Market mill dependence pattern in the stock market: Multiscale conditional dynamics

Market Mill is a complex dependence pattern leading to nonlinear correlations and predictability in intraday dynamics of stock prices. The present paper puts together previous efforts to build a dynamical model reflecting the market mill asymmetries. We show that certain properties of the conditional dynamics at a single time scale such as a characteristic shape of an asymmetry-generating component of the conditional probability distribution result in the “elementary” market mill pattern. This asymmetry-generating component matches the empirical distribution obtained from the market data. Multiple time scale considerations make the resulting “composite” mill similar to the empirical market mill patterns. Multiscale model also reflects a multi-agent nature of the market. Interpretation of variations of asymmetry patterns of individual stocks in terms of specific deformations of the fundamental market mill asymmetry patterns is described.     

Fault Diagnosis of Rolling Bearings Based on WPE by Wavelet Decomposition and ELM

The fault diagnosis classification method based on wavelet decomposition and weighted permutation entropy (WPE) by the extreme learning machine (ELM) is proposed to address the complexity and non-smoothness of rolling bearing vibration signals. The wavelet decomposition based on ‘db3’ is used to decompose the signal into four layers and extract the approximate and detailed components, respectively. Then, the WPE values of the approximate (CA) and detailed (CD) components of each layer are calculated and composed to be the feature vectors, which are finally fed into the extreme learning machine with optimal parameters for classification. The comparative study of the simulations based on WPE and permutation entropy (PE) shows that the classification method of seven kinds of signals of normal bearing signals and six types of fault states (7 mils and 14 mils) based on WPE (CA, CD) with the number of nodes in the hidden layers of ELM determined by the five-fold cross-validation has the best performances, the training accuracy can reach 100%, and the testing accuracy can reach 98.57% with 37 nodes of the hidden layer by ELM. The proposed method using WPE (CA, CD) by ELM provides guidance for the multi-classification of normal bearing signals.     

Parallel Microoptics for Interconnections Based on Vertical Cavity Surface Emitting Lasers Arrays

Low-cost vertical cavity surface emitting lasers (VCSELs) may allow the development of broadband optical networks. Designs suitable for microoptics and “jisso” (a Japanese terms which includes alignment, assembly, mounting and packaging) technologies are required for low-cost and small interconnection modules. Optical interconnections based on VCSEL arrays including both space and wavelength division multiplexing technologies are described.     

Development of Matlab filtering techniques in digital speckle pattern interferometry

In interferometric fringe pattern analysis, specular and speckle fringe patterns are the two main divisions. While specular fringes are characterized by quality fringes, speckle (that obtains due to the diffuse scattering of the coherent radiation from an optically rough surface) fringe patterns are characterized by noisy fringes. This paper concentrates on this aspect and the Matlab based filtering methods to improve the quality of speckle fringe patterns by developing the appropriate software. Further, the newly developed software “Macurv” will be presented which can give the second order derivative (curvature) fringe information. A software with several functions is written using Matlab. The objective of the software is to provide a more effective way for the post-processing of speckle interferometric fringes. The algorithm and functions of the developed software “Macurv” will be explained.     

Nucleation and growth mechanism for flame synthesis of MoO2 hollow microchannels with nanometer wall thickness

The growth and morphological evolution of molybdenum-oxide microstructures formed in the high temperature environment of a counter-flow oxy-fuel flame using molybdenum probes is studied. Experiments conducted using various probe retention times show the sequence of the morphological changes. The morphological row begins with micron size objects exhibiting polygonal cubic shape, develops into elongated channels, changes to large structures with leaf-like shape, and ends in dendritic structures. Time of probe–flame interaction is found to be a governing parameter controlling the wide variety of morphological patterns; a molecular level growth mechanism is attributed to their development. This study reveals that the structures are grown in several consecutive stages: material “evaporation and transportation”, “transformation”, “nucleation”, “initial growth”, “intermediate growth”, and “final growth”. XRD analysis shows that the chemical compositions of all structures correspond to MoO₂.     

