Digital Commons Network^™

A New Analytical-Approximation Formula For The Optimal Exercise Boundary Of American Put Options, Song-Ping Zhu

Faculty of Informatics - Papers (Archive)

In this paper, a new analytical formula as an approximation to the value of American put options and their optimal exercise boundary is presented. A transform is first introduced to better deal with the terminal condition and, most importantly, the optimal exercise price which is an unknown moving boundary and the key reason that valuing American options is much harder than valuing its European counter- parts. The pseudo-steady-state approximation is then used in the performance of the Laplace transform, to convert the systems of partial differential equations to sys- tems of ordinary differential equations in the Laplace space. A simple …

Use Of Homework By Mental Health Case Managers In The Rehabilitation Of Persistent And Recurring Psychiatric Disability, Peter Kelly, Frank P. Deane, Nikolaos Kazantzis, Trevor P. Crowe, Lindsay G. Oades

Faculty of Health and Behavioural Sciences - Papers (Archive)

Background: Homework refers to between-session activities that are tied to therapeutic goals. Homework has been suggested as being an important clinical adjunct to case management practices, however, to date, research has not examined case managers’ use of homework. Aims: To identify the degree that case managers use homework within their clinical practice and explore the way it is administered with people diagnosed with a persistent and recurring psychiatric illness. Method: A survey was completed by 122 case managers (63% of those approached) comprising nurses, psychologists, social workers, occupational therapists and welfare/support workers. Results: Ninety-three percent of case managers implement homework, …

Infants' Discrimination Of Faces By Using Biological Motion Cues, Janine Spencer, Justin O'Brien, Alan Johnston, Harold C. Hill

Faculty of Health and Behavioural Sciences - Papers (Archive)

We report two experiments in which we used animated averaged faces to examine infants' ability to perceive and discriminate facial motion. The faces were generated by using the motion recorded from the faces of volunteers while they spoke. We tested infants aged 4 ^ 8 months to assess their ability to discriminate facial motion sequences (condition 1) and discrim- inate the faces of individuals (condition 2). Infants were habituated to one sequence with the motion of one actor speaking one phrase. Following habituation, infants were presented with the same sequence together with motion from a different actor (condition 1), or …

Environments For Change In A Faculty Of Arts: The Impact Of Teaching Off Campus, Geraldine E. Lefoe, Rebecca Albury

Senior Deputy Vice-Chancellor and Deputy Vice-Chancellor (Education) - Papers

For a university in regional Australia, a new degree program offered through a remote campus and access centres, provided a supportive environment for faculty to try out new teaching and learning methods, specifically making use of a learning management system (WebCT) for aspects of communication and content. This article examines the impact this had on the faculty, in particular at the increased usage of ICT in subjects offered on campus and also examines issues such as workload and curriculum redesign, which were identified as problematic by faculty as they embraced innovative methods of teaching and learning.

Issues Relating To Designing A Work-Integrated Learning (Wil) Program In An Undergraduate Accounting Degree Program And Its Implications For The Curriculum, Indra Abeysekera

Faculty of Commerce - Papers (Archive)

Work-integrated learning (WIL) programs are becoming popular with students, government, employers, and universities. A major benefit of a WIL program is the increased employability of students, and this matches well with the present trend whereby students expect a pay-off from their investment in education. Although WIL programs are more common in some profession-based undergraduate courses than others, they have not been frequently discussed in relation to accounting in the Australian context. This paper discusses issues related to designing a WIL program for an undergraduate accounting program in an Australian context. The importance of WIL programs in general is followed by …

Content Analysis Of Social, Environmental Reporting: What Is New?, J. Guthrie, Indra Abeysekera

Faculty of Commerce - Papers (Archive)

Purpose: The aim of this paper is to review the use of content analysis as a research method in understanding SEA and to examine current contemporary foci of this research tradition. Further, several research method issues relating to the use of content analysis are examined. Methodology: Contemporary focus and research issues are analyzed to provide some future directions for scholars in the field of SEA, by categorizing work in the SEA, social environmental reporting (SER) and intellectual capital reporting (ICR) literature, according to the following: normative literature/theory/commentaries; focus of empirical investigation; quality SER research; combined research methodologies; content analysis method …

The Chinese Traders In French Indochina: Partners Or Rivals?, Julia T. Martinez

Faculty of Arts - Papers (Archive)

Introduction: In the early twentieth century, contemporary observers acknowledged that the export trade out of north Vietnam was dominated by Chinese traders. There was considerable public interest in their fortunes expressed by British and Chinese in Hong Kong, the French in Indochina and Chinese in China.2 This study examines Chinese involvement in the Tonkin rice trade during the French colonial period, tracing the changing fortunes of the Chinese rice merchants of Haïphong. It gives special attention to the levels of co-operation which existed between the French colonial authorities and the Chinese merchants.

