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2009

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Pricing Options By Simulation Using Realized Volatility, David E. Allen, Michael Mcaleer, Marcel Scharth Jan 2009

Pricing Options By Simulation Using Realized Volatility, David E. Allen, Michael Mcaleer, Marcel Scharth

Research outputs pre 2011

A growing literature advocates the use of high-frequency data for the purpose of volatility estimation. However, despite the successes in modeling the conditional mean of realized volatility empirical evaluations of this class of models outside the realm of short run forecasting is limited. How can realized volatility be used for pricing options? What are the modeling qualities introduced by realized volatility models for pricing derivatives? In this short paper, we propose an options pricing framework based on a new realized volatility model that captures all the relevant empirical regularities of the realized volatility series of the S&P 500 index. We …


Evolving The Quality Of A Model-Based Test Suite, Usman Farooq, Chiou P. Lam Jan 2009

Evolving The Quality Of A Model-Based Test Suite, Usman Farooq, Chiou P. Lam

Research outputs pre 2011

Redundant test cases in newly generated test suites often remain undetected until execution and waste scarce project resources. In model-based testing, the testing process starts early on in the developmental phases and enables early fault detection. The redundancy in the test suites generated from models can be detected earlier as well and removed prior to its execution. The article presents a novel model-based test suite optimization technique involving UML activity diagrams by formulating the test suite optimization problem as an Equality Knapsack Problem. The aim here is the development of a test suite optimization framework that could optimize the model-based …


Review Of The Misuse Of Kava Among Indigenous Australians, Belinda Urquhart, Neil Thomson Jan 2009

Review Of The Misuse Of Kava Among Indigenous Australians, Belinda Urquhart, Neil Thomson

Research outputs pre 2011

Indigenous Australians experience a significant, disproportionate burden of ill-health when compared with non-Indigenous Australians. This is evidenced in the higher rates of disease and injury in the Indigenous population and their substantially lower life expectancy [1, 2]. The factors contributing to the poor health status of Indigenous Australians are extensive and complex, and reflect events involving dispossession, alienation, and segregation. Despite the multiplicity of factors responsible for the sub-standard health status of Indigenous people, substance use and abuse is one factor that has been identified as having a detrimental impact on poor health [3, 4]. A considerable body of research …


Review Of Educational And Other Approaches To Hearing Loss Among Indigenous People, Samantha Burrow, Ann Galloway, Natalie Weissofner Jan 2009

Review Of Educational And Other Approaches To Hearing Loss Among Indigenous People, Samantha Burrow, Ann Galloway, Natalie Weissofner

Research outputs pre 2011

This review article summarizes the available literature regarding educational and other approaches to hearing loss among Indigenous preschool and school children of Australia (i.e. both Aboriginal and Torres Strait Islander people). Particular attention is given to the: impact of hearing loss; factors contributing to hearing loss; prevention and management of otitis media and hearing loss; education strategies addressing hearing loss; and policies and policy implications for reducing hearing loss and its educational consequences.


Adiabatically Induced Coherent Josephson Oscillations Of Ultracold Atoms In An Asymmetric Two-Dimensional Magnetic Lattice, Ahmed Abdelrahman, Peter Hannaford, Kamal Alameh Jan 2009

Adiabatically Induced Coherent Josephson Oscillations Of Ultracold Atoms In An Asymmetric Two-Dimensional Magnetic Lattice, Ahmed Abdelrahman, Peter Hannaford, Kamal Alameh

Research outputs pre 2011

We propose a new method to create an asymmetric two-dimensional magnetic lattice which exhibits magnetic band gap structure similar to semiconductor devices. The quantum device is assumed to host bound states of collective excitations formed in a magnetically trapped quantum degenerate gas of ultracold atoms such as a Bose-Einstein condensate (BEC) or a degenerate Fermi gas. A theoretical framework is established to describe possible realization of the exciton-Mott to discharging Josephson states oscillations in which the adiabatically controlled oscillations induce ac and dc Josephson atomic currents where this effect can be used to transfer n Josephson qubits across the asymmetric …


