329 research outputs found

    Uncovering hidden information and relations in time series data with wavelet analysis: three case studies in finance

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    This thesis aims to provide new insights into the importance of decomposing aggregate time series data using the Maximum Overlap Discrete Wavelet Transform. In particular, the analysis throughout this thesis involves decomposing aggregate financial time series data at hand into approximation (low-frequency) and detail (high-frequency) components. Following this, information and hidden relations can be extracted for different investment horizons, as matched with the detail components. The first study examines the ability of different GARCH models to forecast stock return volatility in eight international stock markets. The results demonstrate that de-noising the returns improves the accuracy of volatility forecasts regardless of the statistical test employed. After de-noising, the asymmetric GARCH approach tends to be preferred, although that result is not universal. Furthermore, wavelet de-noising is found to be more important at the key 99% Value-at-Risk level compared to the 95% level. The second study examines the impact of fourteen macroeconomic news announcements on the stock and bond return dynamic correlation in the U.S. from the day of the announcement up to sixteen days afterwards. Results conducted over the full sample offer very little evidence that macroeconomic news announcements affect the stock-bond return dynamic correlation. However, after controlling for the financial crisis of 2007-2008 several announcements become significant both on the announcement day and afterwards. Furthermore, the study observes that news released early in the day, i.e. before 12 pm, and in the first half of the month, exhibit a slower effect on the dynamic correlation than those released later in the month or later in the day. While several announcements exhibit significance in the 2008 crisis period, only CPI and Housing Starts show significant and consistent effects on the correlation outside the 2001, 2008 and 2011 crises periods. The final study investigates whether recent returns and the time-scaled return can predict the subsequent trading in ten stock markets. The study finds little evidence that recent returns do predict the subsequent trading, though this predictability is observed more over the long-run horizon. The study also finds a statistical relation between trading and return over the long-time investment horizons of [8-16] and [16-32] day periods. Yet, this relation is mostly a negative one, only being positive for developing countries. It also tends to be economically stronger during bull-periods

    Training in accordance to oxygen differential threshold and its impact on the heart metabolic need and the two cortisol and growth hormones for the advanced 1500m runners

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    The study aims to set a training program with an altitude mask to achieve an oxygen differential threshold. This is set to know the program impact on the oxygen metabolic need of the heart and the two cortisol and the growth hormones. The researcher employed the experimental program of the single 8-player group. This group is used as a specimen that is intentionally selected. Furthermore, many methods, tools, devices, and tests used the most critical setting of the an-8weik training program with 3-tracing sessions per week. The duration is 50-60 minutes. Each session is executed at a 75-95% velocity of the runner's capacity with the altitude mask. The mask was used to know the endurance of the functional organs, especially the heart and the hormones, for the study's physical effort. The pre and post-tests were done. The results were statistically treated, and accordingly, the researcher has arrived at certain conclusions using training according to oxygen differential threshold with altitude mask. It has developed the heart metabolic need level and the level of cortisol and growth hormones. It is possible to carry out a study by using other pieces of training and altitude masks and different thresholds

    Elastoplastic Quasi-Static and Impact Load Response of Steel Structure Sub-Assemblage with CFRP Strips

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    Presented in this paper is the outcome of an experimental investigation of the elastoplastic quasi-static and impact load response of a steel sub-assemblage constructed using a pair of hollow square section members with or without Carbon Fiber Reinforced Polymer (CFRP) strips. The sub-assemblage consists of a long structural member welded to a short member, thus representing a typical combination of a column and a beam on the face of a multi-story steel building frame. The column is subjected to a lateral quasi-static or impact load. Tests are conducted on four separate steel sub-assemblages. The first two tests are conducted with a gradually increasing flexural load applied at the midspan of the column up to the collapse condition without and with CFRP strips, respectively. Additional two tests are performed with a flexural impact load applied at midspan of the column also both without and with CFRP strips, respectively. The results of the study show that CFRP strips substantially increase the quasi-static collapse load of the sub-assemblage. However, when subjected to an impact load, the steel structure sub-assemblage with CFRP strips developed smaller strains in comparison with those without the CFRP strips. The post-impact time-dependent strains also became considerably smaller for the sub-assemblage with CFRP strips

    Study of cytotoxic Effects Alcoholic Nerium Oleander L. Extract on female Albino mice