Where To Neoliberalism? The World Bank And The Post-Washington Consensus In Indonesia And Vietnam, Susan N. Engel

Faculty of Arts - Papers (Archive)

This paper attempts to summarise a number of the ideas from a current, Gramscian-inspired research project on the form and nature of World Bank’s2 shift away from the Washington Consensus, which the World Bank publicly and loudly claimed to have achieved by 1997. The Bank’s new approach was labelled by critical academics as the post-Washington Consensus (PWC) because their analyses of the policies and rhetoric indicate a continued commitment to the core ideas of the Washington Consensus. My research explores not just the Bank’s underlying development discourse but also the practical consequences of the new themes and ideas of the …

Embedding Social Processes Into Agent-Oriented Conceptual Models, Rodney J. Clarke, Aneesh Krishna

Faculty of Commerce - Papers (Archive)

This paper describes how theories and methods for determining structural and functional patterns of communication in organisational settings can be applied to developing Agent-Oriented Conceptual Modelling, In particular we show how social processes in the form of genres- routine patterns of communication-can be embedded into Strategic Dependency diagrams used in the i* Framework. The research uses an entirely unforeseen relationship between communication theory in organisations and agent-based systems promoting agent based models that are easier to verify, more robust and portable. An example of this kind of conceptual modelling is provided and used as the basis for deriving a partial …

Communication And Conflict Between Marketing And R&D During New Product Development Projects, Graham R. Massey, Elias Kyriazis

Faculty of Commerce - Papers (Archive)

Effective cross-functional working relationships (CFRs) between Marketing Managers and R&D Managers are a key factor in successful new product development (NPD). Empirical evidence suggests however, that this CFR is often problematic. This article adds to our knowledge about Marketing/R&D CFRs during NPD by examining the effects of three forms of communication (communication frequency, bidirectionality, and quality) on two forms of conflict (dysfunctional and functional conflict). A hypothesised model of Marketing/R&D CFRs is tested using a sample of 184 NPD projects conducted in Australia, using R&D Managers as key respondents reporting on their relationships with the relevant Marketing Manager. Our findings …

Organisational Factors And It Professionals' View Of Wireless Network Vulnerability Assessments, Keir Dyce, Mary Barrett

Faculty of Commerce - Papers (Archive)

The paper reports on a survey-based study of Australian computer security professionals' use of and opinions about two types of wireless vulnerability assessment (WNV A): wireless monitoring and penetration testing. An initially surprising finding was how little both types are used, despite the ease with which wireless networks can be attacked, and the lack of clear obstacles to using them.

In the light of aspects of organisational culture, including decision-making style and professional identity, the survey findings become more explicable. Senior management, and even IT staff themselves, may still hold a traditional, 'wired network' view of their organisation. 'Culture' may …

Spin-Wave Relaxation In Diluted Magnetic Semiconductors Within The Self-Consistent Green's Function Approach, J E. Bunder, Shih-Jye Sun, Hsiu-Hau Lin

Faculty of Informatics - Papers (Archive)

No abstract provided.

Does Hero Always Help? Differences In Nutrient Intake Among Obese Subjects With And Without Type 2 Diabetes Mellitus Prior To Dietary Intervention, Sze Yen Tan, Lynda J. Gillen, Marijka Batterham, Xu-Feng Huang, Cassandra J. Quick, Yasmine Probst, Serina Faraji, Linda C. Tapsell

Faculty of Health and Behavioural Sciences - Papers (Archive)

Abstract presented at The 2006 Annual Scientific Meeting of the Nutrition Society of Australia, 29 November - 2 December, Sydney, Australia

A Methodology For Integrating Artificial Intelligence Into A Quality Management Teaching Environment, Xuesong Chi, Trevor A. Spedding

Faculty of Commerce - Papers (Archive)

Management flight simulators provide a “microworld” in which users control an organization in a realistic environment without the need to disturb the real system. This paper presents a web-based intelligent virtual learning environment to enhance the education of engineering management students in quality management and statistical process control techniques. The paper introduces the structure and methodology for building this online learning environment. The simulated environment is based on an innovative approach which incorporates a Fuzzy Adaptive Resonance Theory Neural Network to enable students to obtain the best response by automatically identifying out of control conditions.

