Price Discovery in the Dual-Platform US Treasury Market

Inter-dealer trading in US Treasury securities is almost equally divided between two electronic trading platforms that have only slight differences in terms of their relative liquidity and transparency. BrokerTec is more active in the trading of 2-, 5-, and 10-year T-notes while eSpeed has more active trading in the 30-year bond. Over the period studied, eSpeed provides a more pre-trade transparent platform than BrokerTec. We examine the contribution to ‘price discovery’ of activity in the two platforms using high frequency data. We find that price discovery does not derive equally from the two platforms and that the shares vary across term to maturity. This can be traced to differential trading activities and transparency of the two platforms.

Wildlife tracking data management: a new vision

To date, the processing of wildlife location data has relied on a diversity of software and file formats. Data management and the following spatial and statistical analyses were undertaken in multiple steps, involving many time-consuming importing/exporting phases. Recent technological advancements in tracking systems have made large, continuous, high-frequency datasets of wildlife behavioral data available, such as those derived from the global positioning system (GPS) and other animal-attached sensor devices. These data can be further complemented by a wide range of other information about the animals’ environment. Management of these large and diverse datasets for modelling animal behaviour and ecology can prove challenging, slowing down analysis and increasing the probability of mistakes in data handling. We address these issues by critically evaluating the requirements for good management of GPS data for wildlife biology. We highlight that dedicated data management tools and expertise are needed. We explore current research in wildlife data management. We suggest a general direction of development, based on a modular software architecture with a spatial database at its core, where interoperability, data model design and integration with remote-sensing data sources play an important role in successful GPS data handling.

Difference equation approach to two-thermocouple sensor characterisation in constant velocity flow environments

Thermocouples are one of the most popular devices for temperature measurement due to their robustness, ease of manufacture and installation, and low cost. However, when used in certain harsh environments, for example, in combustion systems and engine exhausts, large wire diameters are required, and consequently the measurement bandwidth is reduced. This article discusses a software compensation technique to address the loss of high frequency fluctuations based on measurements from two thermocouples. In particular, a difference equation sDEd approach is proposed and compared with existing methods both in simulation and on experimental test rig data with constant flow velocity. It is found that the DE algorithm, combined with the use of generalized total least squares for parameter identification, provides better performance in terms of time constant estimation without any a priori assumption on the time constant ratios of the thermocouples.

Multiphoton absorption by helium, magnesium and H-2 at high frequencies and intensities

We review principally some recent work carried out in Belfast and Heraklion which handles the few-electron dynamics of atomic and molecular systems exposed to high frequency. high intensity laser fields. The design and application of the quantitatively accurate computational methods is discussed. The Belfast work is illustrated by results for double ionization of helium and the hydrogen molecule where in each case the two electrons have been handled in full-dimensionality. The first results for multiphoton, double ionization of a complex atom, namely magnesium demonstrate an important application of the Heraklion approach.

Frequency coupling in dual frequency capacitively coupled radio-frequency plasmas

An industrial, confined, dual frequency, capacitively coupled, radio-frequency plasma etch reactor Exelan®, Lam Research has been modified for spatially resolved optical measurements. Space and phase resolved optical emission spectroscopy yields insight into the dynamics of the discharge. A strong coupling of the two frequencies is observed in the emission profiles. Consequently, the ionization dynamics, probed through excitation, is determined by both frequencies. The control of plasma density by the high frequency is, therefore, also influenced by the low frequency. Hence, separate control of plasma density and ion energy is rather complex.

Space and phase resolved plasma parameters in an industrial dual-frequency capacitively coupled radio-frequency discharge

The dynamics of high energetic electrons (>= 11.7 eV) in a modified industrial confined dual-frequency capacitively coupled RF discharge (Exelan, Lam Research Inc.), operated at 1.937 MHz and 27.118 MHz, is investigated by means of phase resolved optical emission spectroscopy. Operating in a He-O-2. plasma with small rare gas admixtures the emission is measured, with one-dimensional spatial resolution along the discharge axis. Both the low and high frequency RF cycle are resolved. The diagnostic is based on time dependent measurements of the population densities of specifically chosen excited rare gas states. A time dependent model, based on rate equations, describes the dynamics of the population densities of these levels. Based on this model and the comparison of the excitation of various rare gas states, with different excitation thresholds, time and space resolved electron temperature, propagation velocity and qualitative electron density as well as electron energy distribution functions are determined. This information leads to a better understanding of the dual-frequency sheath dynamics and shows, that separate control of ion energy and electron density is limited.

