The benefits of combining seasonal anomalies and technical trading rules

Although many seasonal anomalies and technical trading rules have been shown to have predictive ability, investigations have focused only on them operating individually. We study the benefits of trading based on combinations of three of the best known effects: the moving average rule, the turn of the month effect, and the Halloween effect. We show that the rules can be combined effectively, giving significant levels of returns predictability with low risk and offering the possibility of profitable trading. This new investment approach is especially beneficial for a typical individual investor, who faces high transaction costs and is poorly diversified

The Avalanche Mechanism for Atom Loss near an Atom-Dimer Efimov Resonance

An Efimov trimer near the atom-dimer threshold can increase the atom loss rate in ultracold trapped atoms through the {\it avalanche mechanism} proposed by Zaccanti et al. A 3-body recombination event creates an energetic atom and dimer, whose subsequent elastic collisions produce additional atoms with sufficient energy to escape from the trapping potential. We use Monte Carlo methods to calculate the average number of atoms lost and the average heat generated by recombination events in both a Bose-Einstein condensate and a thermal gas. We take into account the energy-dependence of the cross sections and the spatial structure of the atom cloud. We confirm that the number of atoms lost can be much larger than the naive value 3 if there is an Efimov trimer near the atom-dimer threshold. This does not produce a narrow loss feature, but it can significantly affect the determination of Efimov parameters.Comment: 5 pages, 3 figure

Innate immunity, the hepatic extracellular matrix, and liver injury: mathematical modeling of metastatic potential and tumor development in alcoholic liver disease.

The overarching goals of the current work are to fill key gaps in the current understanding of alcohol consumption and the risk of metastasis to the liver. Considering the evidence this research group has compiled confirming that the hepatic matrisome responds dynamically to injury, an altered extracellular matrix (ECM) profile appears to be a key feature of pre-fibrotic inflammatory injury in the liver. This group has demonstrated that the hepatic ECM responds dynamically to alcohol exposure, in particular, sensitizing the liver to LPS-induced inflammatory damage. Although the study of alcohol in its role as a contributing factor to oncogenesis and metastatic progression has not been extensively investigated in basic science, it is clear from numerous clinical reports and meta-analyses that it would be a benefit to patients to understand the complexity of their comorbidities on a molecular level. It is well recognized that intramural research efforts are needed to understand the associated pathologies. Using signatures of liver ECM to predict cell surface integrin binding profile can establish personalized data that can be used clinically to determine therapeutic targets

Process of designing robust, dependable, safe and secure software for medical devices: Point of care testing device as a case study

This article has been made available through the Brunel Open Access Publishing Fund.Copyright © 2013 Sivanesan Tulasidas et al. This paper presents a holistic methodology for the design of medical device software, which encompasses of a new way of eliciting requirements, system design process, security design guideline, cloud architecture design, combinatorial testing process and agile project management. The paper uses point of care diagnostics as a case study where the software and hardware must be robust, reliable to provide accurate diagnosis of diseases. As software and software intensive systems are becoming increasingly complex, the impact of failures can lead to significant property damage, or damage to the environment. Within the medical diagnostic device software domain such failures can result in misdiagnosis leading to clinical complications and in some cases death. Software faults can arise due to the interaction among the software, the hardware, third party software and the operating environment. Unanticipated environmental changes and latent coding errors lead to operation faults despite of the fact that usually a significant effort has been expended in the design, verification and validation of the software system. It is becoming increasingly more apparent that one needs to adopt different approaches, which will guarantee that a complex software system meets all safety, security, and reliability requirements, in addition to complying with standards such as IEC 62304. There are many initiatives taken to develop safety and security critical systems, at different development phases and in different contexts, ranging from infrastructure design to device design. Different approaches are implemented to design error free software for safety critical systems. By adopting the strategies and processes presented in this paper one can overcome the challenges in developing error free software for medical devices (or safety critical systems).Brunel Open Access Publishing Fund

The Unpredictability of the Most Energetic Solar Events

Observations over the past two solar cycles show a highly irregular pattern of occurrence for major solar flares, gamma-ray events, and solar energetic particle (SEP) fluences. Such phenomena do not appear to follow the direct indices of solar magnetic activity, such as the sunspot number. I show that this results from the non-Poisson occurrence for the most energetic events. This Letter also points out a particularly striking example of this irregularity in a comparison between the declining phases of the recent two solar cycles (1993-1995 and 2004-2006, respectively) and traces it through the radiated energies of the flares, the associated SEP fluences, and the sunspot areas. These factors suggest that processes in the solar interior involved with the supply of magnetic flux up to the surface of the Sun have strong correlations in space and time, leading to a complex occurrence pattern that is presently unpredictable on timescales longer than active region lifetimes (weeks) and not correlated well with the solar cycle itself.Comment: 4 page

Line Emission in the Brightest Cluster Galaxies of the NOAO Fundamental Plane and Sloan Digital Sky Surveys

We examine the optical emission line properties of Brightest Cluster Galaxies (BCGs) selected from two large, homogeneous datasets. The first is the X-ray selected National Optical Astronomy Observatory Fundamental Plane Survey (NFPS), and the second is the C4 catalogue of optically selected clusters built from the Sloan Digital Sky Survey Data Release ~3 (SDSS DR3). Our goal is to better understand the optical line emission in BCGs with respect to properties of the galaxy and the host cluster. Throughout the analysis we compare the line emission of the BCGs to that of a control sample made of the other bright galaxies near the cluster centre. Overall, both the NFPS and SDSS show a modest fraction of BCGs with emission lines (~15%). No trend in the fraction of emitting BCGs as a function of galaxy mass or cluster velocity dispersion is found. However we find that, for those BCGs found in cooling flow clusters, 71^{+9}_{-14}% have optical emission. Furthermore, if we consider only BCGs within 50kpc of the X-ray centre of a cooling flow cluster, the emission-line fraction rises further to 100^{+0}_{-15}%. Excluding the cooling flow clusters, only ~10% of BCGs are line emitting, comparable to the control sample of galaxies. We show that the physical origin of the emission line activity varies: in some cases it has LINER-like line ratios, whereas in others it is a composite of star-formation and LINER-like activity. We conclude that the presence of emission lines in BCGs is directly related to the cooling of X-ray gas at the cluster centre.Comment: Accepted for publication in MNRAS. 13 pages mn2e style with 7 figures and 2 table

The Effect of Functionalized versus Unmodified Graphene Oxide on Polyimide Nanocomposite Properties

Abstract Polyimides are a commercially useful material, typically used in air and space applications due to high heat resistance, impressive mechanical strength, and self-extinguishing properties. In recent years, graphene has come of interest in the material science world. However, the pristine, carbon-honeycomb allotrope is extremely hydrophobic, chemically unreactive and it is therefore difficult, if not impossible, to disperse graphene nanoparticles as single nanosheets into polar solvents used typically used for polymerization and synthesis. Focus has shifted to graphene oxide (GO); the honeycomb structure of graphene with oxygen-containing functional groups on the surface. Incorporation of GO into polyimides is shown to improve mechanical properties, increase gas barrier properties and to increase water solvent resistance along with other solvents. Functionalization of GO sheets with monomer components of the chosen polymer results in further improvements of these properties. Here we demonstrate that tailoring of GO to be compatible with polyimide resins is a valuable technique in enhancing GO-polymer composite properties