Statistical study of bed forms in alluvial channels, A

CER65JHA26.June 1965.Includes bibliographical references (pages 27-28).In partial fulfillment of the requirements for the Degree of Master of Science in Civil Engineering.The techniques of correlation and spectral density analysis of random processes were applied to the problem of describing and predicting dune profiles in a sand bed channel. The data analyzed were taken from three sources: a 0.4-ft flume for this study; a 8-ft flume for a previous study; a conveyance channel on the Rio Grande near Bernardo, New Mexico. For all of this data the sand sizes were between d50 = .23 mm and d50 = .34 mm. Covariance and spectral density functions were computed using the IBM 16 20 and a program written for this study. Models for these functions were derived and computed. The first three values of the covariance functions were found to be sufficient for computing approximate models and two other parameters which describe the goodness of fit of the models or how well the process of bed elevation as a function of distance downstream is described by a second order autoregressive scheme. The first value of covariance, which is the variance of the process, relates well with the flow parameter of unit discharge. The next two values of covariance show a less definite relationship with the same flow parameter

Bullish-Bearish strategies of trading: A non-linear equilibrium.

In this paper, we study a financial market where risk neutral traders are endowed with a signal which is perfectly revealing of the direction (but not the exact amount) of the liquidation value of a normally distributed risky asset. This type of information is known as bullish or bearish. When the signal is positive (negative) the traders buy (sell) the asset. This type of information is different with the type of information which is classically considered in the literature where informed traders are endowed with a perfect or a noisy signal. In this model, since the optimal trading strategy is not linear, the pricing schedule is also a non-linear function of the volumes. The main results are the following i) the price function is a non-linear Sigmo¨ıd-shaped function. ii) A monopolistic bullish-bearish type trader makes nearly thirty six percent of the profits she would have made with a perfect signal in a linear model `a la Kyle (1985). iii) In the presence of competition, the market reveals his private information quicker than in a noisy informed strategic oligopoly. Moreover, liquidity is no longer a monotonic increasing function of the number of competitors

Treating vaginal candidiasis for the prevention of preterm birth: protocol for a systematic review and meta-analysis

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Breastfeeding after augmentation mammoplasty: Protocol for a systematic review and meta-analysis

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Breastfeeding after augmentation mammoplasty: Protocol for a systematic review and meta-analysis

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Treating vaginal candidiasis for the prevention of preterm birth: protocol for a systematic review and meta-analysis

NHMR

Haemoglobin changes during pregnancy: a retrospective cohort study of consecutive pregnancies

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