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    This study involved the evaluation of Alcoholic extract of Nerium Oleander L. plant that have a promising anticancer cell. This extract was compared to the well known anticancer drug Cis – Platinum by utilizing an in vivo system in female Albino mice. The first direction was cytogenetically using the mitotic Index of bone marrow cells as a parameter for the cytotoxic effect of this extract. The second direction was enzymatical using a widely distributed enzyme GOT in the different organs of mice: Liver , kidney , spleen and lung . Animals were treated with three doses of Cis-platin , 50 , 200 and 350 Mg/mouse for three days . The same doses were used for the other extract . This study showed that the extract have a promising anticancer cell as could be seen from these effect on mitotic Index (MI) of mice bone marrow , (MI) decreased in animals treated with different doses of extract , mitotic index was reduced to 78% on day three in animals treated with 350 ?g/mouse . These effects were similar to the effect of Cis-platin at the same doses. Comparing the effect of this extract on GOT enzyme showed that Cis-platin was more effective on activating the spleen GOT enzyme of about 95% than the extract while the extract is more effective in Lung , The extract activated GOT enzyme activity in the all organs

    The Level of Female Students’ Achievement in English Language in Public Schools in The Ramtha District from The Teachers’ Point of View

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    The study aimed to identify the level of achievement of female students in English language in public schools in Ramtha district from the teachers’ point of view. The study consisted of (171) female teachers, and the study sample consisted of (103) female teachers who were chosen by the simple random method. The results of the study showed that the level of female students’ achievement in the English language was high; The results of the study revealed that there were no statistically significant differences due to the two variables (experience and educational qualification). The researcher recommends that teachers should use attractive teaching methods, methods and activities that motivate students to study

    The commitment degree of public school principals in the Northern Mazar District to ethical leadership standards

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    The study aimed to identify the degree of commitment of public school principals in the northern Mazar district to ethical leadership standards from the teachers\u27 point of view. Randomization, from the study population of (972) male and female teachers, for the academic year (2020-2021), and the results of the study showed that the degree of commitment of government school principals in the Northern Mazar District to the standards of ethical leadership on the fields as a whole was (high), and there were statistically significant differences In the degree of school principals’ commitment to ethical leadership standards due to the effect of (gender), in favor of (females), and the presence of statistically significant differences due to the effect of a variable (educational degree), in favor of those holding a bachelor’s degree or less, and no differences in school principals’ commitment to ethical leadership standards Due to the variable (years of experience), and in light of the results of the study, the researcher recommends the necessity of motivating school principals and linking this to their job performance

    Fungal biodiversity of water and sediments in some aquatic systems in Basrah Province and their capabilities to degrade methyl orange

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    This study investigates the fungal biodiversity of water and sediment samples from some waterbodies and their ability to degrade Methyl orange (M.O.) on a solid medium. Ten fungal genera were isolated, and the genus Aspergillus represented the highest percentage (70%). Sixteen fungal species were isolated that 88% of which (14 species) belonged to anamorphic fungi. Trichoderma sp. showed the highest percentage (40%). Out of the 16 isolated fungi, Aspergillus flavus, A. niger, and A. terreus showed the best result for decolourising M.O. on a solid medium potato dextrose agar. These fungi isolates were selected to test their ability to biodegrade M.O. in a liquid medium supplemented with 50 mg.L-1 M.O. as the sole carbon source. Based on the results, after 7 days of incubation, A. niger degraded 14% of M.O., while A. flavus and A. terreus degraded 12% of the dye

    The Impact of Talent Management Application on the Strategy of Human Resources Management at Northern Border University

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    This study aims at finding out the link between talent management and the strategy of human resource management at Northern Border University, and the influence of talent management on the strategy of human resource management as well as the extent to estimate the university administration for the talent and achievement of strategic goals for the management of human resources, and to make recommendations to the university, the Saudi universities, in particular and organizations in general . The study used the descriptive statistic and analytical method applied to the study of cluster sampling method in the choice of vocabulary of the research population

    Aspects of Political Language and Parallelism

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    This research is intended to explain the use of parallelism in political speeches. When politicians want to emphasize and reach their aims , they use parallelism . political speeches is pregnant with meaning . Parallelism is a device which expresses several ideas in a series of similar structures . There are different types of parallelism : lexical, syntactic , semantic, synthetic , binary, antithetical . Parallelism works on different levels: 1. Syntactic level in which there are parallel structure of word phrase or sentence , 2. Semantic  level in which there are synonymous and antonymous relations , 3. Phonological level in which we can find alliteration , assonance and rhyme . There are three categories in structural (syntactic) parallelism . First , parallelism at the word level . Secondly, parallelism  at the phrase level , and thirdly parallelism at the clause level. Parallelism is considered as rhetorical and stylistic device . the rhetorical function of parallelism is to strengthen , empower, emphasize, persuade and have a big impact on recipients . The connection between parallelism and political speeches lies in the fact that politicians rely on linguistic repertoire in order to obtain and achieve their objectives and aims , one of these linguistic  configurations is parallelism . a language can be thought of as resource which is drawn upon in order for political goals to be achieved . Parallelism can function as a cohesive device through cohesive repetition since it is considered as a partial repetition . Cohesive repetition is used by politicians to persuade audience and manipulate them for certain aims and issues
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