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This paper examines the hypothesis that both stock returns and volatility are asymmetrical functions of past information from the US market. By employing a double-threshold GARCH model to investigate six major index-return series, we find strong evidence supporting the asymmetrical hypothesis of stock returns. Specifically, negative news from the US market will cause a larger decline in a natio...

Correlations among ‘special’ and ‘general’ grain boundaries are studied on two-dimensional networks, by examining the configurational entropy of boundary structures as well as percolation thresholds. Consideration of crystallographic constraints at various length scales reveals that higher-order constraints play a role in boundary connectivity and network structure. Implications for grain bound...

In the context of the two-stage threshold model of decision making, with the agent’s choices determined by the interaction of three “structural variables,” we study the restrictions on behavior that arise when one or more variables are exogenously known. Our results supply necessary and sufficient conditions for consistency with the model for all possible states of partial knowledge, and for bo...

A class of shift-variant reduction operations is introduced, that is useful for performing efficient and controllable shape and texture transformations between resolution levels. In their most general form, the operations proceed in three steps: (a) convolve a binary image with a kernel of arbitrary size; (b) threshold the result; (c) subsample to produce the reduced image. Taking a binary stru...

This project involved designing, implementing, and testing of a locally adaptive perceptual masking threshold model for image compression. This model computes, based on the contents of the original images, the maximum amount of noise energy that can be injected at each transform coefficient that results in perceptually distortion-free still images or sequences of images. The adaptive perceptual...

The anaerobic threshold (AnT) is defined as the highest sustained intensity of exercise for which measurement of oxygen uptake can account for the entire energy requirement. At the AnT, the rate at which lactate appears in the blood will be equal to the rate of its disappearance. Although inadequate oxygen delivery may facilitate lactic acid production, there is no evidence that lactic acid pro...

We introduce an charge-accepting layer on a poly(methyl methacrylate) (PMMA) dielectric to investigate the reversible threshold voltage (Vth) shifts in all-polymer n-channel organic field-effect transistor (OFET) using an organic semiconductor of an poly{[N,N’-bis(2-octyldodecyl)-naphthalene-1,4,5,8-bis(dicarboximide)-2,6-diyl]-alt-5,5’-(2,2’-bithiophene)} (P(NDI2OD-T2)). Top contact drain-sour...

This work is concerned with the discontinuous Galerkin finite approximations for the steady Stokes equations driven by slip boundary condition of “friction” type. Assuming that the flow region is a bounded, convex domain with a regular boundary, we formulate the problem and its discontinuous Galerkin approximations as mixed variational inequalities of the second kind with primitive variables. T...

introduction: neonatal hyperbilirubinemia is one of the most important factors affecting the auditory system and can cause sensorineural hearing loss. this study investigated the relationship between behavioral hearing thresholds in children with a history of jaundice and the maximum level of bilirubin concentration in the blood.   materials and methods: this study was performed on 18 children ...