Modeling Multiple Irregularly Spaced Financial Time Series

In this paper we propose univariate volatility models for irregularly spaced financial time series by modifying the regularly spaced stochastic volatility models. We also extend this approach to propose multivariate stochastic volatility (MSV) models for multiple irregularly spaced time series by modifying the MSV model that was used with daily data. We use these proposed models for modeling intraday logarithmic returns from health sector stocks data obtained from Trade and Quotes (TAQ) database at Wharton Research Data Services (WRDS)

Modeling Multivariate Positive-Valued Time Series Using R-INLA

In this paper we describe fast Bayesian statistical analysis of vector positive-valued time series, with application to interesting financial data streams. We discuss a flexible level correlated model (LCM) framework for building hierarchical models for vector positive-valued time series. The LCM allows us to combine marginal gamma distributions for the positive-valued component responses, while accounting for association among the components at a latent level. We use integrated nested Laplace approximation (INLA) for fast approximate Bayesian modeling via the R-INLA package, building custom functions to handle this setup. We use the proposed method to model interdependencies between realized volatility measures from several stock indexes.Comment: 19 pages, 1 figur

Analysis of fouling and juice quality in crossflow ultrafiltration of watermelon juice

Abstract Raw watermelon juice was clarified in a laboratory scale flat plate ultrafiltration system incorporating polyethersulphone membranes with a molecular weight cut-off of 50 kDa. The experiments have been carried out over a wide range of trans-membrane pressures (1-3 bar). The effect of ultrafiltration with molecular weight cut-off (MWCO) of 50 kDa PES membrane on permeate properties is reported. The effects of trans-membrane pressure (TMP) on permeate flux and resistances were studied. The flux decay was analyzed through the resistance in series model which showed increase of both reversible and irreversible resistance with trans-membrane pressure, The TSS content of the permeate was found to be almost the same with feed while the ascorbic acid content in the permeate was on the lower side as compared to in feed

Analyzing the Performance of Machine Learning Techniques in Disease Prediction

The history of data stored can be used to forecast potential patterns and help companies make competitive decisions to increase their success and benefits. Many analysts look at healthcare sector data to identify and forecast illnesses in order to benefit patients and physicians in a variety of ways. This study is concerned with the diagnosis and estimation of heart disease. Heart disease is one of the most dangerous illnesses for humans, leading to death all over the world. Many different groups of researchers have used knowledge exploration methods in diverse fields to forecast heart disease and have shown acceptable degrees of precision. There were no real-time methods for analyzing and forecasting heart disease in its early stages. For the prediction of heart disease, decision trees are used to analyze various training and evaluation datasets. Classification algorithms such as Naive Bayes, ID3, C4.5, and SVM are being investigated. The UCI machinery heart disease data set is used in experimental studies

Polymer grafted magnetic nanoparticles for delivery of anticancer drug at lower pH and elevated temperature

Efficient and controlled delivery of therapeutics to tumor cells is one of the important issues in cancer therapy. In the present work, a series of pH- and temperature-responsive polymer grafted iron oxide nanoparticles were prepared by simple coupling of aminated iron oxide nanoparticle with poly(N-isopropylacrylamide-ran-poly(ethylene glycol) methyl ether acrylate)-block-poly(acrylic acid) (P(NIPA-r-PEGMEA)-b-PAA). For this, three water soluble block polymers were prepared via Reversible Addition Fragmentation Transfer (RAFT) polymerization technique. At first, three different block copolymers were prepared by polymerizing mixture of NIPA and PEGMEA (with varying mole ratio) in presence of poly(tert-butyl acrylate) (PtBA) macro chain transfer agent. Subsequently, P(NIPA-r-PEGMEA)-b-PAA copolymers were synthesized by hydrolyzing tert-butyl acrylate groups of the P(NIPA-r-PEGMEA)-b-PtBA copolymers. The resulting polymers were then grafted to iron oxide nanoparticles, and these functionalized nanoparticles were thoroughly characterized by X-ray Diffraction (XRD), Thermogravimetric Analysis (TGA), zeta potential measurements, Transmission Electron Microscopy (TEM), Field Emission Scanning Electron Microscopy (FESEM), Vibrating Sample Magnetometer (VSM) and Fourier Transform Infrared spectroscopy (FTIR). Doxorubicin (DOX), an anti-cancer drug, was loaded into the polymer coated nanoparticles and its release behavior was subsequently studied at different pH and temperatures. The drug release pattern revealed a sustained release of DOX preferentially at the desired lysosomal pH of cancer cells (pH 5.0) and slightly above the physiological temperature depending upon the composition of the copolymers. The potential anticancer activity of the polymer grafted DOX loaded nanoparticles were established by MTT assay and apoptosis study of cervical cancer ME 180 cells in presence of the nanoparticles. Thus, these particles can be utilized for controlled delivery of anticancer drugs at the desired lysosomal pH and/or by slightly heating the cells using magnetic hyperthermia

