Causality in Quantiles and Dynamic Stock Return-Volume Relations

This paper investigates the causal relations between stock return and volume based on quantile regressions. We first define Granger non-causality in all quantiles and propose testing non-causality by a sup-Wald test. Such a test is consistent against any deviation from non-causality in distribution, as opposed to the existing tests that check only noncausality in certain moment. This test is readily extended to test non-causality in different quantile ranges, and the testing results enable us to identify the quantile range for which causality is relevant. In the empirical studies of 3 major stock market indices, we find that, while the conventional test suggests no causality in mean, there are strong evidences that lagged volume Granger causes return in all but some middle quantiles. In particular, the causal effects have opposite signs at lower and upper quantiles and are stronger at more extreme quantiles. These relations form (symmetric) V shapes across quantiles. They also show that the dispersion of the return distribution increases with volume so that volume has a positive effect on return volatility. It is also shown that the quantile causal effects of lagged return on volume are mainly negative.Granger non-causality in quantiles, quantile causal effect, quantile regression, return-volume relation, sup-Wald test

An Intelligent Auxiliary Vacuum Brake System

The purpose of this paper focuses on designing an intelligent, compact, reliable, and robust auxiliary vacuum brake system (VBS) with Kalman filter and self-diagnosis scheme. All of the circuit elements in the designed system are integrated into one programmable system-on-chip (PSoC) with entire computational algorithms implemented by software. In this system, three main goals are achieved: (a) Kalman filter and hysteresis controller algorithms are employed within PSoC chip by software to surpass the noises and disturbances from hostile surrounding in a vehicle. (b) Self-diagnosis scheme is employed to identify any breakdown element of the auxiliary vacuum brake system. (c) Power MOSFET is utilized to implement PWM pump control and compared with relay control. More accurate vacuum pressure control has been accomplished as well as power energy saving. In the end, a prototype has been built and tested to confirm all of the performances claimed above

Congestion Control for Machine-Type Communications in LTE-A Networks

Collecting data from a tremendous amount of Internet-of-Things (IoT) devices for next generation networks is a big challenge. A large number of devices may lead to severe congestion in Radio Access Network (RAN) and Core Network (CN). 3GPP has specified several mechanisms to handle the congestion caused by massive amounts of devices. However, detailed settings and strategies of them are not defined in the standards and are left for operators. In this paper, we propose two congestion control algorithms which efficiently reduce the congestion. Simulation results demonstrate that the proposed algorithms can achieve 20~40% improvement regarding accept ratio, overload degree and waiting time compared with those in LTE-A

Kappa-Opioid Receptors in the Caudal Nucleus Tractus Solitarius Mediate 100 Hz Electroacupuncture-Induced Sleep Activities in Rats

Previous results demonstrated that 10 Hz electroacupuncture (EA) of Anmian acupoints in rats during the dark period enhances slow wave sleep (SWS), which involves the induction of cholinergic activity in the caudal nucleus tractus solitarius (NTS) and subsequent activation of opioidergic neurons and μ-receptors. Studies have shown that different kinds of endogenous opiate peptides and receptors may mediate the consequences of EA with different frequencies. Herein, we further elucidated that high-frequency (100 Hz)-EA of Anmian enhanced SWS during the dark period but exhibited no direct effect on rapid eye movement (REM) sleep. High-frequency EA-induced SWS enhancement was dose-dependently blocked by microinjection of naloxone or κ-receptor antagonist (nor-binaltorphimine) into the caudal NTS, but was affected neither by μ- (naloxonazine) nor δ-receptor antagonists (natatrindole), suggesting the role of NTS κ-receptors in the high-frequency EA-induced SWS enhancement. Current and previous results depict the opioid mechanisms of EA-induced sleep

Profit Maximization by Forming Federations of Geo-Distributed MEC Platforms

This paper has been presented at: Seventh International Workshop on Cloud Technologies and Energy Efficiency in Mobile Communication Networks (CLEEN 2019). How cloudy and green will mobile network and services be? 15 April 2019 - Marrakech, MoroccoIn press / En prensaMulti-access edge computing (MEC) as an emerging technology which provides cloud service in the edge of multi-radio access networks aims to reduce the service latency experienced by end devices. When individual MEC systems do not have adequate resource capacity to fulfill service requests, forming MEC federations for resource sharing could provide economic incentive to MEC operators. To this end, we need to maximize social welfare in each federation, which involves efficient federation structure generations, federation profit maximization by resource provisioning configuration, and fair profit distribution among participants. We model the problem as a coalition game with difference from prior work in the assumption of latency and locality constraints and also in the consideration of various service policies/demand preferences. Simulation results show that the proposed approach always increases profits. If local requests are served with local resource with priority, federation improves profits without sacrificing request acceptance rates.This work was partially supported by the Ministry of Science and Technology, Taiwan, under grant numbers 106-2221-E-009-004 and by the H2020 collaborative Europe/Taiwan research project 5G-CORAL (grant number 761586)