Learning the dynamics of the external world: Brain inspired learning for robotic applications

Humans have exceptional abilities to learn new skills, manipulate tools and objects, and interact with our environment. In order to be successful at these tasks, our brain has become exceptionally well adapted to learning to deal not only with the complex dynamics of our own limbs but also with novel dynamics in the external world. While learning of these dynamics includes learning the complex time-varying forces at the end of limbs through the updating of internal models, it must also include learning the appropriate mechanical impedance in order to stabilize both the limb and any objects contacted in the environment. This article reviews the field of human learning by examining recent experimental evidence about adaptation to novel unstable dynamics and explores how this knowledge about the brain and neuro-muscular system can expand the learning capabilities of robotics and prosthetics. © 2006.

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.