Gold nanorod embedded reduction responsive block copolymer micelle-triggered drug delivery combined with photothermal ablation for targeted cancer therapy

Background: Gold nanorods, by virtue of surface plasmon resonance, convert incident light energy (NIR) into heat energy which induces hyperthermia. We designed unique, multifunctional, gold nanorod embedded block copolymer micelle loaded with GW627368X for targeted drug delivery and photothermal therapy. Methods: Glutathione responsive diblock co-polymer was synthesized by RAFT process forming self-assembled micelle on gold nanorods prepared by seed mediated method and GW627368X was loaded on to the reduction responsive gold nanorod embedded micelle. Photothermal therapy was administered using cwNIR laser (808 nm; 4 W/cm²). Efficacy of nanoformulated GW627368X, photothermal therapy and combination of both were evaluated in vitro and in vivo. Results: In response to photothermal treatment, cells undergo regulated, patterned cell death by necroptosis. Combining GW627368X with photothermal treatment using single nanoparticle enhanced therapeutic outcome. In addition, these nanoparticles are effective X-ray CT contrast agents, thus, can help in monitoring treatment. Conclusion: Reduction responsive nanorod embedded micelle containing folic acid and lipoic acid when treated on cervical cancer cells or tumour bearing mice, aggregate in and around cancer cells. Due to high glutathione concentration, micelles degrade releasing drug which binds surface receptors inducing apoptosis. When incident with 808 nm cwNIR lasers, gold nanorods bring about photothermal effect leading to hyperthermic cell death by necroptosis. Combination of the two modalities enhances therapeutic efficacy by inducing both forms of cell death. General significance: Our proposed treatment strategy achieves photothermal therapy and targeted drug delivery simultaneously. It can prove useful in overcoming general toxicities associated with chemotherapeutics and intrinsic/acquired resistance to chemo and radiotherapy. Graphical abstract: Glutathione responsive diblock copolymer containing folic acid and lipoic acid forms self-assembled micelle around gold nanorods (AuNRs). GW627368X loaded AuNR embedded block copolymer micelles served dual purpose of targeted drug delivery and an effective photothermal agent. On reaching tumour vicinity, GSH triggered disassembly of micelles takes place releasing the drug which then binds EP4 receptors bringing about downstream effects. AuNRs start accumulating in and around the tumour/cancerous cells rendering it susceptible to hyperthermal demise. On irradiation with 808 nm NIR lasers, light energy is efficiently converted into heat energy owing to surface plasmon resonance of AuNRs leading to hyperthermal cell death

An extensive review of performance enhancement techniques for pyramid solar still for solar thermal applications

Due to the rapid increase on world population, the demand for potable water is also getting increased. The solar distillation process is one among the prominent options, for those facing shortage of water in rural areas. Many researchers have put tremendous effort in designing a solar still with better efficiency in the last decade. Current review article demonstrates the recent studies carried out on pyramid solar still to enhance the distillate output. It includes the use of use of fins, phase change materials, coatings, flat plate collector, and evacuated tube collector to enhance the distillate output of pyramid solar still. Comparison of various parameters for different solar distillation system and various aspects in improving the performance of a pyramid solar still also discussed in tabular form. At last, Scope of further research & recommendations for Pyramid solar still is added for help to researchers.This publication was supported by Qatar University Internal Grant No. QPH3P-CAM-2021-452