Faceted anomalous scaling in the epitaxial growth of semiconductor films

We apply the generic dynamical scaling theory (GDST) to the surfaces of CdTe polycrystalline films grown in glass substrates. The analysed data were obtained with a stylus profiler with an estimated resolution lateral resolution of $l_c=0.3 \mu$m. Both real two-point correlation function and power spectrum analyses were done. We found that the GDST applied to the surface power spectra foresees faceted morphology in contrast with the self-affine surface indicated by the local roughness exponent found via the height-height correlation function. This inconsistency is explained in terms of convolution effects resulting from the finite size of the probe tip used to scan the surfaces. High resolution AFM images corroborates the predictions of GDST.Comment: to appear in Europhysics Letter

Capturing asymmetry in real exchange rate with quantile autoregression

Quantile autoregression is used to explore asymmetries in the adjustment process of pair wise real exchange rate between the Italian lire, French franc, Deutsch mark, and the British pound. Based on the best specification for each quantile we construct predicted conditional density functions which guided us to identify two sources of asymmetry: 1) dispersion depends on the conditioned value of the real exchange rate, i.e., “conditional” heterokedasticity; 2) the probability of increases and falls also changes according to the conditioned value, i.e., there is higher probability for the real exchange rate to appreciate (depreciate) given the currency is depreciated (appreciated).We only verified strong heterokedasticity in relations among the lire, franc, and mark, which was resolved by estimating quadratic autoregressive model for some quantiles. Relations involving the pound presented stable but higher dispersion indicating larger probability of wider oscillation.exchange rate; quantile autoregression; unit root; asymmetry

Exchange coupling between magnetic layers across non-magnetic superlattices

The oscillation periods of the interlayer exchange coupling are investigated when two magnetic layers are separated by a metallic superlattice of two distinct non-magnetic materials. In spite of the conventional behaviour of the coupling as a function of the spacer thickness, new periods arise when the coupling is looked upon as a function of the number of cells of the superlattice. The new periodicity results from the deformation of the corresponding Fermi surface, which is explicitly related to a few controllable parameters, allowing the oscillation periods to be tuned.Comment: 13 pages; 5 figures; To appear in J. Phys.: Cond. Matte

Assessment of 48 Stock markets using adaptive multifractal approach

Stock market comovements are examined using cointegration, Granger causality tests and nonlinear approaches in context of mutual information and correlations. Underlying data sets are affected by non-stationarities and trends, we also apply AMF-DFA and AMF-DXA. We find only 170 pair of Stock markets cointegrated, and according to the Granger causality and mutual information, we realize that the strongest relations lies between emerging markets, and between emerging and frontier markets. According to scaling exponent given by AMF-DFA, $h(q=2)>1$, we find that all underlying data sets belong to non-stationary process. According to EMH, only 8 markets are classified in uncorrelated processes at $2\sigma$ confidence interval. 6 Stock markets belong to anti-correlated class and dominant part of markets has memory in corresponding daily index prices during January 1995 to February 2014. New-Zealand with $H=0.457\pm0.004$ and Jordan with $H=0.602\pm 0.006$ are far from EMH. The nature of cross-correlation exponents based on AMF-DXA is almost multifractal for all pair of Stock markets. The empirical relation, $H_{xy}\le [H_{xx}+H_{yy}]/2$, is confirmed. Mentioned relation for $q>0$ is also satisfied while for $q<0$ there is a deviation from this relation confirming behavior of markets for small fluctuations is affected by contribution of major pair. For larger fluctuations, the cross-correlation contains information from both local and global conditions. Width of singularity spectrum for auto-correlation and cross-correlation are $\Delta \alpha_{xx}\in [0.304,0.905]$ and $\Delta \alpha_{xy}\in [0.246,1.178]$, respectively. The wide range of singularity spectrum for cross-correlation confirms that the bilateral relation between Stock markets is more complex. The value of $\sigma_{DCCA}$ indicates that all pairs of stock market studied in this time interval belong to cross-correlated processes.Comment: 16 pages, 13 figures and 4 tables, major revision and match to published versio

Open educational resources and teaching in the 21st century: questions concerning authority

As a source of materials for education the Web is, to a large extent, shifting ground. Open Educational Resources (OER) provided by Higher Education Institutions constitute, at least in principle, a reliable category of Web-based resources given their association with traditional forms of expert authority. Nevertheless, OER embody different aspects of academic thinking and practice, competing, in an unlevelled field, with other sources that may provide a much more immediate appeal in that they afford quick and easy consumption of information delivered in a piecemeal, often uncritical, fashion. This paper draws upon a piece of research in the area of ‘online informal learning’ to illustrate issues arising from the availability of open content and, in particular, OER. This research suggests a number of aspects related to the impact of open content on assumed boundaries between teacher/learner, formal/informal learning, training/education, content/presentation and, crucially, in how the blurring of these boundaries may have an impact on the location of ‘value’ within views of education in which marketing and business discourses predominate. The paper argues that, despite the need for critical debate on issues regarding validation, current arguments focusing on ‘expertise’ risk diluting its significance in subtle yet fundamental ways