New method speeds body inert gas saturation and utilizes surface decompression

Method reduces required saturation time from three days to six hours and also reduces required decompression time. Waiting time for planning underwater research is therefore reduced, and emergency surfacing is possible

Report on computation of repetitive hyperbaric-hypobaric decompression tables

The tables were constructed specifically for NASA's simulated weightlessness training program; they provide for 8 depth ranges covering depths from 7 to 47 FSW, with exposure times of 15 to 360 minutes. These tables were based up on an 8 compartment model using tissue half-time values of 5 to 360 minutes and Workmanline M-values for control of the decompression obligation resulting from hyperbaric exposures. Supersaturation ratios of 1.55:1 to 2:1 were used for control of ascents to altitude following such repetitive dives. Adequacy of the method and the resultant tables were determined in light of past experience with decompression involving hyperbaric-hypobaric interfaces in human exposures. Using these criteria, the method showed conformity with empirically determined values. In areas where a discrepancy existed, the tables would err in the direction of safety

Predicting the possibility of decompression sickness, or bends, in manned orbital flights

Predicting possible decompression, or bends, in manned orbital flight

Seasonality, Risk And Return In Daily COMEX Gold And Silver Data 1982-2002

This paper examines the conditional and unconditional mean returns and variance of returns of daily gold and silver contracts over the 1982-2002 period. Despite the importance of these metals as industrial and investment products, they have received scant attention in recent years. In particular, we focus on the issue of whether there exists detectable daily seasonality in these moments. Using COMEX cash and futures data we find that under both parametric and nonparametric analysis the evidence is weak in the issue of daily seasonality for the mean but strong for the variance. There appears to be a negative Monday effect in both gold and silver, across cash and futures markets. When the mean and variance are analysed simultaneously in a GARCH framework we note that a leveraged GARCH model provides a best fit for the data and that in framework the Monday seasonal does not disappear, indicating that it is not a risk-related artefact, the Monday dummy in the variance equations being significant also. No evidence of an ARCH-in-Mean effect is found. Classification-Seasonality GARCH Models, Gold, and Silver

Are Local or International influences responsible for the pre-holiday behaviour of Irish equities?

The preholiday behaviour of equity price and return indices on the Irish Stock Exchange do nor display consistent positive pre-holiday returns. This is contrary to the majority of studies on this area, and the result is found across a number of sectoral indices. The analysis also indicates that these curious results are driven by local, as opposed to international, influences Classification-Ireland, Non-Parametric, Stock Returns

Demand for improved food safety and quality: a cross-regional comparison

This paper explores the demand for improved safety and quality for meat products among consumers in two regions using a discrete choice experiment methodology. The study takes account of preferences from consumers across Great Britain and the Republic of Ireland. The features explored in the choice experiment include food safety, traceability, animal health and welfare, region of origin and price. The results suggest a large difference between willingness to pay and implicit ranking of attributes across regions. Meat products that come from ‘Ireland’ are most highly demanded among the features for Irish consumers, whereas consumers based in Great Britain value enhanced testing and animal health and welfare standards highest. Furthermore, a high correlation exists, in both regions, between respondents perception of the risk associated with consuming the meat products and the price premium they are willing to pay for the enhanced featuresFood Consumption/Nutrition/Food Safety,

The Evolving Relationship between Gold and Silver 1978-2002: Evidence from a Dynamic Cointegration Analysis: A Note Crisis of 1997-1998

Traditionally, analysts and traders have expected to see a stable, reasonably predictable, relationship between the price (and thus the rate of return) of gold and silver. Both these metals retain important industrial, commercial and investment uses. Recent research has cast some doubt on this assumption. We find that while over the 1990’s the relationship may well have been more unstable, when a longer timeframe is examined the relationship is stable but weakening. This we hypothesise is due to the changing nature of the demand patterns for gold versus silver. Classification-Cointegration, Gold