Effects of market sentiment in index option pricing: a study of CNX NIFTY index option

This paper provides evidence of the role of sentiments in pricing Indian CNX Nifty index call Option during the period from April 2002 to December 2008. It also shows that Black-Scholes option pricing model using the implied volatility of previous day is pricing the Index options much closer to the actual price compared to Modified Black-Scholes pricing model incorporating non-normal skewness and kurtosis suggested by Corrado & Sue [1996]. The market is pricing the call option higher than Black-Scholes price during bullish period compared to that of bearish period even though sentiments are incorporated in the underlying asset which in this case is the Nifty Index. The index call options are priced about 1.5 percent more than Black-Scholes price during Bullish period compared to that of Bearish period during the period of observation.Option Pricing; Black-Scholes option pricing model; Modified Black- Scholes by Corrado & Sue; Put call ratio; Sentiment indicators;

Experimental Study of Solar Still Performance using Natural Energy Storage Materials

Saline and polluted water can be purified using solar still method. Due to uneven solar irradiation the yield decreases, hence in the present study materials which can absorb solar irradiation and can retain it are used in solar still and their performance is studied. In the present study materials like pebbles, gravels and charcoal were used to store energy in the solar still. It was seen that there was an improvement in the performance of the solar still when materials are used compared to no usage of materials.  Further among pebbles, gravels and charcoal it was seen that charcoal had higher yield of 2250ml/m2/day whereas for pebble and gravel yield were 1210 ml/m2/day, 1620 ml/m2/day

Fold pattern analysis around Kanjamalai Salem district Tamilnadu

Kanjamalai one of the fascinating location in Southern Granulite Terrain (SGT) for studying Archaean geology and structures as the entire hill is made up of variety of rock types like two pyroxene granulite, amphibolites, quartzo - feldsapthic gneisses, banded iron formation, and intrusive rocks like dunite, peridotite and pegmatite and beautifully carved structures. The entire hill resembles a canoe shape with doubly plunging fold structure with E-W elongation. The entire hillock seems to sit pretty on mylonitised hornblende biotite gneisses which also have a common N70-95 degree trend and sub vertical dip with NE plunge which is in contradiction to centrally plunging lineations of the hill. The SW part of Kanjamalai near Chinasrirangapadi was displaying beautiful fold structures, with interference pattern out of which six domains were selected for detailed study and analysis. The multiple generation folded structure will have a clue in reconstructing the deformation history of this Kanjamalai. The observed f1, f2 and f3 folds show significant Type III interference pattern as that of Ramsay and 01 and 03 type folds of Bernhard Grasemann.   Wavelength –amplitude analysis was made to generalize and regroup the observed folds in to high amplitude, high wavelength or open folds, low wavelength and Mesoscopic folds. And visual harmonic analysis was made to analyse the symmetry of the folds and analyze the geometry, symmetry and harmony and genesis of the fold in terms of relative timing of the events

Phytochemical Analysis of Tephrosia Purpurea and Docking analysis of ompA of Escherichia Coli with Beta Sitosterol

Phytochemical analysis is essential for identifying bioactive compounds in medicinal plants like Tephrosia purpurea, known as "Sarpankha" or "Wild Indigo." Employing techniques like chromatography and spectroscopy reveals alkaloids, flavonoids, terpenoids, and phenolic compounds with diverse pharmacological activities. This study involves docking analysis, exploring the interaction between beta-sitosterol, a bioactive compound present in T.purpurea, and outer membrane protein A (ompA) of Escherichia coli. OmpA is vital for E. coli's virulence, and beta-sitosterol shows potential antibacterial activity, making it a significant focus for therapeutic investigation

Adaptive Boltzmann Medical Dataset Machine Learning

The RBM is a stochastic energy-based model of an unsupervised neural network (RBM). RBM is a key pre-training for Deep Learning. Structure of RBM includes weights and coefficients for neurons. Better network structure allows us to examine data more thoroughly, which is good. We looked at the variance of parameters in learning on demand to fix the problem. To determine why RBM's energy function fluctuates, we'll look at its parameter variance. A neuron generation and annihilation algorithm is smeared with an adaptive RBM learning method to determine the optimal number of hidden neurons for attribute imputation during training. When the energy function isn't converged and parameter variance is high, a hidden neuron is generated. If the neuron doesn't disrupt learning, it'll destroy the hidden neuron. In this study, some yardstick PIMA data sets were tested

Contrasting mineralogy and strain partitioning across N-S oriented Sitampundi - Kanjamalai Shear in Sitampundi Anorthosite Layered Complex

Sitampundi Anorthosite Layered Complex (SALC) is a complexly folded and metamorphosed terrain that shows different metamorphic grade separated by a regional linear divide. In the north-eastern part of the complex, the anorthosites contain green-colored clinozoisites that are strikingly absent in the western part of the limb. Based on the presence of the clinozoisites, the entire SALC can be divided into two zones. The Sitampundi-Kanjamalai shear zone (SKSZ) separates mega crystals of clinozoite bearing anorthosites from clinozoisite free anorthosites. To add furthermore, strain analysis of different samples of anorthosite on either side of the zones was conducted by employing Flinn method. In general, anorthosites fall into the flattening field. The clinozoisite free anorthosites are more flattening and clinozoisite bearing anorthosites exhibit a slight difference in their strain ratio, ie., it is comparatively less flattening.  Geochemistry of clinozoisites was studied using EPMA & XRD methods. The percentage of oxides obtained from EPMA coincides with that of epidote. But, XRD confirms the mineral to be clinozoisite indicating the transition phase of epidote to clinozoisite. Zoning has had occurred in clinozoisites with aluminium oxide rich core and FeO rich rim. This could be related to a retrogression corresponding to a shearing event