Adiabatic Theorems and Reversible Isothermal Processes

Isothermal processes of a finitely extended, driven quantum system in contact with an infinite heat bath are studied from the point of view of quantum statistical mechanics. Notions like heat flux, work and entropy are defined for trajectories of states close to, but distinct from states of joint thermal equilibrium. A theorem characterizing reversible isothermal processes as quasi-static processes (“isothermal theorem”) is described. Corollaries concerning the changes of entropy and free energy in reversible isothermal processes and on the 0th law of thermodynamics are outlined.*Supported by the Swiss National Foundation.     

K–K excitations on as “primary” superfields

We show that the K–K spectrum of IIB string on is described by “twisted chiral” superfields, naturally described in “harmonic superspace”, obtained by taking suitable gauge singlets polynomials of the D3-brane boundary superconformal field theory.To each p-order polynomial is associated a massive K–K short representation with states. The quadratic polynomial corresponds to the “supercurrent multiplet” describing the “massless” bulk graviton multiplet.     

Gamma-ray bursts and related phenomena

Gamma-ray bursts (GRBs) have puzzled astronomers since their accidental discovery in the sixties. The BATSE detector on the COMPTON-GRO satellite has been detecting one burst per day for the last six years. Its findings have revolutionized our ideas about the nature of these objects. They have shown that GRBs are at cosmological distances. This idea was accepted with difficulties at first. However, the recent discovery of an X-ray afterglow by the Italian/Dutch satellite BeppoSAX led to a detection of high red-shift absorption lines in the optical afterglow of GRB970508 and to a confirmation of its cosmological origin. The simplest and practically inevitable interpretation of these observations is that GRBs result from the conversion of the kinetic energy of ultra-relativistic particles flux to radiation in an optically thin region. The “inner engine” that accelerates the particles is hidden from direct observations. Recent studies suggest the “internal-external” model: internal shocks that take place within the relativistic flow produce the GRB while the subsequent interaction of the flow with the external medium produce the afterglow. The “inner engine” that produces the flow is, however, hidden from direct observations. We review this model with a specific emphasis on its implications to underground physics.     

Optical Implementation of Entropy Network Mapped from Binary Feature Tree

An entropy network mapped from a binary feature tree is described and compared with the Hamming net. Implementation of the entropy network includes extracting features from an input and making the decision according to these features. The feature extraction in the first layer of the entropy network is implemented by an optical method. Optical implementation with an incoherent shadow casting correlation system is proposed, and experimental demonstrations are given. The processing capability of the proposed optical system is discussed.     

Entropy: From Thermodynamics to Information Processing

Entropy is a concept that emerged in the 19th century. It used to be associated with heat harnessed by a thermal machine to perform work during the Industrial Revolution. However, there was an unprecedented scientific revolution in the 20th century due to one of its most essential innovations, i.e., the information theory, which also encompasses the concept of entropy. Therefore, the following question is naturally raised: “what is the difference, if any, between concepts of entropy in each field of knowledge?” There are misconceptions, as there have been multiple attempts to conciliate the entropy of thermodynamics with that of information theory. Entropy is most commonly defined as “disorder”, although it is not a good analogy since “order” is a subjective human concept, and “disorder” cannot always be obtained from entropy. Therefore, this paper presents a historical background on the evolution of the term “entropy”, and provides mathematical evidence and logical arguments regarding its interconnection in various scientific areas, with the objective of providing a theoretical review and reference material for a broad audience.     

Belting and pop, nonclassical approaches to the female middle voice: Some preliminary considerations

There is a commonly perceived difference in the sound produced in the approximate range D₄-D₅ by female singers in the western opera and concert tradition, on the one hand, and certain other styles, including rock, pop, folk, and some Broadway musicals, on the other. The term “belting” is sometimes used to refer to at least one approach to such “nonclassical” singing. In this study, based on spectrographic, electroglottographic, and sub- and supraglottal pressure measurements on representative voices of the “operatic” and “nonclassical” tradition, acoustic and laryngeal differences between the two traditions are described, and an objective, specific definition of “belting” is offered.     

