences and the University of Trieste. The conference has been established as an annual meeting under the Double Degree Master Program “Production Engineering and Management” by the two partner universities. This year the conference is hosted at the university campus in Lemgo, Germany. The main goal of the conference is to offer students, researchers and professionals in Germany, Italy and abroad, an opportunity to meet and exchange information, discuss experiences, specific practices and technical solutions for planning, design, and management of manufacturing and service systems and processes. As always, the conference is a platform aimed at presenting research projects, introducing young academics to the tradition of symposiums and promoting the exchange of ideas between the industry and the academy. This year’s special focus is on Supply Chain Design and Management in the context of Industry 4.0, which are currently major topics of discussion among experts and professionals. In fact, the features and problems of Industry 4.0 have been widely discussed in the last editions of the PEM conference, in which sustainability and efficiency also emerged as key factors. With the further study and development of Direct Digital Manufacturing technologies in connection with new Management Practices and Supply Chain Designs, the 8th edition of the PEM conference aims to offer new and interesting scientific contributions. The conference program includes 25 speeches organized in seven sessions. Two are specifically dedicated to “Direct Digital Manufacturing in the context of Industry 4.0”. The other sessions are covering areas of great interest and importance to the participants of the conference, which are related to the main focus: “Supply Chai n Design and Management”, “Industrial Engineering and Lean Management”, “Wood Processing Technologies and Furniture Production”, and “Management Practices and Methodologies”. The proceedings of the conference include the articles submitted and accepted after a careful double-blind refereeing process