A Randomized Controlled Trial Of An Exercise Intervention Targeting Cardiovascular And Metabolic Risk Factors For Prostate Cancer Patients From The Radar Trial, Daniel Galvao, Nigel Spry, Dennis Taaffe, James Denham, David Joseph, David Lamb, Gregory Levin, Gillian Duchesne, Robert U. Newton Jan 2009

A Randomized Controlled Trial Of An Exercise Intervention Targeting Cardiovascular And Metabolic Risk Factors For Prostate Cancer Patients From The Radar Trial, Daniel Galvao, Nigel Spry, Dennis Taaffe, James Denham, David Joseph, David Lamb, Gregory Levin, Gillian Duchesne, Robert U. Newton

Research outputs pre 2011

Androgen deprivation therapy leads to a number of adverse effects including deterioration of the musculoskeletal system and increased risk factors for cardiovascular and metabolic complications. The purpose of this study is to determine the effects, efficacy, retention and compliance of a physical exercise intervention in a large established cohort of prostate cancer patients from the Randomised Androgen Deprivation and Radiotherapy (RADAR) study. Specifically, we aim to compare short- and long-term effects of a prostate cancer-specific supervised exercise program to a standard public health physical activity strategy utilizing printed resources on cardiovascular and metabolic risk factors. Our primary outcomes are cardiorespiratory …


A Novel Reconfigurable Optical Interconnect Architecture Using An Opto-Vlsi Processor And A 4-F Imaging System, Mingya Shen, Feng Xiao, Kamal Alameh Jan 2009

A Novel Reconfigurable Optical Interconnect Architecture Using An Opto-Vlsi Processor And A 4-F Imaging System, Mingya Shen, Feng Xiao, Kamal Alameh

Research outputs pre 2011

A novel reconfigurable optical interconnect architecture for on-board high-speed data transmission is proposed and experimentally demonstrated. The interconnect architecture is based on the use of an Opto-VLSI processor in conjunction with a 4-f imaging system to achieve reconfigurable chip-to-chip or board-to-board data communications. By reconfiguring the phase hologram of an Opto-VLSI processor, optical data generated by a vertical Cavity Surface Emitting Laser (VCSEL) associated to a chip (or a board) is arbitrarily steered to the photodetector associated to another chip (or another board). Experimental results show that the optical interconnect losses range from 5.8dB to 9.6dB, and that the maximum …


Review Of Existing Australian And International Cyber-Safety Research, Julian J. Dooley, Donna Cross, Lydia Hearn, Robyn Treyvaud Jan 2009

Review Of Existing Australian And International Cyber-Safety Research, Julian J. Dooley, Donna Cross, Lydia Hearn, Robyn Treyvaud

Research outputs pre 2011

Information and communication technologies have permeated almost all areas of society and become an important component of daily functioning for most Australians. This is particularly true for Internet and mobile phone technology. The majority of Australian households (67% in 2007 – 2008) have access to the Internet and over 11 million Australians use the Internet as an integral part of their personal, social and occupational activities. By mid-2008, there were over 22 million active mobile phones being used in Australia, which equates to more than one phone for every citizen. There are many benefits associated with Internet and mobile phone …


Review Of Cancer Among Indigenous Peoples, Sasha Stumpers, Neil Thomson Jan 2009

Review Of Cancer Among Indigenous Peoples, Sasha Stumpers, Neil Thomson

Research outputs pre 2011

This review provides a comprehensive synthesis of population-level cancer statistics and other key information for Aboriginal and Torres Strait Islander people alongside comparative figures for non-Indigenous Australians. It includes general information on the extent of cancer, including: incidence, hospitalisation and mortality. The review also provides information on the extent of cancer for specific cancers: lung, cervical, breast, prostate, liver, pancreatic and colorectal (bowel). Finally, the review discusses issues surrounding Aboriginal and Torres Strait Islander people’s use of cancer services.


