128 research outputs found
Ratemeter
An instantaneous reading tachometer in which reoccurring events to be measured in rate, trigger a threestate timing generator in which the first two states are of fixed duration and the third state is of variable duration is described. An electrical decay circuit is set to a reference level by the second state and the third state causes this reference level to decay until the reoccurrence of an event. This triggers a new first state which in turn triggers a sample and hold circuit to hold the decayed level. The decayed level is amplified and provided as an output indicative of the instantaneous rate of occurence of the last two successive events
Using infrared imagery to estimate white-tailed deer populations on the Pine Bluff Arsenal
Military installations present unique challenges to natural resource managers managing wildlife populations. For those species that are hunted or trapped, it is important to provide data to these installations for achieving sustainable harvests. Pine Bluff Arsenal (PBA), a military installation in southeastern Arkansas, manages for a host of wildlife species including white-tailed deer (Odocoileus virginianus). However, baseline data regarding population size for deer are lacking. We used infrared technology and distance sampling to estimate the size of the winter, post-harvest deer population on PBA. We identified 9 competing models. The best model provided an estimate of density of 0.245 deer/ha (CV = 43%) with a mean group size of 3.3 deer. This density estimate will serve as a baseline value for evaluating future management actions
Market impact and trading profile of large trading orders in stock markets
We empirically study the market impact of trading orders. We are specifically
interested in large trading orders that are executed incrementally, which we
call hidden orders. These are reconstructed based on information about market
member codes using data from the Spanish Stock Market and the London Stock
Exchange. We find that market impact is strongly concave, approximately
increasing as the square root of order size. Furthermore, as a given order is
executed, the impact grows in time according to a power-law; after the order is
finished, it reverts to a level of about 0.5-0.7 of its value at its peak. We
observe that hidden orders are executed at a rate that more or less matches
trading in the overall market, except for small deviations at the beginning and
end of the order.Comment: 9 pages, 7 figure
Calibration of optimal execution of financial transactions in the presence of transient market impact
Trading large volumes of a financial asset in order driven markets requires
the use of algorithmic execution dividing the volume in many transactions in
order to minimize costs due to market impact. A proper design of an optimal
execution strategy strongly depends on a careful modeling of market impact,
i.e. how the price reacts to trades. In this paper we consider a recently
introduced market impact model (Bouchaud et al., 2004), which has the property
of describing both the volume and the temporal dependence of price change due
to trading. We show how this model can be used to describe price impact also in
aggregated trade time or in real time. We then solve analytically and calibrate
with real data the optimal execution problem both for risk neutral and for risk
averse investors and we derive an efficient frontier of optimal execution. When
we include spread costs the problem must be solved numerically and we show that
the introduction of such costs regularizes the solution.Comment: 31 pages, 8 figure
Iodine doped carbon nanotube cables exceeding specific electrical conductivity of metals
Creating highly electrically conducting cables from macroscopic aggregates of carbon nanotubes, to replace metallic wires, is still a dream. Here we report the fabrication of iodine-doped, double-walled nanotube cables having electrical resistivity reaching ∼10−7 Ω.m. Due to the low density, their specific conductivity (conductivity/weight) is higher than copper and aluminum and is only just below that of the highest specific conductivity metal, sodium. The cables exhibit high current-carrying capacity of 104∼105 A/cm2 and can be joined together into arbitrary length and diameter, without degradation of their electrical properties. The application of such nanotube cables is demonstrated by partly replacing metal wires in a household light bulb circuit. The conductivity variation as a function of temperature for the cables is five times smaller than that for copper. The high conductivity nanotube cables could find a range of applications, from low dimensional interconnects to transmission lines
Pulsed Melodic Affective Processing: Musical structures for increasing transparency in emotional computation
Pulsed Melodic Affective Processing (PMAP) is a method for the processing of artificial emotions in affective computing. PMAP is a data stream designed to be listened to, as well as computed with. The affective state is represented by numbers that are analogues of musical features, rather than by a binary stream. Previous affective computation has been done with emotion category indices, or real numbers representing various emotional dimensions. PMAP data can be generated directly by sound (e.g. heart rates or key-press speeds) and turned directly into music with minimal transformation. This is because PMAP data is music and computations done with PMAP data are computations done with music. This is important because PMAP is constructed so that the emotion that its data represents at the computational level will be similar to the emotion that a person “listening” to the PMAP melody hears. Thus, PMAP can be used to calculate “feelings” and the result data will “sound like” the feelings calculated. PMAP can be compared to neural spike streams, but ones in which pulse heights and rates encode affective information. This paper illustrates PMAP in a range of simulations. In a multi-agent simulation, initial results support that an affective multi-robot security system could use PMAP to provide a basic control mechanism for “search-and-destroy”. Results of fitting a musical neural network with gradient descent to help solve a text emotional detection problem are also presented. The paper concludes by discussing how PMAP may be applicable in the stock markets, using a simplified order book simulation. © 2014, The Society for Modeling and Simulation International. All rights reserved
Estimating Contact Process Saturation in Sylvatic Transmission of Trypanosoma cruzi in the United States
Although it has been known for nearly a century that strains of Trypanosoma cruzi, the etiological agent for Chagas' disease, are enzootic in the southern U.S., much remains unknown about the dynamics of its transmission in the sylvatic cycles that maintain it, including the relative importance of different transmission routes. Mathematical models can fill in gaps where field and lab data are difficult to collect, but they need as inputs the values of certain key demographic and epidemiological quantities which parametrize the models. In particular, they determine whether saturation occurs in the contact processes that communicate the infection between the two populations. Concentrating on raccoons, opossums, and woodrats as hosts in Texas and the southeastern U.S., and the vectors Triatoma sanguisuga and Triatoma gerstaeckeri, we use an exhaustive literature review to derive estimates for fundamental parameters, and use simple mathematical models to illustrate a method for estimating infection rates indirectly based on prevalence data. Results are used to draw conclusions about saturation and which population density drives each of the two contact-based infection processes (stercorarian/bloodborne and oral). Analysis suggests that the vector feeding process associated with stercorarian transmission to hosts and bloodborne transmission to vectors is limited by the population density of vectors when dealing with woodrats, but by that of hosts when dealing with raccoons and opossums, while the predation of hosts on vectors which drives oral transmission to hosts is limited by the population density of hosts. Confidence in these conclusions is limited by a severe paucity of data underlying associated parameter estimates, but the approaches developed here can also be applied to the study of other vector-borne infections
Properties of Rubble-Pile Asteroid (101955) Bennu from OSIRIS-REx Imaging and Thermal Analysis
Establishing the abundance and physical properties of regolith and boulders on asteroids is crucial for understanding the formation and degradation mechanisms at work on their surfaces. Using images and thermal data from NASA's Origins, Spectral Interpretation, Resource Identification, and Security-Regolith Explorer (OSIRIS-REx) spacecraft, we show that asteroid (101955) Bennu's surface is globally rough, dense with boulders, and low in albedo. The number of boulders is surprising given Bennu's moderate thermal inertia, suggesting that simple models linking thermal inertia to particle size do not adequately capture the complexity relating these properties. At the same time, we find evidence for a wide range of particle sizes with distinct albedo characteristics. Our findings imply that ages of Bennu's surface particles span from the disruption of the asteroid's parent body (boulders) to recent in situ production (micrometre-scale particles)
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