Automotive applications of thermoplastic vulcanizates

Thermoplastic vulcanizates (TPVs) are special classes of thermoplastic elastomers, in which dynamic vulcanization of the rubber phase takes place during melt mixing with a semicrystalline thermoplastic matrix phase at elevated temperature. This review article focus on the different types of thermoplastic vulcanizates (TPVs) from various elastomer and thermoplastic blends that are suitable for the automotive applications purpose. A detailed study of the various TPVs based on polypropylene-ethylene propylene diene rubber (PP-EPDM) and polypropylene-ethylene α-olefin has been focused and their application in the automobile sector has been summarized. Most of the commercially available TPVs are PP-EPDM based. Limited applications of that TPVs in high heat and oil resistant application purposes requires new generation of TPVs. High performance TPVs or super TPVs are new generation TPVs that exhibit high heat resistance as well as excellent oil resistance property suitable for automotive under-the-hood applications. Therefore TPVs based on XNBR-PA12, HNBR-PA12 and FKM-PA6 system has also been explored in details in this study and the possibility of the use of those TPV system has been focused for the high temperature application purpose in the automobile sector where high and oil resistant application properties is the prime concern

Thermomechanical Fatigue Behavior of a Silicon Carbide Fiber-Reinforced Calcium Aluminosilicate Composite

Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/65874/1/j.1151-2916.1993.tb04022.x.pd

Informed traders and limit order markets

We consider a dynamic limit order market in which traders optimally choose whether to acquire information about the asset and the type of order to submit. We numerically solve for the equilibrium and demonstrate that the market is a "volatility multiplier": prices are more volatile than the fundamental value of the asset. This effect increases when the fundamental value has high volatility and with asymmetric information across traders. Changes in the microstructure noise are negatively correlated with changes in the estimated fundamental value, implying that asset betas estimated from high-frequency data will be incorrect.Limit order market Informed traders Endogenous information acquisition Computational game

Equilibrium in a Dynamic Limit Order Market

We model a dynamic limit order market as a stochastic sequential game. Since the model is analytically intractable, we provide an algorithm based on Pakes and McGuire (2001) to find a stationary Markov-perfect equilibrium. Given the stationary equilibrium, we generate artificial time series and perform comparative dynamics. As we know the data generating process, we can compare transaction prices to the true value of the asset, as well as explicitly determine the welfare gains accruing to investors