Scada Security - Slowly Circling A Disaster Area, Craig Valli, Andrew Woodward Jan 2009

Scada Security - Slowly Circling A Disaster Area, Craig Valli, Andrew Woodward

Research outputs pre 2011

SCADA (Supervisory Control And Data Acquisition) networks control much of the industrialised nations production and supply complexes. Various government reports and investigations have highlighted the vulnerability of these systems. Many of these systems are on private networks which are increasingly being connected to systems that are accessible from other networks such as the Internet. SCADA systems have unique security and operational requirements. However, many of the most basic security measures are missing in these networks. This examines some of these issues and proposes some technologies that could help secure these networks from attack.


Scada Forensics With Snort Ids, Craig Valli Jan 2009

Scada Forensics With Snort Ids, Craig Valli

Research outputs pre 2011

This paper is a research in progress paper outlining an approach using open source IDS (Snort) and honeypot (nepenthes, honeyd) technologies to create a resilient layered defensive approach for SCADA and control systems networks.


Dietary Composition Modulates Brain Mass And Solubilizable Abeta Levels In A Mouse Model Of Aggressive Alzheimer's Amyloid Pathology, Steve Pedrini, Carlos Thomas, Hannah Brautigam, James Schmeidler, Lap Ho, Paul Fraser, David Westaway, Peter St George Hyslop, Ralph Martins, Joseph Buxbaum, Giulio Pasinetti, Dara Dickstein, Patrick Hof, Michelle Ehrlich, Sam Gandy Jan 2009

Dietary Composition Modulates Brain Mass And Solubilizable Abeta Levels In A Mouse Model Of Aggressive Alzheimer's Amyloid Pathology, Steve Pedrini, Carlos Thomas, Hannah Brautigam, James Schmeidler, Lap Ho, Paul Fraser, David Westaway, Peter St George Hyslop, Ralph Martins, Joseph Buxbaum, Giulio Pasinetti, Dara Dickstein, Patrick Hof, Michelle Ehrlich, Sam Gandy

Research outputs pre 2011

Objective: Alzheimer's disease (AD) is a progressive neurodegenerative disease of the central nervous system (CNS). Recently, an increased interest in the role diet plays in the pathology of AD has resulted in a focus on the detrimental effects of diets high in cholesterol and fat and the beneficial effects of caloric restriction. The current study examines how dietary composition modulates cerebral amyloidosis and neuronal integrity in the TgCRND8 mouse model of AD. Methods: From 4 wks until 18 wks of age, male and female TgCRND8 mice were maintained on one of four diets: (1) reference (regular) commercial chow; (2) high …


A Review Of Interventions To Encourage Smes To Make Environmental Improvements, Craig M. Parker, Janice Redmond, Mike Simpson Jan 2009

A Review Of Interventions To Encourage Smes To Make Environmental Improvements, Craig M. Parker, Janice Redmond, Mike Simpson

Research outputs pre 2011

Small and medium sized enterprises (SMEs) are an important part of the world economy but they are thought to be responsible for around 60% of all carbon dioxide emissions and 70% of all pollution. SMEs often have major problems with limited resources, limited knowledge and limited technical capabilities to deal with their own negative environmental impact. SMEs exhibit widely differing characteristics and commitment where environmental issues are concerned. Yet under these conditions they are all expected to engage in environmental improvement. Interventions that encourage environmental improvement are often polarised between regulation and legislation at one extreme and voluntary environmental agreement …


Intensity Of Herbivory On Kelp By Fish And Sea Urchins Differs Between Inshore And Offshore Reefs, Mathew Vanderklift, Paul Lavery, Kris Waddington Jan 2009

Intensity Of Herbivory On Kelp By Fish And Sea Urchins Differs Between Inshore And Offshore Reefs, Mathew Vanderklift, Paul Lavery, Kris Waddington

Research outputs pre 2011

Interactions between water motion, primary productivity, and herbivory are complex. Rates of grazing by fish on tropical coral reefs and by sea urchins on temperate rocky reefs are usually high, but can be low in areas of extreme water motion. Some herbivores can switch between mobile (grazing) and sedentary (drift-feeding) behaviours, and this can be influenced by water motion. We compared the relative consumption of the kelp Ecklonia radiata at rocky reefs in western Australia with different wave exposures (inshore versus offshore). No herbivory was recorded offshore, suggesting that wave exposure might inhibit herbivory. We also compared grazing by fish …


Poetry In The Classroom : Dish It Up!, Helen Adam Jan 2009

Poetry In The Classroom : Dish It Up!, Helen Adam

Research outputs pre 2011

Not available.


