A tale of one city: intra-institutional variations in migrating VLE platform

City University London committed in 2009 to make Moodle the Virtual Learning Environment (VLE) at the core of a new Strategic Learning Environment (SLE) comprised of VLE, externally facing website and related systems such as video streaming and virtual classrooms. Previously, the WebCT VLE had been separate from most of the other systems at the institution with very limited connections to other tools. Each of the schools within the institution was able to pursue their own strategy and timeframe for the migration and embedding of Moodle within their subject areas, within an absolute limit of 2 years. This paper outlines the approaches taken by the various schools, highlighting similarities and differences, and draws out common aspects from the project to make recommendations for institutions seeking to undertake similar migrations

Plasma Physics

Contains reports on two research projects.United States Atomic Energy Commission (Contract AT(30-1)-1842

Controlled DNA compaction within chromatin: the tail-bridging effect

We study the mechanism underlying the attraction between nucleosomes, the fundamental packaging units of DNA inside the chromatin complex. We introduce a simple model of the nucleosome, the eight-tail colloid, consisting of a charged sphere with eight oppositely charged, flexible, grafted chains that represent the terminal histone tails. We demonstrate that our complexes are attracted via the formation of chain bridges and that this attraction can be tuned by changing the fraction of charged monomers on the tails. This suggests a physical mechanism of chromatin compaction where the degree of DNA condensation can be controlled via biochemical means, namely the acetylation and deacetylation of lysines in the histone tails.Comment: 4 pages, 5 figures, submitte

Effects of different solutions consumed during exercise on cognitive function of male college soccer players

Background/Objectives: The present study aimed to investigate the effects of three solutions, i.e. carbohydrate-electrolyte-solution (CES), carbohydrate-electrolyte-protein-solution (CEPS), and placebo (PLA), on cognitive function of college soccer players. Methods: Sixteen male college soccer players completed three main trials in a randomized cross-over study design. In each main trial, participants completed 90 min Loughborough Intermittent Shuttle Test (LIST) protocol and consumed one of three solutions. The cognitive function tests were performed; blood glucose and lactate concentrations, and several subjective measurements were also recorded in each trial. Results: Compared with pre-exercise level, the accuracy of Rapid Visual Information Processing test (RVIPT) and the response time in Visual Search Test (VST, complex level) after LIST improved in CES and CEPS trials, but not in PLA trial. However, the accuracy of VST (complex level) decreased in both CES and CEPS trials, compared with PLA trial. CEPS consumption improved accuracy in VST (simple level), compared with CES consumption. Blood glucose concentrations were well maintained in CEPS trial, but not in CES and PLA trials. Conclusion: It seems that both CES and CEPS consumption show certain benefits on some aspects of cognitive function in male college soccer players in Hong Kong. However, these effects may be specific to the cognitive domain tested

Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore

Recent theoretical work has revealed a direct connection between asset return volatility forecastability and asset return sign forecastability. This suggests that the pervasive volatility forecastability in equity returns could, via induced sign forecastability, be used to produce direction-ofchange forecasts useful for market timing. We attempt to do so in the context of two key Asian equity markets, with some success, as assessed by formal probability forecast scoring rules such as the Brier score. An important ingredient is our conditioning not only on conditional variance information, but also conditional skewness and kurtosis information, when forming direction-of-change forecasts.Volatility, variance, skewness, kurtosis, market timing, asset management, asset allocation, portfolio management.

Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics : International Evidence

Recent theoretical work has revealed a direct connection between asset return volatility forecastability and asset return sign forecastability. This suggests that the pervasive volatility forecastability in equity returns could, via induced sign forecastability, be used to produce direction-of-change forecasts useful for market timing. We attempt to do so in an international sample of developed equity markets, with some success, as assessed by formal probability forecast scoring rules such as the Brier score. An important ingredient is our conditioning not only on conditional mean and variance information, but also conditional skewness and kurtosis information, when forming direction-of-change forecasts.Volatility, variance, skewness, kurtosis, market timing, asset management, asset allocation, portfolio management

Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence

Recent theoretical work has revealed a direct connection between asset return volatility forecastability and asset return sign forecastability. This suggests that the pervasive volatility forecastability in equity returns could, via induced sign forecastability, be used to produce direction-of change forecasts useful for market timing. We attempt to do so in an international sample of developed equity markets, with some success, as assessed by formal probability forecast scoring rules such as the Brier score. An important ingredient is our conditioning not only on conditional mean and variance information, but also conditional skewness and kurtosis information, when forming direction-of-change forecasts.Volatility, variance, skewness, kurtosis, market timing, asset management, asset allocation, portfolio management

Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics : International Evidence

Recent theoretical work has revealed a direct connection between asset return volatility forecastability and asset return sign forecastability. This suggests that the pervasive volatility forecastability in equity returns could, via induced sign forecastability, be used to produce direction-of change forecasts useful for market timing. We attempt to do so in an international sample of developed equity markets, with some success, as assessed by formal probability forecast scoring rules such as the Brier score. An important ingredient is our conditioning not only on conditional mean and variance information, but also conditional skewness and kurtosis information, when forming direction-of-change forecasts.Volatility, variance, skewness, kurtosis, market timing, asset management, asset allocation, portfolio management