Fuzzy-based fault-tolerant and instant synchronization routing technique in wireless sensor network for rapid transit system

In the present era, rapid transits are one of the most affordable means of public transport with various useful integrated application systems. The majority of the integrated applications are deployed in concern over safety and precautionary measures against the worst side-effects of unfortunate emergencies. For such cases, high-end reliable and autonomous systems provide possible positive solutions. Wireless Sensor Network is one of the suitable choices for rapid transit applications to gain positive results with inexpensive implementation cost. However, managing few network consequences like fault tolerance, energy balancing and routing critical informative packets are considered to be the challenging task due to their limited resource usage restriction. In this paper, a novel fuzzy logic-based fault tolerance and instant synchronized routing technique have been proposed specifically for the rapid transit system. On utilizing the fuzzy logic concepts, most of the computational complexities and uncertainties of the system is reduced. The central thematic of the proposed design is concerned over the synchronized routing and permanent faults which abruptly depicts the non-functional nature of the sensor nodes during normal operations. Moreover, our proposed simulation outcomes proved to be improvised evidence on obtaining maximum packet delivery ratio which tends to handle an emergency situation in the compartments of rapid transits

Development and Application of Solid-Phase Microextraction Probe Electrospray Ionization

Ambient ionization mass spectrometry (AIMS) is a category of mass spectrometry (MS) techniques originally characterized as using ambient ionization sources to analyze samples with little to no sample preparation and no chromatography step. This set of techniques have quickly gained popularity due to fast workflows and the ability to perform high throughput analysis. However, AIMS is prone to high matrix effects and reduced sensitivities. Solid-phase microextraction (SPME) is commonly used to mitigate these effects due to easy integration into pre-existing AIMS workflows, enabling preconcentration and extraction. Probe electrospray ionization (PESI) is a technique developed by Hiraoka and colleagues in 2007, then commercialized by Shimadzu Corporation years later. In PESI a small metal probe is dipped into the sample and immediately moved upwards, close to the inlet of a mass spectrometer to facilitate electrospray ionization (ESI). In recent years there has been a shift from using PESI for qualitative studies towards quantitative studies. With this shift in intentions, sample preparation has been incorporated into PESI workflows. The objective of this work is to incorporate SPME as a sample preparation method for PESI and develop applications for this technique. The first objective was to see if the PESI probes could be coated and to see if SPME-PESI-MS/MS could give reliable MS data. To ensure reproducibility of such small probes, intra- and inter-probe reproducibility tests by liquid chromatography coupled to tandem mass spectrometry (LC-MS/MS) were conducted using drugs of abuse. These results show reproducibility of the probes with almost all relative standard deviations being ≤ 15%. Afterward, the optimal desorption solution for SPME-PESI-MS/MS was determined. It was also found that a coated PESI probe used for SPME-PESI-MS/MS could not be used for a subsequent LC-MS/MS run without extracting the sample again due to significant desorption by SPME-PESI-MS/MS. Furthermore, an application of SPME-PESI-MS/MS to quantitate drugs of abuse from 30µL of plasma was developed. The intra-day precision of said method was under 15% for all compounds. The inter-day precision of all compounds was under 15% except for lorazepam at the 30 ng mL-1 validation point and oxazepam at the 90 ng mL-1 validation point. The accuracy of all compounds for this method was within 80-120% except for lorazepam at the 30 ng mL-1 validation point. The small dimensions of the coated PESI probes were then leveraged to determine the free concentration and plasma protein binding of diazepam from human plasma by SPME-PESI-MS/MS. The plasma protein binding determined by SPME-PESI-MS/MS was 99.3% which falls within literature values of 97-99% from human plasma samples spiked with 25 ng mL-1 of diazepam. Finally, the development of a screening method for aminoglycosides was explored with SPME-PESI-MS/MS. This was to explore the use of AIMS technologies as an alternative screening method for compounds that require conditions that are highly detrimental to MS systems (i.e. high salt concentrations or ion-pairing reagents)

Seasonal Variation of Groundwater Quality for Irrigational uses in Gadilam River Basin, Tamil Nadu, India

The present research work pertains to the Gadilam river basin groundwater quality for irrigation uses with respect to the Archaean formation, the Quaternary formation, the Tertiary formation and the Cretaceous formation. Experiments were carried out for two seasons (rainy season and summer season) for two successive years (November 2018 and June 2019). Overall, 120 groundwater samples were collected from the Gadilam river basin, excluding the reserved forest area. The 50 samples were collected from the Archaean formation, 34 samples from the Quaternary formation, and 35 samples from the Tertiary Formation. The remaining sample is from the Cretaceous formation. Based on the obtained analysed data, the following agricultural water quality parameters were calculated using the following expressions: The irrigational quality parameters are used, such as sodium percentage (Na%), sodium adsorption ratio (SAR), Kelly’s ratio (KR), permeability index (PI), magnesium ratio (MR), residual sodium carbonate (RSC), and potential salinity (PS) are calculated and assessed for irrigation purposes

INFLUENCE OF CONVERGENT RIBLET IN BLASIUS BOUNDARY LAYER

Ph.DDOCTOR OF PHILOSOPH