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Machine learning for automated trading.
No full textThis thesis uses three machine learning algorithms to construct automated trading systems
to predict the direction of share prices using technical analysis. Random forest, gradient
boosting, and BART methods were chosen. We use a strategy of buying and selling stocks
over 5-day windows over the span of the trading period, using some set of pre-determined
shares. We considered the buy-hold strategy of buying all of the predetermined shares at
the start of the trading period and selling them at the end of the period, to be the baseline
against which our systems were measured. Each machine learning algorithm had their
hyperparameters tuned, with gradient boosting using three different tuning algorithms.
The final results are promising; each of the three methods resulted in greater returns and
risk-adjusted returns than the buy-hold strategy.
Heterosexuality and the grey area of sex and sexual consent: Aotearoa New Zealand men and women’s experiences and perspectives
No full textIn recent years, there has been increasing scholarly attention to the sexual grey area –– uncomfortable or problematic sexual experiences on a spectrum from mutually consenting, ethical sex at one end to explicit rape or assault at the other. However, there has been little research conducted on this topic in Aotearoa New Zealand. This thesis addresses this research gap through an investigation of the ways in which 6 heterosexual men and 10 heterosexual women in Aotearoa New Zealand discuss sexual consent and grey area sex. Employing qualitative research methods, I conducted 7 individual interviews and 3 focus group interviews. Some participants discussed their own grey area experiences, while others reflected on grey area sexual practices and consent more generally. Drawing on a feminist poststructuralist approach, I use a discourse oriented thematic analysis to explore the gendered tensions and difficulties enacting (non)consent in some of the participants’ grey area experiences and the tensions and contradictions in consent understandings. I found that although some participants, both female and male, experienced ambivalent or unwanted sex, these were made sense of in specifically gendered ways. Female participants framed unwanted sex as their only option and did not feel they could say ‘no’ while male participants drew on masculine norms to minimise difficult sexual interactions in which their choices were also constrained. Sexual consent was framed discursively by some participants as a straightforward, explicit and essential practice while others saw it as a set of rules somewhat disconnected from their experiences. Grey area sexual interactions were often subsumed into the category of ‘consensual’, or at least ‘not non-consensual’ sex, pointing to lack of meaningful language to explain experiences that do not fit easily into well-known categories like consensual/non-consensual or wanted/unwanted. These findings highlight the importance of ongoing attention to the sexual grey area and the ways that gender shapes difficult or problematic sex. They also highlight the need for new language to articulate sexual experiences in the grey area which trouble both simplistic, rationalistic notions of sexual consent and sexual consent as the gold standard for ethical, mutually respectful sex
Laboratory demonstration of atmospheric tomography using the geometric wavefront sensor
No full textThis paper studies the geometric wavefront sensor (WFS) as part of the develop ment of an astronomical imaging instrument for the University of Canterbury Mount
John Observatory, which combines adaptive optics and computer post-processing
techniques for astronomical observations over a wide field of view by utilizing the
geometric WFS and atmospheric tomography. Specifically, this paper investigate
the geometric WFS’s capability to estimate wavefronts of multiple artificial guide
stars, as well as to demonstrate atmospheric tomography, on a modified optical test
bench in an open loop. A technique to simulate atmospheric turbulence in the laboratory
is explored and is found to suitably create multiple atmospheric layers artificially; this technique permits wavefront phase aberrations of multiple artificial guide
stars to be simulated simultaneously with varying degrees of overlap (i.e., changing
the altitude of the atmospheric turbulence layer, or atmospheric tomography meta-pupil) without altering the physical optical path. Atmospheric tomography is then
physically demonstrated on the modified optical test bench using the technique and
calibrated geometric WFS
Fluid mechanics making a splash
No full textA new report quantifies the value of fluid
mechanics to Australasia’s society and
economy.
Fluid mechanics is the science and
engineering of fluids at rest and in
motion, be they gases, liquids, slurries
or granules. It is central to countless
natural and industrial processes including
weather forecasting, propulsion, energy
production or conversion, transport, food
production, agriculture and healthcare to
name but a few. In fact, fluid mechanics
is arguably so pervasive in our daily lives
that it is easy to overlook the role it plays in
our society and economy. It is also easy
to forget how mastering fluid flows is an
ancient endeavour which was achieved
well before we could develop theories
and complex equations, with Māori
known to have sailed from East Polynesia
to Aotearoa on double-hulled waka,
demonstrating their deep understanding
of ocean currents and wind patterns,
passed on through generations
Mā whero, mā pango ka oti te mahi: The role of indigenous diplomacy in the success of the 1997 Burnham peace talks
No full textStudent reflections on the transition from primary to intermediate school: exploring expectations, coping and Kiwi Can participation.
