VOLATILITY IN THE INDIAN STOCK MARKET: A CASE OF INDIVIDUAL SECURITIES

The present paper is an attempt to examine the volatility in the individual stocks listed at NSE using daily closing prices of 29 selected companies. The companies have been selected from the list of S&P CNX Nifty covering the period from 1996-97 to 2006-07. The data have been analyzed by working standard deviation of daily returns. The study reveals that ACC, HDFC, ITC, MTNL, SBIN and SIEMENS have been comparatively less volatile than other securities. On the other hand, the securities viz. BAJAJAUTO, DRREDDY, GLAXO GRASIM, HDFCBANK, INFOSYSTCH, M&M, ONGC, TATAPOWER and VSLN were highly volatile during the period of study. Further, the study, finds that the period after 2000-01 has registered comparatively less volatility than preceding period.Volatility, Daily Return, Inflationary Pressure, Investors, Fluctuation, Risk, Indices, Trade Size, Standard Deviation, Securities

Analysis and Synthesis Prior Greedy Algorithms for Non-linear Sparse Recovery

In this work we address the problem of recovering sparse solutions to non linear inverse problems. We look at two variants of the basic problem, the synthesis prior problem when the solution is sparse and the analysis prior problem where the solution is cosparse in some linear basis. For the first problem, we propose non linear variants of the Orthogonal Matching Pursuit (OMP) and CoSamp algorithms; for the second problem we propose a non linear variant of the Greedy Analysis Pursuit (GAP) algorithm. We empirically test the success rates of our algorithms on exponential and logarithmic functions. We model speckle denoising as a non linear sparse recovery problem and apply our technique to solve it. Results show that our method outperforms state of the art methods in ultrasound speckle denoising

Theory of charge dispersion in nuclear fission

By introducing charge asymmetry as a new dynamical collective coordinate in the asymmetric two-center shell model, the nuclear charge dispersion in the fission of 236U is calculated without using any free parameter. The agreement between theory and experiment is quite good

The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk

The aim of this study is to analyze the relevance of recently developed news-based measures of economic policy and equity market uncertainty in causing and predicting the conditional quantiles of crude oil returns and risk. For this purpose, we studied both the causality relationships in quantiles through a non-parametric testing method and, building on a collection of quantiles forecasts, we estimated the conditional density of oil returns and volatility, the out-of-sample performance of which was evaluated by using suitable tests. A dynamic analysis shows that the uncertainty indexes are not always relevant in causing and forecasting oil movements. Nevertheless, the informative content of the uncertainty indexes turns out to be relevant during periods of market distress, when the role of oil risk is the predominant interest, with heterogeneous effects over the different quantiles levels.http://www.elsevier.com/locate/physa2019-10-01hj2018Economic

Barrier modification in sub-barrier fusion reactions using Wong formula with Skyrme forces in semiclassical formalism

We obtain the nuclear proximity potential by using semiclassical extended Thomas Fermi (ETF) approach in Skyrme energy density formalism (SEDF), and use it in the extended $\ell$-summed Wong formula under frozen density approximation. This method has the advantage of allowing the use of different Skyrme forces, giving different barriers. Thus, for a given reaction, we could choose a Skyrme force with proper barrier characteristics, not-requiring extra ``barrier lowering" or ``barrier narrowing" for a best fit to data. For the $^{64}$Ni+$^{100}$Mo reaction, the $\ell$-summed Wong formula, with effects of deformations and orientations of nuclei included, fits the fusion-evaporation cross section data exactly for the force GSkI, requiring additional barrier modifications for forces SIII and SV. However, the same for other similar reactions, like $^{58,64}$Ni+$^{58,64}$Ni, fits the data best for SIII force. Hence, the barrier modification effects in $\ell$-summed Wong expression depends on the choice of Skyrme force in extended ETF method.Comment: INPC2010, Vancouver, CANAD

Sustaining conservation agriculture: Lessons learned from the EU project KASSA

The questioning of the sustainability of conventional plough-based agriculture led to the emergence of alternative concepts and practices such as conservation agriculture (CA), which is currently spreading in many places. CA-based systems are said to rely on the simultaneous use of three main components: (1) reduced tillage or no-tillage and direct seeding for less disturbance of the soil and proper crop establishment; (2) soil cover to mitigate erosion, reduce weeds, and improve soil fertility and functions; and (3) crop rotation to control pests and diseases. These systems are thought to respond to production-protection requirements; interest in their applicability and results is growing. Knowledge Assessment and Sharing on Sustainable Agriculture (KASSA) is an EU-funded project that intended to extract lessons from past research on CA. It did it through a step-by-step and iterative process that took place within four regional platforms: Asia, Europe, Latin America, and the Mediterranean. In the four platforms of KASSA, implementation of the concept of CA gave rise to many farming practices. The no-till¿based systems are the most common: in some places, they are about to replace completely the conventional plough-based systems. However, soil cover and sound crop rotation are still hardly practiced because of biophysical conditions; low biomass production; competition from livestock; lack of adapted varieties, of implements, and of knowledge; and general market conditions. The absence of these components makes the systems rely mainly on using chemicals to control weeds, pests, and diseases. The reduction in production costs CA systems provide often acts as a powerful argument for their introduction and adoption. But this argument alone is risky because (1) the development and fine-tuning of these systems is knowledge-consuming and (2) their suitability and efficiency are highly sensitive to local biophysical, social, cultural, technological, institutional, market, and policy environments. Furthermore, there are relatively few scientific data on CA systems; particularly, their long-term agronomic, environmental, and socioeconomic impacts are still not well understood. Substantial systemic and multidisciplinary research effort is needed to understand the functioning of CA systems and their socioeconomic and ecological sustainability conditions. (Résumé d'auteur