Importance Of Soy Protein And Isoflavone Intake For Protection Against Heart Disease, A Thorp, J Buckley, A Coates, Trevor A Mori, Jo Hodgson, Jackie Mansour, Peter Howe, Barbara Meyer

Faculty of Health and Behavioural Sciences - Papers (Archive)

Abstract presented at The 2006 Annual Scientific Meeting of the Nutrition Society of Australia, 29 November - 2 December, Sydney, Australia

Taking Care Of (E)-Business? Australian It Professionals' Views Of Wireless Network Vulnerability Assessments, Keir Dyce, Mary Barrett

Faculty of Commerce - Papers (Archive)

M-commerce, a growing sub-category of E-business, allows business to be done 'anywhere, anytime'. However security of wireless devices remains problematic. It is unclear whether protocols to alleviate security problems, such as wireless vulnerability assessments (WNVAs), are being used or are effective. The paper reports on a survey-based study of Australian computer security professionals' use of and opinions about two types of WNVA: wireless monitoring and penetration testing. An initially surprising finding was how little both types are used, despite the ease with which wireless networks can be attacked and the fact that penetration testing is fairly well understood. In the …

Stc-Mimo Block Spread Ofdm In Frequency Selective Rayleigh Fading Channels, Le Chung Tran, Xiaojing Huang, Eryk Dutkiewicz, Joe F. Chicharo

Faculty of Informatics - Papers (Archive)

In this paper, we expand the idea of spreading the transmitted symbols in OFDM systems by unitary spreading matrices based on the rotated Hadamard or rotated Discrete Fourier Transform (DFT) matrices proposed in the literature to apply to Space-Time Coded Multiple-Input Multiple-Output OFDM (STC-MIMO-OFDM) systems. We refer the resulting systems to as STC-MIMO Block Spread OFDM (STC-MIMO-BOFDM) systems. In the proposed systems, a multi-dimensional diversity, including time, frequency, space and modulation diversities, can be used, resulting in better bit error performance in frequency selective Rayleigh fading channels compared to the conventional OFDM systems with or without STCs. Simulations carried out …

'By Diggers Defended, By Victorians Mended': Mateship At Villers-Bretonneux, Linda Wade

Faculty of Arts - Papers (Archive)

The term mateship is often used to describe the trust, friendship, and support shared by Australian men in times of war, a bond supposedly specific to groups of Australians. This paper challenges the nationlist and gendered interpretations given to these bonds through and examination of the relationship Australian soldiers formed with the residents of the French town of Villers-Bretonneux during World War 1.

Modelling The Induced Force Of Attraction In Electrorheological Nanofluids, Barry J. Cox, Ngamta Thamwattana, James M. Hill

Faculty of Informatics - Papers (Archive)

The problem of electric-field induced force between spheres is fundamental to electrorheological fluids. In this paper we summarize recent work, and in particular present an exact solution to the electrostatic problem of dielectric spheres subject to an externally applied electric field. The numerical results are compared to published experimental data and the solution is shown to accurately predict the low-frequency experimental results at all measured interstices and particularly is applicable to nanosized spheres in close proximity. This method is applicable to nonidentical spheres and results indicate a genuine maximum in the attractive force between spheres exists, which depends on relative …

An Investigation Into The Reward Systems And Performance Management Of Us And Japanese Companies In Vietnam, Anne Cox

Faculty of Commerce - Papers (Archive)

This paper aims to examine the interaction between country of origin and country of operation, effects in determining human resource management (HRM) policies and practices in multinationals (MNCs) in the context of globalisation.

Modelling A Wool Scour Bowl, James Caunce, Geoff Mercer, S. I. Barry, Timothy R. Marchant

Faculty of Informatics - Papers (Archive)

Wool scouring is the process of washing dirty wool after shearing. Our model simulates, using the advection-diffusion equation, the movement of contaminants within a scour bowl. The effects of varying the important parameters are investigated. Interesting, but simple, relationships are found which give insight into the dynamics of a scour bowl.

Freight Transport Cost Recovery In Australia, Philip Laird

Faculty of Informatics - Papers (Archive)

Introduction: Recent rail and road freight tasks in Australia are indicated in Table 1. The income from rail freight services in 2002-03 was noted by the Australasian Railway Association (ARA - 2004) as $3 billion (hire and reward earnings plus the market value of ancillary freight operations). The hire and reward road freight industry income for 1999-2000 was about $18.2 billion (Australian Trucking Association, 2004).

What Is The Nature Of Hang Gliding Injuries In Australia?, Bridget J. Munro, J Dassen, A Wijnen, C Fogg, J Steele

Faculty of Health and Behavioural Sciences - Papers (Archive)

No abstract provided.