Wellbeing And Retention: A Senior Secondary Student Perspective, Jan Gray, Mark Hackling Jan 2009

Wellbeing And Retention: A Senior Secondary Student Perspective, Jan Gray, Mark Hackling

Research outputs pre 2011

Non-completion of senior secondary schooling continues to be a matter of concern for policy makers and practitioners in Australia today. Despite the efforts of governments to improve participation and retention rates, 30% of students drop out of school before completing Year 12. Further, some students remain at school, just biding their time until graduation. Within this context, we investigate whether the wellbeing of the students is a key factor in supporting senior students in deciding to continue at school. The article reports on the first phase of a two-year study of factors impacting on quality retention and participation of 250 …


Does Tick Size Change Improve Liquidity Provision? : Evidence From The Indonesia Stock Exchange, David E. Allen, Josephine Sudiman Jan 2009

Does Tick Size Change Improve Liquidity Provision? : Evidence From The Indonesia Stock Exchange, David E. Allen, Josephine Sudiman

Research outputs pre 2011

The market regulators of the Indonesia stock exchange have made several changes in permissible minimum price variations, from a single tick size (IDR 5) in 2000 to multiple tick sizes (IDR1, 5, 10, 25, 50) in 2007 for the purposes of promoting efficient trading and liquidity improvements. Researchers have demonstrated that finer tick sizes will lower bidask spreads, yet studies which examine the impact of tick size on other key liquidity dimensions such as realized market depth and speed of quote revision are limited. As tick size diminishes so too do the benefits of time precedence rules and encouragement is …


Visualisation Of Honeypot Data Using Graphviz And Afterglow, Craig Valli Jan 2009

Visualisation Of Honeypot Data Using Graphviz And Afterglow, Craig Valli

Research outputs pre 2011

This research in progress paper explores the use of Graphviz and Afterglow for the analysis of data emanating from a honeypot system. Honeypot systems gather a wide range of data that is often difficult to readily search for patterns and trends using conventional log file analysis techniques. The data from the honeypots has been statically extracted and processed through Afterglow scripts to produce inputs suitable for use by the DOT graph based tools contained within Graphviz. This paper explores some of the benefits and drawbacks of currently using this type of approach.


A Quest Through Chaos: My Narrative Of Illness And Recovery, Katie Ellis Jan 2009

A Quest Through Chaos: My Narrative Of Illness And Recovery, Katie Ellis

Research outputs pre 2011

Narrative is vital, as the ill person works out their changing identity, and position in the world of health, continuing when they are no longer ill, but remain marked by their experience. 2 Following the tradition of illness auto ethnographers (Frank, The Wounded Storyteller; Ettore; Rier), this article critically examines the role of narrative throughout recovery from serious illness or trauma by connecting the (my) autobiographical to the social, political and cultural. The focus then shifts to the recent emergence of illness narrative blogging to consider their cultural significance before exploring stigma and resistance to the telling of illness narratives …


Rf-Sputtered Bi-Substituted Iron Garnet Composite Films For Visible-Range Magnetooptics, Mohammad Alam, Mikhail Vasiliev, Kamal Alameh, V. A. Kotov Jan 2009

Rf-Sputtered Bi-Substituted Iron Garnet Composite Films For Visible-Range Magnetooptics, Mohammad Alam, Mikhail Vasiliev, Kamal Alameh, V. A. Kotov

Research outputs pre 2011

We report on the synthesis of new magneto-optical materials with excellent optical and magneto-optical properties for visible-range and near-infrared applications. Bi-substituted composite garnet films fabricated with excess bismuth oxidecontent using RF co-sputtering and oven-annealing processes have been found to possess simultaneously record MO quality and uniaxial magnetic anisotropy.


