Relaxation to Native Conformation of a Bond-Fluctuating Protein Chain With Hydrophobic and Polar Nodes

The conformation and dynamics of a protein chain with hydrophobic and polar nodes are examined by the bond-fluctuation model using Monte Carlo simulations on a cubic lattice. The minimal (nearest neighbor) interaction leads to standard (self-avoiding walk) conformation, i.e., the scaling of the radius of gyration Rg with the molecular weight N Rg ∝ Nγ with γ ≃ 3/5/ Specific interactions with longer range and higher strength are needed to approach the native globular conformations with γ \u3c 3/5. Relaxation into the globular ground state shows a weak power-law decay, i.e., Rg ∝ t-α, α ~ 0.06-0.12

Preliminary Performance Evaluation of an Agent-Based Geospatial Data Conflation System

A rapid growth of available geospatial data requires development of systems capable of autonomous data retrieval, integration and validation. Mobile agent technology may provide a suitable framework for developing such systems since this technology can deal, in a natural way, with the distributed heterogeneous nature of the data. We evaluate our novel multi-agent architecture for geospatial data integration and compare its performance with a client/server and a single-agent architecture. We analyze the performance alteration for various numbers of participating nodes, amount of database accesses, processing loads, and network loads

Volatility and trading activity following changes in the size of futures contracts

This paper has two purposes. First, we examine the relationship between daily price volatility and trading activity one year before and after a change in contract size by examining the results of contract splits in the Australian share price index futures and the U.K. FTSE-100 futures contracts and a reverse contract split in the Australian Bank Bill Acceptance futures contract. Second, we evaluate the effect of the change in contract size on the use of the particular futures market. We find that after a contract size change, the change in total trading frequency has the power to explain the change in daily price volatility. Specifically, after a contract split, trading frequency increased, resulting in increased daily price volatility, and vice versa after a reverse contract split. Most of the average trade size variable has an immaterial impact on price volatility. However, decomposing the total trading frequency into four trade size classes, we find that the trading frequency for small and large trade size categories are highly significant in explaining changes in daily price volatility after the contract splits. Finally, we find the change in contract size for each futures market was successful because within three years following the change, the adjusted trading volume and open interest surpassed the levels prior to the change and have continued to increase thereafter.14 page(s

Performance Evaluation of SDIAGENT, a Multi-Agent System for Distributed Fuzzy Geospatial Data Conflation

A rapid growth of available geospatial data requires development of systems capable of autonomous data retrieval, integration and validation. Mobile agents may provide the suitable framework for developing such systems since this technology, in a natural way, can deal with the distributed heterogeneous nature of such data. In this paper, we evaluate SDIAGENT our, recently introduced, multi-agent architecture for geospatial data integration and conflation, and compare its model performance with that of client/server and single-agent approaches. Experimental results for several realistic scenarios, under varying conditions, are presented for these three system architectures. We analyze the performance alteration for various numbers of participating nodes, varying amount of database accesses, processing loads, and network loads. (C) 2005 Elsevier Inc. All rights reserved

Upplevelser av digitaliseringens effekter på lärandet, sociala interaktioner och arbetsmiljön : en kvalitativ pilotstudie under global pandemi

Bakgrund I det post-industriella samhället integrerar människor med digitala enheter i vardagen, vilket innebär att saker vi redan gör kan göras på helt nya sätt och framför allt att helt nya saker är möjliga att göra (Statens Offentliga Utredningar [SOU], 2016). Det kan göra våra liv bättre, men också göra dem värre. Trots att smarttelefonen som ett viktigt digitalt verktyg spelar en viktig roll i folks liv, visade tidigare studier att smarttelefonberoende kan leda till en minskning av produktiviteten på grund av att spendera tid på smarttelefonen under arbetet (Duke & Montag, 2017). Mer positiva effekter av digitaliseringen är möjligheten till sociala interaktioner (Hülür & Macdonald, 2020), att hämta kunskap som behövs i det dagliga beslutsfattandet (Mick & Fournier,1998), digitaliseringen har även förändrat arbetsmiljön genom att det möjliggör hemarbete (Okkonen, Vuori och Palvalin, 2019, February). Syfte Syftet med denna studie är att undersöka attityder till digitaliseringen och hur den påverkar människors liv i termer av att lärande, social interaktion och arbetsmiljön. Metod En pilotstudie med kvalitativ forskningsmetod där nio undersökningsdeltagare intervjuades, varav fem var kvinnor (M=32 år) och fyra var män (M=38 år) ingick i studien. Alla deltagarna hade gymnasieutbildning och arbetslivserfarenhet varierade mellan 3 och 30 år. Samtliga deltagare ägde smarttelefoner eller datorer. Två undersökningsdeltagare ägde surfplattor och en deltagare hade också smart TV. Alla undersökningsdeltagare rekryterades med hjälp av bekvämlighets urval. Intervjuguide var semistrukturerad som bestod av fyra övergripande teman (Tema 1. Attityder gentemot digitala enheter, Tema 2. Digitala enheters påverkan på lärandet, Tema 3. Digitala enheters påverkan på sociala interaktioner, Tema 4. Digitala enheters påverkan på arbetsmiljön).  Resultat Undersökningens resultat visar att undersökningsdeltagarna har igenomsnitt 4-5 timmar skärmtid. Skärmtiden kan delas upp i underhållning och arbete och just denna mix gör det svårt att lägga ifrån sig tekniken och att den är integrerad i vardagen på alla sätt. Deltagarna rapporterade att ett surfbeteende kan skapa ineffektivitet i ens liv, men även oro över att strålning från enheterna kan vara farlig. Mer positiva saker var att man har all information tillgänglig på enkelt sätt och dessa enheter gör livet roligare och mer intressant. Deltagarna lyfter också upp tillgängligheten och möjligheterna som tekniken erbjuder, den är lika effektiv att underhålla som att använda för att kommunicera med sina vänner och kollegor. Det finns stora möjligheter att lära sig via digitala enheter, tidigare handlade om att googla medan idag kan man titta på filmer och klipp på saker man vill lära sig. Det är lättare att lära sig självt med digitala enheterna. En annan effekt av digitaliseringen är att det är lättare att underhålla sina relationer och skapa nya kontaktar. Nackdelarna är att det lätt att det blir missförstånd när man kommunicerar via digitala enheter.

