Deep Probabilistic Modelling of Price Movements for High-Frequency Trading

In this paper we propose a deep recurrent architecture for the probabilistic modelling of high-frequency market prices, important for the risk management of automated trading systems. Our proposed architecture incorporates probabilistic mixture models into deep recurrent neural networks. The resulting deep mixture models simultaneously address several practical challenges important in the development of automated high-frequency trading strategies that were previously neglected in the literature: 1) probabilistic forecasting of the price movements; 2) single objective prediction of both the direction and size of the price movements. We train our models on high-frequency Bitcoin market data and evaluate them against benchmark models obtained from the literature. We show that our model outperforms the benchmark models in both a metric-based test and in a simulated trading scenario

RNA editing of cytochrome c maturation transcripts is responsive to the energy status of leaf cells in Arabidopsis thaliana

published_or_final_versio

ECF: An MPTCP path scheduler to manage heterogeneous paths

© 2017 ACM. Multi-Path TCP (MPTCP) is a new standardized transport protocol that enables devices to utilize multiple network interfaces. The default MPTCP path scheduler prioritizes paths with the smallest round trip time (RTT). In this work, we examine whether the default MPTCP path scheduler can provide applications the ideal aggregate bandwidth, i.e., the sum of available bandwidths of all paths. Our experimental results show that heterogeneous paths cause under-utilization of the fast path, resulting in undesirable application behaviors such as lower video streaming quality than can be obtained using the available aggregate bandwidth. To solve this problem, we propose and implement a new MPTCP path scheduler, ECF (Earliest Completion First), that utilizes all relevant information about a path, not just RTT. Our results show that ECF consistently utilizes all available paths more efficiently than other approaches under path heterogeneity, particularly for streaming video

Thermoelectric properties of Al-doped mesoporous ZnO thin films

Al-doped mesoporous ZnO thin films were synthesized by a sol-gel process and an evaporation-induced self-assembly process. In this work, the effects of Al doping concentration on the electrical conductivity and characterization of mesoporous ZnO thin films were investigated. By changing the Al doping concentration, ZnO grain growth is inhibited, and the mesoporous structure of ZnO is maintained during a relatively high temperature annealing process. The porosity of Al-doped mesoporous ZnO thin films increased slightly with increasing Al doping concentration. Finally, as electrical conductivity was increased as electrons were freed and pore structure was maintained by inhibiting grain growth, the thermoelectric property was enhanced with increasing Al concentration. © 2013 Min-Hee Hong et al

AtPAP2 modulates the import of the small subunit of Rubisco into chloroplasts

published_or_final_versio

Effect of surfactant concentration variation on the thermoelectric properties of mesoporous ZnO

The electrical and thermal conductivities and the Seebeck coefficient of mesoporous ZnO thin films were investigated to determine the change of their thermoelectric properties by controlling surfactant concentration in the mesoporous ZnO films, because the thermoelectric properties of mesoporous ZnO films can be influenced by the porosity of the mesoporous structures, which is primarily determined by surfactant concentration in the films. Mesoporous ZnO thin films were successfully synthesized by using sol-gel and evaporation-induced self-assembly processes. Zinc acetate dihydrate and Brij-76 were used as the starting material and pore structure-forming template, respectively. The porosity of mesoporous ZnO thin films increased from 29% to 40% with increasing surfactant molar ratio. Porosity can be easily altered by controlling the molar ratio of surfactant/precursor. The electrical and thermal conductivity and Seebeck coefficients showed a close correlation with the porosity of the films, indicating that the thermoelectric properties of thin films can be changed by altering their porosity. Mesoporous ZnO thin films with the highest porosity had the best thermoelectric properties (the lowest thermal conductivity and the highest Seebeck coefficient) of the films examined. © 2013 Min-Hee Hong et al

Flexible IZO/Ag/IZO/Ag multilayer electrode grown on a polyethylene terephthalate substrate using roll-to-roll sputtering

We investigated the optical, electrical, structural, and surface properties of roll-to-roll [R2R] sputter-grown flexible IZO/Ag/IZO/Ag [IAIA] multilayer films on polyethylene terephthalate substrates as a function of the top indium zinc oxide [IZO] thickness. It was found that the optical transmittance of the IAIA multilayer was significantly influenced by the top IZO layer thickness, which was grown on identical AIA multilayers. However, the sheet resistance of the IAIA multilayer was maintained between the range 5.01 to 5.1 Ω/square regardless of the top IZO thickness because the sheet resistance of the IAIA multilayer was mainly dependent on the thickness of the Ag layers. Notably, the optimized IAIA multilayer had a constant resistance change (ΔR/R0) under repeated outer bending tests with a radius of 10 mm. The mechanical integrity of the R2R-sputtered IAIA multilayer indicated that hybridization of an IZO and Ag metal layer is a promising flexible electrode scheme for the next-generation flexible optoelectronics

Toxicity assessment of modified Cry1Ac1 proteins and genetically modified insect-resistant Agb0101 rice

Insect-resistant Agb0101 rice was recently developed by modifying the cry1ac1 gene by changing codon usage changes relative to the native truncated cry1ac1 gene. To assess the toxicity of genetically modified Agb0101 rice, we conducted bioinfomational comparisons of the amino acid sequences that are not similar to known toxic proteins. Sufficient quantities of mCry1Ac1 protein were produced in Escherichia coli for in vitro evaluation and animal study. We compared the amino acid sequences and molecular mass. There have the same amino acid sequences and molecular masses after purifying the modified Cry1Ac1 (mCry1Ac1) protein from highly expressed bacteria and genetically modified rice were identical. We also investigated the acute and 90-days oral toxicities. No adverse effects were observed in mice following acute oral exposure to 2,000 mg/ kg body weight mCry1Ac1 protein of body weight and 90 days oral exposure to Agb0101. These results indicate that mCry1Ac1 proteins and Agb0101 rice demonstrate no adverse effects in these tests when applied via gavage and feed, respectively.Key words: Modified Cry1Ac1, food safety assessment, toxicity, insect- resistant rice Agb0101