Testing For Activation In Data From Fmri Experiments, Martina Pavlicova, Noel A. Cressie, Thomas J. Santner

Faculty of Informatics - Papers (Archive)

The traditional method for processing functional magnetic resonance imaging (FMRI) data is based on a voxel-wise, general linear model. For experiments conducted using a block design, where periods of activation are interspersed with periods of rest, a haemodynamic response function (HRF) is convolved with the design function and, for each voxel, the convolution is regressed on prewhitened data. An initial analysis of the data often involves computing voxel-wise two-sample t-tests, which avoids a direct specification of the HRF. Assuming only the length of the haemodynamic delay is known, scans acquired in transition periods between activation and rest are omitted, and …

A Coordinated Architecture For The Agent-Based Service Level Agreement Negotiation Of Web Service Composition, Mohan Baruwal Chhetri, Jian Lin, Sukkeong Goh, Jun Yan, Jian Ying Zhang, Ryszard Kowalczyk

Faculty of Informatics - Papers (Archive)

Recent progress in the field of Web services has made it possible to integrate inter-organizational and heterogeneous services on the Web at runtime. If a user request cannot be satisfied by a single Web service, it is (or should be) possible to combine existing services in order to fulfill the request. However, there are several challenging issues that need to be addressed before this can be realized in the true sense. One of them is the ability to ensure end-to-end QoS of a Web service composition. There is a need for a SLA negotiation system which can ensure the autonomous …

Using Spatial Audio Cues From Speech Excitation For Meeting Speech Segmentation, Eva Cheng, I. Burnett, Christian Ritz

Faculty of Informatics - Papers (Archive)

Multiparty meetings generally involve stationary participants. Participant location information can thus be used to segment the recorded meeting speech into each speaker's 'turn' for meeting 'browsing'. To represent speaker location information from speech, previous research showed that the most reliable time delay estimates are extracted from the Hubert envelope of the linear prediction residual signal. The authors' past work has proposed the use of spatial audio cues to represent speaker location information. This paper proposes extracting spatial audio cues from the Hubert envelope of the speech residual for indicating changing speaker location for meeting speech segmentation. Experiments conducted on recordings …

Inpcm: A Network Caching Technique For Improving The Performance Of Tcp In Wireless Ad-Hoc Networks, Andrew Adinegara, W. H. O. Lau, Kwan-Wu Chin

Faculty of Informatics - Papers (Archive)

We propose a novel mechanism called In-Network Packet Caching Mechanism (inPCM) to address TCP's poor performance in IEEE 802.11 based multi-hop wireless networks. In particular, we address TCP's inappropriate response to bursty and location dependent errors. The key concept is the use of intermediate nodes to perform packet recovery on behalf of TCP senders, similar to the well-known Snoop TCP but adapted to work over multi-hop wireless networks. We have conducted ns-2 simulation studies over a variety of network conditions and topologies. Our results confirm InPCM's benefits to TCP in terms of delay and throughput. Moreover, it is immediately deployable …

Hadamard Matrices Constructed By Circulant And Negacyclic Matrices, Tianbing Xia, Mingyuan Xia, Jennifer Seberry, Jing Wu

Faculty of Informatics - Papers (Archive)

In this paper we establish a correspondence between circulant and negacyclic matrices of order n for n odd, give the definition of suitable matrices, and show several new methods for constructing compsite suitable negacyclic (circulant) matrices from base sequences and suitable negacyclic (circulant) matrices under some general conditions.

An Energy Efficient Mac-Phy Approach To Support Distributed Source Coding In Wireless Sensor Network, Wei Wang, Dongming Peng, Honggang Wang, Hamid Sharif, Tadeusz A. Wysocki, Beata J. Wysocki

Faculty of Informatics - Papers (Archive)

Distributed Source Coding (DSC) based signal processing applications are ideal candidates for multirate transmissions in Wireless Sensor Network (WSN). In this paper, we propose a novel MAC-PHY approach in WSN to achieve energy efficiency using multirate desirable for the DSC based signal processing applications. Our approach is different from the common multirate research in link adaptation, the focus of which is to increase throughput based on rate adaptation derived from variable channel conditions. In the proposed approach, the redundant and inefficient communications are eliminated, yielding significant improvement of energy efficiency in WSN. Here, the minimum desirable transmission power can be …

University Of Wollongong Undergraduate Handbook 2006, University Of Wollongong

University of Wollongong Calendars and Handbooks

No abstract provided.