No full textThe transition from primary to intermediate school represents a significant period of change and opportunity for early adolescents, who must adjust to an unfamiliar environment while also navigating a critical developmental milestone: the onset of puberty. Many students face social, academic, and emotional challenges that can impact their overall wellbeing. Despite its significance, research has predominantly focused on other school transitions, leaving a gap in understanding students’ lived experiences. Informed by the Transactional Model of Stress and Coping and Resilience Theory, this qualitative research explored students’ reflections on their transition, focusing on their expectations, adjustment, and coping. It also examined students' perspectives on the Graeme Dingle Foundation’s Kiwi Can program and its application to their primary-intermediate school transition. Ten year-seven students participated in semi-structured interviews, and students’ primary caregivers completed a questionnaire with similar open-response questions as the student interviews for a supplementary data source. The findings revealed that students primarily held negative expectations about intermediate school, often shaped by external sources. Social concerns were particularly salient; however, the extent of peer conflict and complex social dynamics was unexpected. Although academic difficulty increased, the changes were often overestimated. A positive aspect of the transition to intermediate school was the opportunity to participate in extracurricular activities and novel subjects, fostering self-expression. Students were proficient at identifying their coping strategies, particularly relying on peer support and self-directed emotional regulation. Some students attributed their application of resilience and social-emotional skills to Kiwi Can, while others did not consciously make direct links. Findings on expectations, lived experience, and coping aligned with literature on intermediate transitions, offering rich qualitative insights to inform practices and policies that promote a smooth transition
IMPACT OF CSR DISCLOSURE AND ENVIRONMENTAL PERFORMANCE ON HEALTCARE PROFITABILITY (IDX 2019-2022)
No full textThis research seeks to investigate and assess the impact of Corporate Social Responsibility (CSR) transparency and ecological performance on the financial returns of healthcare firms listed on the Indonesia Stock Exchange (IDX) over the 2019–2022 timeframe. A quantitative methodology was adopted, applying multiple linear regression techniques. The study population encompasses all IDX-listed healthcare entities, with the sample chosen through purposive sampling based on specific benchmarks, such as availability of annual reports, CSR disclosures, and involvement in the PROPER initiative, yielding 37 firm-year data points. Profitability is indicated by Return on Assets (ROA), CSR is evaluated via the CSR Disclosure Index referencing the 2016 GRI guidelines, and environmental performance is determined through PROPER scores. Results demonstrate that CSR and ecological performance jointly exert a meaningful influence on profitability. Individually, CSR shows a notable negative correlation with ROA, whereas environmental performance has a positive yet statistically insignificant impact. The conclusion suggests that despite CSR efforts enhancing corporate reputation, the substantial costs of implementation amid challenging times can dampen short-term profitability
DCP and VarDis: An ad-hoc protocol stack for dynamic swarms and formations of drones
No full textRecently, swarms or formations of drones have received increased interest both in the literature and in
applications. To dynamically adapt to their operating environment, swarm members need to communicate
wirelessly for control and coordination tasks. One fundamental communication pattern required for basic safety
purposes, such as collision avoidance, is beaconing, where drones frequently transmit information about their
position, speed, heading, and other operational data to a local neighbourhood, using a local broadcast service.
In this paper, we propose and analyse a protocol stack which allows to use the recurring-beaconing primitive
for additional purposes. In particular, we propose the VarDis (Variable Dissemination) protocol, which creates
the abstraction of variables to which all members of a drone swarm have (read) access, and which can naturally
be used for centralized control of a swarm, amongst other applications. We describe the involved protocols
and provide a performance analysis of VarDis
Numerical investigation on attenuating self-sustained thermoacoustic instability in a Rijke-type combustor by varying the wall temperature.
No full textThermoacoustic instability is a persistent challenge in low emission lean-premixed gas turbine combustors. It can cause excessive noise, inhibit flame stability, and induce vibrations that accelerate component failure. As low emission technologies such as lean premixed combustion and carbon neutral fuels are more widely adopted in the transition to a zero-carbon economy, the occurrence of instability is expected to increase. Effective control strategies to suppress instability will therefore be a crucial component of decarbonising gas turbine technology. This thesis introduces a passive control method that involves manipulating thermal boundary conditions at the walls of a gas turbine combustor. Prior studies show a correlation between instability amplitude and thermal boundary conditions at the combustor walls. However, this relationship has not been examined systematically. This work investigates the effect of wall temperature on instability in a two-dimensional unsteady Reynolds-averaged Navier Stokes (RANS) model of a vertical Rijke-type combustor. A preliminary simulation of a Rijke combustor with adiabatic walls is conducted as a reference case. A parametric study is then performed where uniform isothermal temperatures ranging from 300 K to 900 K are applied to the outer combustor wall. Results show that increasing the wall temperature reduces the instability amplitude. Heating the outer wall to 900 K stabilizes the combustor. Further parametric studies investigate the effects of applying non-uniform thermal boundary conditions to the outer wall and Bunsen burner wall. It is found that stability can also be achieved by increasing the isothermal temperature of only the lower half of the outer wall to 900 K, or the lowest quarter to 1100 K. Analysis of acoustic and heat release dynamics shows that each of the stable configurations primarily mitigates instability by altering the acoustics-flow-flame coupling near the flame base, thereby decreasing the Rayleigh index. This attenuation mechanism is predominantly controlled by the wall temperature upstream of the flame. Overall, wall temperature control offers a promising alternative approach for stabilizing combustors that exhibit thermoacoustic instability