Radiowave propagation from a tissue-implanted source at 418 MHz and 916.5 MHz

Tissue-implanted ultra-high frequency (UHF) radio devices are being employed in both humans and animals for telemetry and telecommand applications, This paper describes the experimental measurement and electromagnetic modeling of propagation from 418-MHz and 916.5-MHz sources placed in the human vagina. Whole-body homogeneous and semi-segmented software models were constructed using data from the Visible Human Project. Bodyworn radiation efficiencies for a vaginally placed 418-MHz source were calculated using finite-difference time-domain and ranged between 1.6% and 3.4% (corresponding to net body losses of between 14.7 and 18.0 dB), Greater losses were encountered at 916.5 MHz, with efficiencies between 0.36% and 0.46% (net body loss ranging between 23.4 and 24.4 dB), Practical measurements were in good agreement with simulations, to within 2 dB at 418 MHz and 3 dB at 916.5 MHz. The degree of tissue-segmentation for whole-body models was found to have a minimal effect on calculated azimuthal radiation patterns and bodyworn radiation efficiency, provided the region surrounding the implanted source was sufficiently detailed.

A Phase Grating Approach to Modeling Surface Diffusion in FDTD Room Acoustics Simulations

In this paper, a method for modeling diffusive boundaries in finite difference time domain (FDTD) room acoustics simulations with the use of impedance filters is presented. The proposed technique is based on the concept of phase grating diffusers, and realized by designing boundary impedance filters from normal-incidence reflection filters with added delay. These added delays, that correspond to the diffuser well depths, are varied across the boundary surface, and implemented using Thiran allpass filters. The proposed method for simulating sound scattering is suitable for modeling high frequency diffusion caused by small variations in surface roughness and, more generally, diffusers characterized by narrow wells with infinitely thin separators. This concept is also applicable to other wave-based modeling techniques. The approach is validated by comparing numerical results for Schroeder diffusers to measured data. In addition, it is proposed that irregular surfaces are modeled by shaping them with Brownian noise, giving good control over the sound scattering properties of the simulated boundary through two parameters, namely the spectral density exponent and the maximum well depth.

Behavioral plasticity allows short-term adjustment to a novel environment

Many species are currently experiencing anthropogenically driven environmental changes. Among these changes, increasing noise levels are specifically a problem for species relying on acoustic communication. Recent evidence suggests that some species adjust their acoustic signals to man-made noise. However, it is unknown whether these changes occur through short-term and reversible adjustments by behavioral plasticity or through long-term adaptations by evolutionary change. Using behavioral observations and playback experiments, we show that male reed buntings (Emberiza schoeniclus) adjusted their songs immediately, singing at a higher minimum frequency and at a lower rate when noise levels were high. Our data showed that these changes in singing behavior were short-term adjustments of signal characteristics resulting from behavioral plasticity, rather than a long-term adaptation. However, more males remained unpaired at a noisy location than at a quiet location throughout the breeding season. Thus, phenotypic plasticity enables individuals to respond to environmental changes, but whether these short-term adjustments are beneficial remains to be seen.

Systematic review and meta-analysis of the association between complement component 3 and age-related macular degeneration: A HUGE review and meta-analysis

We performed a meta-analysis to estimate the magnitude of C3 gene polymorphism effects, and their possible mode of action, on age-related macular degeneration (AMD). The meta-analysis included 16 studies for rs2230199 and 7 studies for rs1047286. Data extraction and risk of bias assessments were performed in duplicate, and heterogeneity and publication bias were explored. There was moderate evidence for association between both polymorphisms and AMD in individuals of European descent. For rs2230199, patients with CG and GG genotypes were 1.44 (95% CI: 1.33 – 1.56) and 1.88 (95% CI: 1.59 – 2.23) times more likely to have AMD than patients with CC genotype. For rs1047286, those with GA and AA genotypes had 1.27 (95% CI: 1.15 – 1.41) and 1.70 (95% CI: 1.27 – 2.11) times higher risk of AMD than those with GG genotypes. These gene effects suggested an additive model. The population attributable risks for the GG/GC and AA/GA genotypes are approximately 5-10%. Stratification of studies on the basis of ethnicity indicates that these variants are very infrequent in Asian populations and the significance of the effect observed is based largely on the high frequency of these variants within individuals of European descent. This meta-analysis supports the association between C3 and AMD and provides a robust estimate of the genetic risk.

