THE BALANCE EFFECT OF REARFOOT WEDGES WITH DIFFERENT HEIGHT FOR COLLEGIATE STUDENTS WITH CHRONIC ANKLE INSTABILITY: PILOT STUDY

Chronic ankle instability (CAI) is caused by recurrent lateral ankle sprain. Foot orthotic is one option of treatment. The purpose of this study was to determinate the balance effect of rearfoot wedges with different height in collegiate students with chronic ankle instability. Eight collegiate students with CAI subjects were voluntarily particapated in this study. The area of center of pressure was used as balance variable of outcome measurement. Seven height of rearfoot wedge was used to test, included 0°, 2°, 4°, 6° of medial wedge and 2°, 4°, 6° of lateral wedge. One-way ANOVA was used to analyze the difference among sevent height of wedge intervention in CAI group. The results were showed no significantly difference among seven height of wedge intervention. However, we found a trend of balance improvement with the wedge intervention, especially in 4 degrees of medial wedge intervention

Study of Primary and Internal Resonance on 3D Free-Free Double-Section Beam

This work investigates the primary resonance and internal resonance of a double-section beam with cubic nonlinearities. This model can be applied in a wide range of engineering problems, such as rocket and missile structures. Even space technology has been developed for decades; several nonlinear properties deserve further study, especially, for the internal resonance. The method of multiple scales (a perturbation technique) is employed to analyze this nonlinear problem. This study focuses on finding the forcing conditions of this 3D double-section beam to trigger the often-ignored internal resonance or prime resonance in rocket structures. A primary resonance is found on a uniform free-free beam at certain flight speed. The three-to-one internal resonance of the double-section beam occurs within the first and the second modes in the diameter ratio of 1/0.75 with the length ratio of 0.33 or 0.51. The semi-analytical results are verified by the time marching numerical method

Commodity Futures Manipulation: Theory, Evidence, and Regulatory Implications

PhDThis thesis is a collection of four separate papers with a core theme: commodity futures manipulation. It aims to answer three important questions. How vulnerable are futures markets to manipulation? What are the effects of manipulation? How should futures markets be regulated? We first set up a one-shot game-theoretical model (Chapter 2) with certain classes of heterogeneously informed traders to consider how vulnerable a futures market to manipulation is, what influences this vulnerability and how manipulation affects the functioning of the market. This model predicts that futures manipulation may occur in equilibrium with a positive possibility if the deliverable supply is less than perfectly elastic, and the large trader possesses a certain amount of private information (here relating to his "type"), and more important, the functioning of futures markets is adversely affected by manipulation. In Chapter 3, we attempt to extend the above analysis into a dynamic context with a slightly modified market structure with the purpose to show how a large trader can manipulate a market through dynamically strategic trading when the hedger trades rationally, observes contract delivery process and may opt out of futures trading. This model also predicts a positive probability of manipulation in equilibrium. One interesting result from this model is that the adverse effects of manipulation may be lessened due to the introduction of exogenous uncertainty in a futures market. This may justify certain types of regulation against manipulation initiated by exchanges or regulators, such as trading for liquidation only, emergency price or position limits, etc. Chapter 4 moves to investigate empirically the economic effects of the alleged Sumitomo manipulation on the London Metal Exchange (LME). The results support our theoretical analysis. We find the evidence that the manipulation not only reduced the accuracy of "price discovery", but also influenced the basis and basis risk in the futures market. Thus the functioning of the LME was undermined. Furthermore, by comparing the actual LME cash price with a VAR forecast, we find that the LME cash prices were generally above the forecast prices during the period of alleged manipulation, but not significantly. Finally, we discuss the regulatory implications of futures manipulation in Chapter 5, and argue that manipulation should be one of the major concerns for futures regulation. We also undertake a comparative study of futures regulation in the US and the UK, and propose specifically how cost-effective futures (derivatives) regulation may be achieved in the UK