North Carolina State University

About: North Carolina State University is a education organization based out in Raleigh, North Carolina, United States. It is known for research contribution in the topics: Population & Thin film. The organization has 44161 authors who have published 101744 publications receiving 3456774 citations. The organization is also known as: NCSU & North Carolina State University at Raleigh.

Stock Prices and Volume

Abstract: The authors undertake a comprehensive investigation of price and volume co-movement using daily New York Stock Exchange data from 1928 to 1987. They adjust the data to take into account well-known calendar effects and long-run trends. To describe the process, they use a seminonparametric estimate of the joint density of current price change and volume conditional on past price changes and volume. Four empirical regularities are found: (1) positive correlation between conditional volatility and volume; (2) large price movements are followed by high volume; (3) conditioning on lagged volume substantially attenuates the "leverage" effect, and (4) after conditioning on lagged volume, there is a positive risk-return relation. Article published by Oxford University Press on behalf of the Society for Financial Studies in its journal, The Review of Financial Studies.

Modeling and Forecasting Vehicular Traffic Flow as a Seasonal ARIMA Process: Theoretical Basis and Empirical Results

Abstract: This article presents the theoretical basis for modeling univariate traffic condition data streams as seasonal autoregressive integrated moving average processes. This foundation rests on the Wold decomposition theorem and on the assertion that a one-week lagged first seasonal difference applied to discrete interval traffic condition data will yield a weakly stationary transformation. Moreover, empirical results using actual intelligent transportation system data are presented and found to be consistent with the theoretical hypothesis. Conclusions are given on the implications of these assertions and findings relative to ongoing intelligent transportation systems research, deployment, and operations.

Establishing pairwise keys in distributed sensor networks

Abstract: Pairwise key establishment is a fundamental security service in sensor networks; it enables sensor nodes to communicate securely with each other using cryptographic techniques. However, due to the resource constraints on sensors, it is infeasible to use traditional key management techniques such as public key cryptography and key distribution center (KDC). To facilitate the study of novel pairwise key predistribution techniques, this paper presents a general framework for establishing pairwise keys between sensors on the basis of a polynomial-based key predistribution protocol [2]. This paper then presents two efficient instantiations of the general framework: a random subset assignment key predistribution scheme and a grid-based key predistribution scheme. The analysis in this paper indicates that these two schemes have a number of nice properties, including high probability (or guarantee) to establish pairwise keys, tolerance of node captures, and low communication overhead. Finally, this paper presents a technique to reduce the computation at sensors required by these schemes.

Gaussian filters for nonlinear filtering problems

Abstract: We develop and analyze real-time and accurate filters for nonlinear filtering problems based on the Gaussian distributions. We present the systematic formulation of Gaussian filters and develop efficient and accurate numerical integration of the optimal filter. We also discuss the mixed Gaussian filters in which the conditional probability density is approximated by the sum of Gaussian distributions. A new update rule of weights for Gaussian sum filters is proposed. Our numerical tests demonstrate that new filters significantly improve the extended Kalman filter with no additional cost, and the new Gaussian sum filter has a nearly optimal performance.

The silica balance in the world ocean: a reestimate.

Abstract: The net inputs of silicic acid (dissolved silica) to the world ocean have been revised to 6.1 +/- 2.0 teramoles of silicon per year (1 teramole = 10(12) moles). The major contribution (about 80 percent) comes from rivers, whose world average silicic acid concentration is 150 micromolar. These inputs are reasonably balanced by the net ouputs of biogenic silica of 7.1 +/- 1.8 teramoles of silicon per year in modern marine sediments. The gross production of biogenic silica (the transformation of dissolved silicate to particulate skeletal material) in surface waters was estimated to be 240 +/- 40 teramoles of silicon per year, and the preservation ratio (opal accumulation in sediment/gross production in surface waters) averages 3 percent. In the world ocean the residence time of silicon, relative to total biological uptake in surface waters, is about 400 years.