803 research outputs found

    Prediction with Expert Advice for Trading and Hedging on the Foreign Exchange Market

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    In this thesis, we explore the application of prediction with expert advice algorithms for investing in the Foreign Exchange (FX) market.We introduce a data staging algorithm designed to reconstruct multiple time series databases into a partitioned and regularised database. The Data Aggregation Partition Reduction Algorithm, or DAPRA for short, was designed to solve the practical issue of effective and meaningful visualisation of irregularly sampled time series data.We apply methods of prediction with expert advice to real-world foreign exchange trading data to find effective investment strategies. We build upon the framework of the long-short game, introduced by Vovk and Watkins (1998), and propose modifications aimed at improving the performance with respect to standard portfolio performance indicators.We apply the Weak Aggregating Algorithm (WAA) to find optimal risk management strategies for financial Market Makers (MMs), using hedging strategies as experts. We combine their hedging decisions to reduce portfolio risk and maximise profitability. We develop a variation of the WAA using discounting and evaluate the results on commonly traded FX currency pairs

    Experiences of Children Undergoing Dental Treatment Under General Anesthesia: A Qualitative Study in Canada

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    Dynamic Response of Historical Masonry Minaret under Seismic Excitation

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    In order to study the dynamic response of historical masonry structures, a scaled down brick masonry model constructed in civil engineering department at Baghdad University to simulate a part of a real case study, which is Alkifil historic minaret. Most of the previous researches about masonry structures try to understand the behavior of the masonry under seismic loading by experimental and numerical methods. In this paper, the masonry units (bricks) simulated in scale (S= 1/6) with the exact shape of the prototype bricks. Cementitious tile adhesive was selected to be the mortar for the modeling. The height of the model designed to be 1.5 m with a 0.5 m diameter. Detailed construction steps were presented in this paper. Experts built the model with high accuracy. A shaking table and other dynamic testing facilities were used at the University of Baghdad. The model was tested using the time-compressed El Centro 1940 NS earthquake at different amplitudes. The first ground motion of (PGA= 0.05g) which considered as weak ground motion was used to check the adequacy of the conventional behavior of the masonry model and the limit of the elastic behavior of the model during weak earthquakes. Moderate ground motion (PGA=0.15g) was performed to investigate the response of the model with minor to moderate damages. The severe ground motions were not appropriate to use in such circumstances because of the possibility to overturn the model. The experimental results showed very adequacy of the model to withstand the weak and moderate earth motion with no observed cracks

    Circularization Technique for Strengthening of Plain Concrete Short Square Columns Subjected to a Uniaxial Compression Compressive Pressure

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    This paper presents an experimental study for strengthening existing columns against axial compressive loads. The objective of this work is to study the behavior of concrete square columns strengthening with circulation technique. In Iraq, there are significantly more reinforced rectangular and square columns than reinforced circular columns in reinforced concrete buildings. Moreover, early research studies indicated that strengthening of rectangular or square columns using wraps of CFRP (Carbon Fiber Reinforced Polymer) provided rather little enhancement to their load-carrying capacity. In this paper, shape modification technique was performed to modify the shape (cross section) of the columns from square columns into circular columns. Shape modification technique is also called circularization technique because the cross section is modified from square into circular cross section. Then, the circularized columns were wrapped with CFRP wraps. Shape modification is the strengthening method adopted in this paper as a mean to strengthen existing square columns. Columns studied in this paper are short columns with square sections as a special case of rectangular columns. Columns in this study are plain concrete columns (having concrete strength of  = 24.41 MPa) with no internal steel reinforcement. The aim of this research is to study experimentally the behavior of circularized concrete square columns confined with CFRP wraps. Then, for better understanding, the results were compared with another, more widely used, strengthening technique which is the direct wrapping of square columns with CFRP wraps. Thus, investigating experimentally the effectiveness of the two aforementioned strengthening techniques in increasing the load-carrying capacity and ductility of the existing concrete columns. The methodology of this research is that six plain concrete short square columns were casted. These six columns were exerted to compressive pressure using concrete testing machine. These six columns were divided into three groups, each group consisted of 2 columns. The three groups were classified as follows: first group (titled L0) consisted of two square columns which were not strengthened by any method, second group (titled L1) consisted of two square columns confined by one layer of CFRP wraps, finally, the third group (titled LC1) consisted of two circularized square columns confined by one layer of CFRP wraps.Experimental results showed that load bearing capacity and ductility of square columns have been significantly enhanced. Test results showed that shape modification technique (columns LC1) produced enhancement in load carrying capacity about 167.8 % of the original non-strengthened columns (columns L0). Furthermore, square columns wrapped by one layer of CFRP wraps (columns L1) produced enhancement in load carrying capacity about 56.1% of the original non-strengthened columns (columns L0). As such, it was evident that circularization technique resulted in enhancement in load carrying capacity far more than the enhancement obtained from wrapping the square columns with CFRP wraps

    Influence of Using CFRP on Damaged Columns Repaired with Two Different Materials

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    In this work, the behavior of reinforced concrete columns under biaxial bending is studied. This work aims at studying the repairing of columns by using carbon fiber reinforced polymer (CFRP). The experimental work includes investigation of six reinforced concrete columns (150*150*500mm) tested under several load conditions. Variables considered in the test program include; effect of eccentricity and effect of repairing material (Epoxy and Sika repair). Test results are discussed based on load – lateral deflection behavior and ultimate load. The CFRP reinforcement enhances the behavior of damaged columns. The using of Epoxy material was more significant effect than the Sika repair material Keywords: Repaired, RC Columns, Biaxial Bending, CFRP, Experimental
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