Large trades and intraday futures price behavior

This study examines the effects of large trades executed by outside customer on the prices of futures contracts traded on the Chicago Mercantile Exchange. We find that, on average, large buyer-initiated trades have a larger permanent price impact (information effect) than large seller-initiated trades, whereas the opposite is found for the temporary price impact (liquidity effects) of large trades. These results are consistent with previous findings for block and institutional trades in equity markets. However, we also find that the information effects of large sells are larger than large buys in bearish markets, whereas the results are the reverse in bullish markets. The liquidity price effects of buys are larger than the liquidity price effects of sells in bearish markets whereas the reverse results hold in bullish markets. Our results are consistent with the hypothesis that the current economic condition is a key determinant of asymmetric price effects between large buys and large sells.35 page(s

Volatility and trading activity following changes in the size of futures contracts

This paper has two purposes. First, we examine the relationship between daily price volatility and trading activity one year before and after a change in contract size by examining the results of contract splits in the Australian share price index futures and the U.K. FTSE-100 futures contracts and a reverse contract split in the Australian Bank Bill Acceptance futures contract. Second, we evaluate the effect of the change in contract size on the use of the particular futures market. We find that after a contract size change, the change in total trading frequency has the power to explain the change in daily price volatility. Specifically, after a contract split, trading frequency increased, resulting in increased daily price volatility, and vice versa after a reverse contract split. Most of the average trade size variable has an immaterial impact on price volatility. However, decomposing the total trading frequency into four trade size classes, we find that the trading frequency for small and large trade size categories are highly significant in explaining changes in daily price volatility after the contract splits. Finally, we find the change in contract size for each futures market was successful because within three years following the change, the adjusted trading volume and open interest surpassed the levels prior to the change and have continued to increase thereafter.Price volatility Trading frequency Trade size Futures contract size Success and failure of futures contracts

The impacts of large trades by trader types on intraday futures prices: Evidence from the Taiwan Futures Exchange

This paper employs a unique data set to investigate the total price, liquidity and information effects of large institutional trades versus individual trades on three futures contracts traded on the Taiwan Futures Exchange. Several interesting results are obtained. We find that, for the entire sample period, most buyer-initiated large trades have larger permanent price effects than seller-initiated large trades and vice versa for liquidity effects. However, we find that the permanent price effects of large sells are larger than the effects of large purchases in bearish markets and the reverse pattern is found for bullish markets. These results are consistent with the current economic condition hypothesis which is used to explain the asymmetry between total price impacts, information and liquidity effects of large buys and sells. Our new empirical results demonstrate that the asymmetric patterns between price impacts of large buys and sells hold for individual traders as well as for institutional traders.Large trades Trader types Total price effects Liquidity effects Information effects Futures price behavior

Performance evaluation of SDIAGENT, a Multi-Agent System For . . .

A rapid growth of available geospatial data requires development of systems capable of autonomous data retrieval, integration and validation. Mobile agents may provide the suitable framework for developing such systems since this technology, in a natural way, can deal with the distributed heterogeneous nature of such data. In this paper, we evaluate SDIAGENT our, recently introduced, multi-agent architecture for geospatial data integration and conflation, and compare its model performance with that of client /server and single-agent approaches. Experimental results for several realistic scenarios, under varying conditions, are presented for these three system architectures. We analyze the performance alteration for various numbers of participating nodes, varying amount of database accesses, processing loads, and network loads