Trust In Coworkers And Trust In Organizations, Hwee Hoon Tan, Augustine K. H. Lim Jan 2009

Trust In Coworkers And Trust In Organizations, Hwee Hoon Tan, Augustine K. H. Lim

Research Collection Lee Kong Chian School Of Business

The authors proposed a modified model of organizational trust that incorporates trust in 2 foci: coworkers and organizations. They found a relation between the 2 foci. The authors also found that trust in organizations mediates the relation between trust in coworkers and organizational outcomes of affective commitment and performance. These findings suggest that it would be meaningful to examine the relations between other foci of trust to better understand how different domains interact and how such exchanges eventually lead to desired organizational outcomes.


A Transformational Model Of Legal-Claiming, B. M. Goldman, Elizabeth Layne Paddock, R. Cropanzano Jan 2009

A Transformational Model Of Legal-Claiming, B. M. Goldman, Elizabeth Layne Paddock, R. Cropanzano

Research Collection Lee Kong Chian School Of Business

This paper proposes a model of legal-claiming based on the transformational approach to disputes detailed by Felstiner et al. The model suggest disputes evolve, with a number of areas of organizational behavior providing explanations for individual disputant actions at specific points in time, including self-categorization theory, attribution theory, social accounts, organizational justice, conflict escalation, and social information processing. Multiple propositions relating to legal-claiming were also developed that were inductively derived from in-depth interviews with 38 employees who filed employment-discrimination claims with the federal Equal Employment Opportunity Commission. Propositions focus on various stages of the dispute, including naming, blaming, claiming, and …


Environmental Education In Small Business: The Owner-Manager's Perspective, Janice Redmond, Elizabeth Walker Jan 2009

Environmental Education In Small Business: The Owner-Manager's Perspective, Janice Redmond, Elizabeth Walker

Research outputs pre 2011

Traditionally, environmental education has been aimed at the community or in primary schools and governmental pressure to reduce environmental damage has focussed on large businesses. More recently, the role and importance of small business and how to engage them in the environmental debate has come under scrutiny. Researchers have identified education as one method of increasing the understanding of small business owner-managers’ role and knowledge of practices that, when implemented, will reduce the negative impacts of their businesses. However, there is little attention given in the literature to the perspective of the small business owner-manager and environmental education. This research …


Areit Returns From 1990-2008: A Multi-Factor Approach, Jaime Yong, David E. Allen, Lee K. Lim Jan 2009

Areit Returns From 1990-2008: A Multi-Factor Approach, Jaime Yong, David E. Allen, Lee K. Lim

Research outputs pre 2011

Australian Real Estate Investment Trusts (AREITs) have experienced substantial growth and popularity since 1993. Amongst the major themes surrounding this sector during this time, were the increased attention from institutional investors, the trend towards and away from property-type diversification, significant merger and acquisition activities which led to increased trust size, the debate between internally versus externally managed trust structures, increased gearing levels, and the focus towards diversification into international property assets. While the AREIT sector had benefit from the increased flow of funds from institutional investors during the 1997 Asian financial crisis, the recent impact of the 2008 global financial …


Adding Value To First Year Student Learning With Embedded Library Pod/Vodcasts, Julia Gross, Eva Dobozy Jan 2009

Adding Value To First Year Student Learning With Embedded Library Pod/Vodcasts, Julia Gross, Eva Dobozy

Research outputs pre 2011

We begin with the premise that pod/vodcasts add an engaging and innovative mix to the university learning environment; they put the control of when and where to access information in the hands of the student and can be delivered through the university’s learning management system (LMS). In this paper, we describe a semester-long trial in which library pod/vodcasts were provided to first-year teacher education students in the belief that basic library skills development is vital for academic success and an essential component of good information literacy practice. The pod/vodcasts were offered to support students at point of need in their …


