Empirical regularities of opening call auction in Chinese stock market

We study the statistical regularities of opening call auction using the ultra-high-frequency data of 22 liquid stocks traded on the Shenzhen Stock Exchange in 2003. The distribution of the relative price, defined as the relative difference between the order price in opening call auction and the closing price of last trading day, is asymmetric and that the distribution displays a sharp peak at zero relative price and a relatively wide peak at negative relative price. The detrended fluctuation analysis (DFA) method is adopted to investigate the long-term memory of relative order prices. We further study the statistical regularities of order sizes in opening call auction, and observe a phenomenon of number preference, known as order size clustering. The probability density function (PDF) of order sizes could be well fitted by a $q$-Gamma function, and the long-term memory also exists in order sizes. In addition, both the average volume and the average number of orders decrease exponentially with the price level away from the best bid or ask price level in the limit-order book (LOB) established immediately after the opening call auction, and a price clustering phenomenon is observed.Comment: 11 pages, 6 figures, 3 table

Supporting Focus and Context Awareness in 3D Modelling Tasks Using Multi-Layered Displays

Most 3D modelling software have been developed for conventional 2D displays, and as such, lack support for true depth perception. This contributes to making polygonal 3D modelling tasks challenging, particularly when models are complex and consist of a large number of overlapping components (e.g. vertices, edges) and objects (i.e. parts). Research has shown that users of 3D modelling software often encounter a range of difficulties, which collectively can be defined as focus and context awareness problems. These include maintaining position and orientation awarenesses, as well as recognizing distance between individual components and objects in 3D spaces. In this paper, we present five visualization and interaction techniques we have developed for multi-layered displays, to better support focus and context awareness in 3D modelling tasks. The results of a user study we conducted shows that three of these five techniques improve users' 3D modelling task performance

Automatic vs Manual Provenance Abstractions: Mind the Gap

In recent years the need to simplify or to hide sensitive information in provenance has given way to research on provenance abstraction. In the context of scientific workflows, existing research provides techniques to semi automatically create abstractions of a given workflow description, which is in turn used as filters over the workflow's provenance traces. An alternative approach that is commonly adopted by scientists is to build workflows with abstractions embedded into the workflow's design, such as using sub-workflows. This paper reports on the comparison of manual versus semi-automated approaches in a context where result abstractions are used to filter report-worthy results of computational scientific analyses. Specifically; we take a real-world workflow containing user-created design abstractions and compare these with abstractions created by ZOOM UserViews and Workflow Summaries systems. Our comparison shows that semi-automatic and manual approaches largely overlap from a process perspective, meanwhile, there is a dramatic mismatch in terms of data artefacts retained in an abstracted account of derivation. We discuss reasons and suggest future research directions.Comment: Preprint accepted to the 2016 workshop on the Theory and Applications of Provenance, TAPP 201

The sky brightness and transparency in i-band at Dome A, Antarctica

The i-band observing conditions at Dome A on the Antarctic plateau have been investigated using data acquired during 2008 with the Chinese Small Telescope ARray. The sky brightness, variations in atmospheric transparency, cloud cover, and the presence of aurorae are obtained from these images. The median sky brightness of moonless clear nights is 20.5 mag arcsec^{-2} in the SDSS $i$ band at the South Celestial Pole (which includes a contribution of about 0.06 mag from diffuse Galactic light). The median over all Moon phases in the Antarctic winter is about 19.8 mag arcsec^{-2}. There were no thick clouds in 2008. We model contributions of the Sun and the Moon to the sky background to obtain the relationship between the sky brightness and transparency. Aurorae are identified by comparing the observed sky brightness to the sky brightness expected from this model. About 2% of the images are affected by relatively strong aurorae.Comment: There are 1 Latex file and 14 figures accepted by A

Radius constraints from high-speed photometry of 20 low-mass white dwarf binaries

We carry out high-speed photometry on 20 of the shortest-period, detached white dwarf binaries known and discover systems with eclipses, ellipsoidal variations (due to tidal deformations of the visible white dwarf), and Doppler beaming. All of the binaries contain low-mass white dwarfs with orbital periods less than 4 hr. Our observations identify the first eight tidally distorted white dwarfs, four of which are reported for the first time here, which we use to put empirical constraints on the mass-radius relationship for extremely low-mass (<0.30 Msun) white dwarfs. We also detect Doppler beaming in several of these binaries, which confirms the high-amplitude radial-velocity variability. All of these systems are strong sources of gravitational radiation, and long-term monitoring of those that display ellipsoidal variations can be used to detect spin-up of the tidal bulge due to orbital decay.Comment: 14 pages, 5 figures, accepted for publication in The Astrophysical Journa

Internet security for mobile computing

Mobile devices are now the most dominant computer platform. Every time a mobile web application accesses the internet, the end user’s data is susceptible to malicious attacks. For instance, when paying a bill at a store with NFC mobile payment, navigating through a city operating GPS on a smartphone, or dictating the temperature at a household with a home automation device. These activities seem routine, yet, when vulnerabilities are present they can leave holes for hackers to access bank accounts, pinpoint a user’s recent location, or tell when someone is not at home. The awareness of the end user cannot be trusted. Device vendors and developers must provide safeguards. An ongoing issue is that the present security standards are outdated and were never envisioned with mobile devices in mind. It can be suggested that security is only idling the progress of mobile computing. Still, many application developers and IT professionals do not adopt security standards fast enough to keep up-to-date with known vulnerabilities. The main goals of the next generation of security standards, TLS, will provide developers with greater security efficiency and improved mobile throughput. These proposed capabilities of the TLS protocol will streamline mobile computing into the forefront of security practices. The analysis of this report demonstrates concepts on the direction mobile security, usability, and performance from a development standpoint.Electrical and Computer Engineerin