A packaging technique for silicon MEMS strain sensors on steel

A packaging technique suited to applying MEMS strain sensors realized on a silicon chip to a steel flat surface is described. The method is based on adhesive bonding of the silicon chip rear surface on steel using two types of glue normally used for standard piezoresistive strain sensors (Mbond200/ 600), using direct wire bonding of the chip to a Printed Circuit Board, also fixed on steel. In order to protect the sensor from the external environment, and to improve the MEMS performance, the silicon chip is encapsulated with a metal cap hermetically sealed-off under vacuum condition with a vacuum adhesive in which the bonding wires are also protected from possible damage. In order to evaluate the mechanical coupling of the silicon chip with the bar and thestress transfer extent to the silicon surface, commercial strain sensors have been applied on the chip glued on a steel bar in alaboratory setup able to generate strain by inflection, yielding a stress transfer around 70% from steel to silicon. © 2008 IEEE.

Rebuilding the limit order book: Sequential Bayesian inference on hidden states

The limit order book of an exchange represents an information store of market participants' future aims and for many traders the information held in this store is of interest. However, information loss occurs between orders being entered into the exchange and limit order book data being sent out. We present an online algorithm which carries out Bayesian inference to replace information lost at the level of the exchange server and apply our proof of concept algorithm to real historical data from some of the world's most liquid futures contracts as traded on CME GLOBEX, EUREX and NYSE Liffe exchanges. © 2013 © 2013 Taylor & Francis.