Does Size Matter In The Hedge Fund Industry?, Song Wee Melvyn Teo Jan 2009

Does Size Matter In The Hedge Fund Industry?, Song Wee Melvyn Teo

Research Collection Lee Kong Chian School Of Business

We document a negative and convex relationship between hedge fund size and future risk-adjusted returns. Small hedge funds outperform large hedge funds by 3.65 percent per year after adjusting for risk. This over performance is not driven by fund age, leverage, serial correlation, or self-selection biases. The capacity constraints manifest across various investment styles and regions. In particular, they are strongest for funds managed by multiple principals who trade small, illiquid securities, suggesting that the observed diseconomies can be traced to price impact and hierarchy costs (Stein, 2002). While investors direct disproportionately more capital to smaller funds, they do not …


Extreme Neo-Liberalism: An Introduction, Stefano Harney Jan 2009

Extreme Neo-Liberalism: An Introduction, Stefano Harney

Research Collection Lee Kong Chian School Of Business

During the Historical Materialism Conference (2009), Stefano Harney gave a talk within an ephemerasession on ‘Politics in the Business School’ which we organised in preparation for this special issue. Thispiece offers a full transcription of that talk and is prefaced here by some introductory remarks fromStefano. The question and answer session which followed the talk has also been made available online asan audio file. Special thanks are due to Demet Dimler for inviting ephemera to organise a session atHistorical Materialism, to Matteo Mandarini for chairing the session, to Tim Edkins for recording thesession and to Alison Shalaby for transcribing the …


The Catalyst Clemente Project: Making Journalism Education Accessible To Disadvantaged Australians, Trevor Cullen Jan 2009

The Catalyst Clemente Project: Making Journalism Education Accessible To Disadvantaged Australians, Trevor Cullen

Research outputs pre 2011

This is a brief commentary on a new initiative to promote engagement with the wider community through the Catalyst Clemente project, which was introduced in Western Australia in 2008. It encourages participants to improve their personal situation through learning and developing essential skills in a supportive environment. It also seeks to promote self-confidence in people at risk of homelessness or physical and mental illness, by encouraging them to take control of their lives and bring about personal change through undergraduate education. The program gives applicants the opportunity to do accredited university courses in the area of the humanities. I was …


Modelling Australian Domestic Tourism Demand : A Panel Data Approach, David E. Allen, Ghialy Yap Jan 2009

Modelling Australian Domestic Tourism Demand : A Panel Data Approach, David E. Allen, Ghialy Yap

Research outputs pre 2011

This study estimates the income and tourism price elasticities of demand for Australian domestic tourism using a panel data approach. Given that about 76% of total tourism revenue in Australia is generated by domestic tourism, it is worthwhile examining whether changes in Australian households’ income and the prices of domestic travel can influence the demand for domestic travel. The research employs a panel data approach. This method has been widely employed in the literature on international tourism demand, but thus far, has not appeared in the context of the domestic tourism demand literature. The model used for this study is …


Consequences Of Climate-Driven Biodiversity Changes For Ecosystem Functioning Of North European Rocky Shores, Stephen Hawkins, Heather Sugden, Nova Mieszkowska, Philippa Moore, Elvira Poloczanska, Rebecca Leaper, Roger Herbert, Martin Genner, Paula Moschella, Richard Thompson, Stuart Jenkins, Alan Southward, Michael Burrows Jan 2009

Consequences Of Climate-Driven Biodiversity Changes For Ecosystem Functioning Of North European Rocky Shores, Stephen Hawkins, Heather Sugden, Nova Mieszkowska, Philippa Moore, Elvira Poloczanska, Rebecca Leaper, Roger Herbert, Martin Genner, Paula Moschella, Richard Thompson, Stuart Jenkins, Alan Southward, Michael Burrows

Research outputs pre 2011

We review how intertidal biodiversity is responding to globally driven climate change, focusing on long-term data from rocky shores in the British Isles. Physical evidence of warming around the British Isles is presented and, whilst there has been considerable fluctuation, sea surface temperatures are at the highest levels recorded, surpassing previous warm periods (i.e. late 1950s). Examples are given of species that have been advancing or retreating polewards over the last 50 to 100 yr. On rocky shores, the extent of poleward movement is idiosyncratic and dependent upon life history characteristics, dispersal capabilities and habitat requirements. More southern, warm water …