EEG-Based Emotion Recognition by Exploiting Fused Network Entropy Measures of Complex Networks across Subjects

It is well known that there may be significant individual differences in physiological signal patterns for emotional responses. Emotion recognition based on electroencephalogram (EEG) signals is still a challenging task in the context of developing an individual-independent recognition method. In our paper, from the perspective of spatial topology and temporal information of brain emotional patterns in an EEG, we exploit complex networks to characterize EEG signals to effectively extract EEG information for emotion recognition. First, we exploit visibility graphs to construct complex networks from EEG signals. Then, two kinds of network entropy measures (nodal degree entropy and clustering coefficient entropy) are calculated. By applying the AUC method, the effective features are input into the SVM classifier to perform emotion recognition across subjects. The experiment results showed that, for the EEG signals of 62 channels, the features of 18 channels selected by AUC were significant (p < 0.005). For the classification of positive and negative emotions, the average recognition rate was 87.26%; for the classification of positive, negative, and neutral emotions, the average recognition rate was 68.44%. Our method improves mean accuracy by an average of 2.28% compared with other existing methods. Our results fully demonstrate that a more accurate recognition of emotional EEG signals can be achieved relative to the available relevant studies, indicating that our method can provide more generalizability in practical use.     

Optical networks, last mile access and applications

Free Space Optical (FSO) links can be used to setup FSO communication networks or to supplement radio and optical fiber networks. Hence, it is the broadband wireless solution for closing the “last mile” connectivity gap throughout metropolitan networks. Optical wireless fits well into dense urban areas and is ideally suited for urban applications. This paper gives an overview of free-space laser communications. Different network architectures will be described and investigated regarding reliability. The usage of “Optical Repeaters”, Point-to-Point and Point-to-Multipoint solutions will be explained for setting up different network architectures. After having explained the different networking topologies and technologies, FSO applications will be discussed in section 2, including terrestrial applications for short and long ranges, and space applications. Terrestrial applications for short ranges cover the links between buildings on campus or different buildings of a company, which can be established with low-cost technology. For using FSO for long-range applications, more sophisticated systems have to be used. Hence, different techniques regarding emitted optical power, beam divergence, number of beams and tracking will be examined. Space applications have to be divided into FSO links through the troposphere, for example up- and downlinks between the Earth and satellites, and FSO links above the troposphere (e.g., optical inter-satellite links). The difference is that links through the troposphere are mainly influenced by weather conditions similar but not equal to terrestrial FSO links. Satellite orbits are above the atmosphere and therefore, optical inter-satellite links are not influenced by weather conditions. In section 3 the use of optical wireless for the last mile will be investigated and described in more detail. Therefore important design criteria for connecting the user to the “backbone” by FSO techniques will be covered, e.g., line of sight, network topology, reliability and availability. The advantages and disadvantages of different FSO technologies, as well as the backbone technology are discussed in this respect. Furthermore, the last mile access using FSO will be investigated for different environment areas (e.g., urban, rural, mountain) and climate zones. The availability of the FSO link is mainly determined by the local atmospheric conditions and distance and will be examined for the last mile. Results of various studies will complete these investigations. Finally, an example for realizing a FSO network for the last mile will be shown. In this example FSO transmitters with light emitting diodes (LED) instead of laser diodes will be described. By using LEDs, problems with laser- and eye safety are minimized. Some multimedia applications (like video-conferences, live TV-transmissions, etc.) will illustrate the range of applications for FSO last mile networks.     

Photoexcited carrier dynamics in aligned InAs/GaAs quantum dots grown on strain-relaxed InGaAs layers

Carrier dynamics in aligned InAs/GaAs quantum dots (QDs) grown on cross-hatched patterns induced by metastable In_xGa_1−xAs layers have been studied by time-resolved photoluminescence. The low-temperature carrier lifetimes were found to be of the order of 100–200 ps and determined by carrier trapping and nonradiative recombination. Comparisons with control “nonaligned” InAs QDs show remarkable differences in dependence of peak PL intensities on excitation power, and in PL decay times dependences on both temperature and excitation intensities. Possible origin of traps, which determine the carrier lifetimes, is discussed.     

