American University in Dubai

About: American University in Dubai is a education organization based out in Dubai, United Arab Emirates. It is known for research contribution in the topics: Higher education & Adaptive filter. The organization has 185 authors who have published 394 publications receiving 4468 citations.

Volatility Dynamics for the S&P500: Evidence from Realized Volatility, Daily Returns, and Option Prices

Abstract: Most recent empirical option valuation studies build on the affine square root (SQR) stochastic volatility model. The SQR model is a convenient choice, because it yields closed-form solutions for option prices. We investigate alternatives to the SQR model, by comparing its empirical performance with that of five different but equally parsimonious stochastic volatility models. We provide empirical evidence from three different sources: realized volatilities, S&P500 returns, and an extensive panel of option data. The three sources of data all point to the same conclusion: the best volatility specification is one with linear rather than square root diffusion for variance. This model captures the stylized facts in realized volatilities, it performs well in fitting various samples of index returns, andit has the lowest option implied volatility mean squared error in and out of sample. The Author 2010. Published by Oxford University Press on behalf of The Society for Financial Studies. All rights reserved. For Permissions, please e-mail: journals.permissions@oxfordjournals.org., Oxford University Press.

Molecular Link between Vitamin D and Cancer Prevention

Abstract: The metabolite of vitamin D, 1α,25-dihydroxyvitamin D3 (also known as calcitriol), is a biologically active molecule required to maintain the physiological functions of several target tissues in the human body from conception to adulthood. Its molecular mode of action ranges from immediate nongenomic responses to longer term mechanisms that exert persistent genomic effects. The genomic mechanisms of vitamin D action rely on cross talk between 1α,25-dihydroxyvitamin D3 signaling pathways and that of other growth factors or hormones that collectively regulate cell proliferation, differentiation and cell survival. In vitro and in vivo studies demonstrate a role for vitamin D (calcitriol) in modulating cellular growth and development. Vitamin D (calcitriol) acts as an antiproliferative agent in many tissues and significantly slows malignant cellular growth. Moreover, epidemiological studies have suggested that ultraviolet-B exposure can help reduce cancer risk and prevalence, indicating a potential role for vitamin D as a feasible agent to prevent cancer incidence and recurrence. With the preventive potential of this biologically active agent, we suggest that countries where cancer is on the rise—yet where sunlight and, hence, vitamin D may be easily acquired—adopt awareness, education and implementation strategies to increase supplementation with vitamin D in all age groups as a preventive measure to reduce cancer risk and prevalence.

A comparative study of two Boolean formulations of FPGA detailed routing constraints

Abstract: We present empirical analyses of two Boolean satisfiability (SAT) formulations of FPGA (field programmable gate array) detailed routing constraints. Boolean SAT-based routing transforms a routing problem into a Boolean SAT instance by rendering geometric routing constraints as an atomic Boolean function. The generated Boolean function is satisfiable if and only if the corresponding routing is possible. Two different Boolean SAT-based routing models are analyzed: the track-based and the route-based routing constraint model. The track-based routing model transforms a routing task into a net-to-track assignment problem, whereas the route-based routing model reduces it into a routability-checking problem with explicitly enumerated set of detailed routes for nets. In both models, routing constraints are represented as CNF Boolean satisfiability clauses. Through comparative experiments, we demonstrate that the route-based formulation yields an easier-to-evaluate and more scalable routability Boolean function than the track-based method. This is empirical evidence that a smart/efficient Boolean formulation can achieve significant performance improvement in real-world applications.

Understanding consumers' responses toward social media advertising and purchase intention toward luxury products

Abstract: Social media has rapidly risen in popularity as a new advertising platform that allows users to connect with one another and engage with brands. At the same time, the online luxury market has experienced rapid expansion due to the rising number of affluent online users between 18 and 35 years old. The current study examined young social media users' beliefs, attitudes, and behavioral responses toward social media advertising. Brand consciousness was found to have an impact on users' attitudes toward social media advertising, which in turn influences their behavioral responses toward social media advertising and consequent purchase intentions toward luxury products.