Decomposing the mid-holocene Tsuga decline in eastern North America

The mid-Holocene decline of Tsuga canadensis (hereafter Tsuga) populations across eastern North America is widely perceived as a synchronous event, driven by pests/pathogens, rapid climate change, or both. Pattern identification and causal attribution are hampered by low stratigraphic density of pollen-sampling and radiometric dates at most sites, and by absence of highly resolved, paired pollen and paleoclimate records from single sediment cores, where chronological order of climatic and vegetational changes can be assessed. We present an intensely sampled (contiguous 1-cm intervals) record of pollen and water table depth (inferred from testate amoebae) from a single core spanning the Tsuga decline at Irwin Smith Bog in Lower Michigan, with high-precision chronology. We also present an intensively sampled pollen record from Tower Lake in Upper Michigan. Both sites show high-magnitude fluctuations in Tsuga pollen percentages during the pre-decline maximum. The terminal decline is dated at both sites ca. 5000 cal yr BP, some 400 years later than estimates from other sites and data compilations. The terminal Tsuga decline was evidently heterochronous across its range. A transient decline ca. 5350 cal yr BP at both sites may correspond to the terminal decline at other sites in eastern North America. At Irwin Smith Bog, the terminal Tsuga decline preceded an abrupt and persistent decline in water table depths by;200 years, suggesting the decline was not directly driven by abrupt climate change. The Tsuga decline may best be viewed as comprising at least three phases: a long-duration predecline maximum with high-magnitude and high-frequency fluctuations, followed by a terminal decline at individual sites, followed in turn by two millennia of persistently low Tsuga populations. These phases may not be causally linked, and may represent dynamics taking place at multiple temporal and spatial scales. Further progress toward understanding the phenomenon requires an expanded network of high-resolution pollen and paleoclimate chronologies.

Comments and Additional Work on “High-Pressure Volumetric Properties of Imidazolium-Based Ionic Liquids: Effect of the Anion”

This works follows a publication of our group in J. Chem. Eng. Data2007, 52, 2204–2211 presenting high temperature and pressure density data for five imidazolium-based ionic liquids. At this period, very few ionic liquid density data were available in the literature, especially at high pressure, and the uncertainty of published results was calculated with respect to the literature data available for three of the five ionic liquids studied. Since 2007, the ionic liquid density databank has largely increased. In this work, a comparison of our published data in J. Chem. Eng. Data2007, 52, 2204–2211, with more than 1800 high pressure data coming from the literature up to December 2011 is presented to assess the uncertainty of our published values. The claimed uncertainty is close to 0.31 % for all IL density data sets except in the case of the [C1C2Im][EtSO4], where the uncertainty is up to 1.1 %. Reported data in J. Chem. Eng. Data2007, 52, 2204–2211, for this particular ionic liquid cannot be used as a reference. For this ionic liquid, new density measurements of the same sample batch have been remeasured by using the same experimental technique, and new experimental data presented herein are clearly higher than our previous published results. A 1H NMR analysis of the sample has confirmed hydrolysis of the ethylsulfate anion to ethanol and hydrogenate anion which explains the differences observed between our density data and the literature.

SiGe V Band Wide Tuning-Range VCO and Frequency Divider for Phase Locked Loop

A V-band wide tuning-range VCO and high frequency divide-by-8 frequency divider using Infineon 0.35 µm SiGe HBT process are presented in this paper. An LC impedance peaking technique is introduced in the Miller divider to increase the sensitivity and operation frequency range of the frequency divider. Two static frequency dividers implemented using current mode logic are used to realize dividing by 4 in the circuit. The wide tuning range VCO operates from 51.9 to 64.1 GHz i.e. 20.3% frequency tuning range. The measured phase noise at the frequency divider output stage is around -98.5 dBc at 1 MHz. The circuit consumes 200mW and operates from a 3.5Vdc supply, and occupies 0.6×0.8 mm2 die area.

Novel Radio Link Buffer Management Schemes for End-User Multi-class Traffic in High Speed Packet Access Networks

The requirement to provide multimedia services with QoS support in mobile networks has led to standardization and deployment of high speed data access technologies such as the High Speed Downlink Packet Access (HSDPA) system. HSDPA improves downlink packet data and multimedia services support in WCDMA-based cellular networks. As is the trend in emerging wireless access technologies, HSDPA supports end-user multi-class sessions comprising parallel flows with diverse Quality of Service (QoS) requirements, such as real-time (RT) voice or video streaming concurrent with non real-time (NRT) data service being transmitted to the same user, with differentiated queuing at the radio link interface. Hence, in this paper we present and evaluate novel radio link buffer management schemes for QoS control of multimedia traffic comprising concurrent RT and NRT flows in the same HSDPA end-user session. The new buffer management schemes—Enhanced Time Space Priority (E-TSP) and Dynamic Time Space Priority (D-TSP)—are designed to improve radio link and network resource utilization as well as optimize end-to-end QoS performance of both RT and NRT flows in the end-user session. Both schemes are based on a Time-Space Priority (TSP) queuing system, which provides joint delay and loss differentiation between the flows by queuing (partially) loss tolerant RT flow packets for higher transmission priority but with restricted access to the buffer space, whilst allowing unlimited access to the buffer space for delay-tolerant NRT flow but with queuing for lower transmission priority. Experiments by means of extensive system-level HSDPA simulations demonstrates that with the proposed TSP-based radio link buffer management schemes, significant end-to-end QoS performance gains accrue to end-user traffic with simultaneous RT and NRT flows, in addition to improved resource utilization in the radio access network.