Compression via Compressive Sensing : A Low-Power Framework for the Telemonitoring of Multi-Channel Physiological Signals

Telehealth and wearable equipment can deliver personal healthcare and necessary treatment remotely. One major challenge is transmitting large amount of biosignals through wireless networks. The limited battery life calls for low-power data compressors. Compressive Sensing (CS) has proved to be a low-power compressor. In this study, we apply CS on the compression of multichannel biosignals. We firstly develop an efficient CS algorithm from the Block Sparse Bayesian Learning (BSBL) framework. It is based on a combination of the block sparse model and multiple measurement vector model. Experiments on real-life Fetal ECGs showed that the proposed algorithm has high fidelity and efficiency. Implemented in hardware, the proposed algorithm was compared to a Discrete Wavelet Transform (DWT) based algorithm, verifying the proposed one has low power consumption and occupies less computational resources.Comment: 2013 International Workshop on Biomedical and Health Informatic

A comparative study of reduced graphene oxide modified TiO2, ZnO and Ta2O5 in visible light photocatalytic/photochemical oxidation of methylene blue

Reduced graphene oxide (rGO) was applied to prepare various composites of rGO/photocatalyst of G/TiO2, G/ZnO and G/Ta2O5, using titanium (IV) isopropoxide, Zn powder and commercial Ta2O5 powder as photocatalyst precursors, respectively. X-ray diffraction (XRD), field emission scanning electron microscopy (FE-SEM), Fourier transform infrared spectroscopy (FTIR), thermogravimetric-differential thermal analysis (TG-DTA) and UV–vis diffuse reflectance (UV–vis DRS) were employed to investigate the crystal structure, morphology, surface groups, rGO loading, and optical properties of the produced composites. The photocatalytic activities of the composites under UV–vis and visible light were studied in degradation of methylene blue (MB). G/Ta2O5 showed an enhanced efficiency under UV–vis irradiation. G/TiO2 demonstrated an effective degradation of MB under visible light. The effects of various oxidants, peroxymonosulfate (PMS), peroxydisulfate (PDS) and hydrogen peroxide (H2O2) on MB degradation were thoroughly investigated. H2O2 was a promising oxidant for promoting MB degradation under visible light. The mechanism of the enhanced efficiency in the system of G/TiO2+ vis + H2O2 was discussed

Short sellers’ accusations against Chinese reverse mergers: Information analytics or guilt by association?

AbstractThis paper studies short sellers’ trading strategies and their effects on the financial market by examining their accusations of fraud against Chinese reverse merger firms (CRMs) in the US. We find that short sellers rely on firms’ fundamental information, especially relative financial indicators, to locate their “prey.” Specifically, they compare a target firm’s financial indicators (e.g., growth and receivables) with both the industry average and the firm’s history. We find no evidence that short sellers accuse CRMs simply because of their reverse merger label. Additionally, we test the accuracy of short sellers’ accusations in the long run and find that accused firms are more likely to delist and less likely to recover from price plunges. Our results also indicate that CRMs’ high exposure to short sellers’ accusations stem from adverse selection problems: firms with high litigation risk are more likely to choose reverse mergers to access the US capital market. Overall, our results support the view that short sellers are sophisticated investors and shed some light on their decision processes

Essays on Investor Attention

This dissertation consists of three chapters that examine investor attention and its impact on corporate events and asset prices using a Google search-based measure of investor attention. Chapter 1 This chapter investigates investor attention patterns and its determinants. I document that investor attention displays strong seasonality. It is significantly lower on Fridays and in summer months. I find that investor attention increases significantly following earnings announcements and macro news releases, and the effect is stronger for large firms. When faced with both firm-specific and market-wide information shocks, investors’ attention response to firm-specific information attenuates and their trading behavior is also affected. My evidence suggests that investors actively allocate their attention in response to information shocks and prioritize their information processing to large firms and systematic shocks, as suggested by models of rational inattention. Chapter 2 This chapter analyzes investor attention around merger announcements and its impact on price reactions and investor trading activity. I find that (1) investor attention to target firms increase significantly during the pre-announcement period, (2) investor attention to both acquirer and target firms increases on the announcement day, but increases more for the target firms and large deals; (3) stock return responses and abnormal trading volume are less pronounced when investor attention is low. In particular, stock returns to of targets are less positive when investor attention is lower. Overall, my results suggest that investors anticipate merger announcements and that investor attention affects how investors incorporate information into asset prices. Chapter 3 This chapter examines the impact of investor attention on the relationship between idiosyncratic volatility and stock return. I find that idiosyncratic volatility positively predicts future stock return when investor attention is high. When investor attention is low, the predictive power is insignificant. The stock returns for stocks with high idiosyncratic volatility and high investor attention do not reverse in the long-run. The evidence is consistent with the explanation that attentive investors demand a risk premium for idiosyncratic risk