Entropy and Network Centralities as Intelligent Tools for the Investigation of Terrorist Organizations

In recent years, law enforcement authorities have increasingly used mathematical tools to support criminal investigations, such as those related to terrorism. In this work, two relevant questions are discussed: “How can the different roles of members of a terrorist organization be recognized?” and “are there early signs of impending terrorist acts?” These questions are addressed using the tools of entropy and network theory, more specifically centralities (degree, betweenness, clustering) and their entropies. These tools were applied to data (physical contacts) of four real terrorist networks from different countries. The different roles of the members are clearly recognized from the values of the selected centralities. An early sign of impending terrorist acts is the evolutionary pattern of the values of the entropies of the selected centralities. These results have been confirmed in all four terrorist networks. The conclusion is expected to be useful to law enforcement authorities to identify the roles of the members of terrorist organizations as the members with high centrality and to anticipate when a terrorist attack is imminent, by observing the evolution of the entropies of the centralities.     

Comparison of microphone and neck-mounted accelerometer monitoring of the performing voice

One method for monitoring individuals in live performances may be the use of vibration sensors, or accelerometers, rather than using microphones that pick up environmental noises as well as the vocal signals of interest. This study was concerned with a comparison of microphone and accelerometer monitoring of the amplitude characteristics of singers' voices. From the results obtained it appears that accelerometers are not applicable for monitoring amplitude characteristics of the voice, but are useful for periodicity measures. In addition, accelerometers may be of use in verifying the kinesthetic patterns sensed by a performer during the process of “singing into a mask” or producing the singer's “ring.”     

Damage growth in random fuse networks

The correlations among elements that break in random fuse network fracture are studied, with disorder strong enough to allow for volume damage before final failure. The growth of microfractures is found to be uncorrelated above a lengthscale, that increases as the final breakdown approaches. Since the fuse network strength decreases with sample size, asymptotically the process resembles more and more mean-field-like (“democratic fiber bundle”) fracture. This is found from the microscopic dynamics of avalanches or microfractures, from a study of damage localization via entropy, and from the final damage profile. In particular, the last one is statistically constant, except exactly at the final crack zone, in spite of the fact that the fracture surfaces are self-affine. This also implies that the correlations in damage are not extensive.     

On dangerous irrelevant operators

The effects of dangerous irrelevant operators on various types of critical behavior are described, as particular cases of a systematic field theoretic renormalization group treatment. Starting from a general formulation, such cases as the tricritical crossover above three dimensions, hyperscaling above four, and symmetry-breaking by irrelevant operators are considered. The irrelevance discussed is either oftthe “strong type”, identifiable by dimensional analysis, or of the “weak type”, produced by the renormalization group.     

An Enhanced Steganography Network for Concealing and Protecting Secret Image Data

The development of Internet technology has provided great convenience for data transmission and sharing, but it also brings serious security problems that are related to data protection. As is detailed in this paper, an enhanced steganography network was designed to protect secret image data that contains private or confidential information; this network consists of a concealing network and a revealing network in order to achieve image embedding and recovery separately. To reduce the system’s computation complexity, we constructed the network’s framework using a down–up structure in order to compress the intermediate feature maps. In order to mitigate the input’s information loss caused by a sequence of convolution blocks, the long skip concatenation method was designed to pass the raw information to the top layer, thus synthesizing high-quality hidden images with fine texture details. In addition, we propose a novel strategy called non-activated feature fusion (NAFF), which is designed to provide stronger supervision for synthetizing higher-quality hidden images and recovered images. In order to further boost the hidden image’s visual quality and enhance its imperceptibility, an attention mechanism-based enhanced module was designed to reconstruct and enhance the salient target, thus covering up and obscuring the embedded secret content. Furthermore, a hybrid loss function that is composed of pixel domain loss and structure domain loss was designed to boost the hidden image’s structural quality and visual security. Our experimental results demonstrate that, due to the elaborate design of the network structure and loss function, our proposed method achieves high levels of imperceptibility and security.