Bi-directional double auction for financial market simulation

Typical Double Auction (DA) models assume that trading agents are one-way traders. With this limitation, they cannot directly reflect the fact individual traders in financial markets (the most popular application of double auction) choose their trading directions dynamically. To address this issue, we introduce the Bi-directional Double Auction (BDA) market which is populated by two-way traders. Based on experiments under both static and dynamic settings, we find that the allocative efficiency of a static continuous BDA market comes from rational selection of trading directions and is negatively related to the intelligence of trading strategies. Moreover, we introduce Kernel trading strategy designed based on probability density estimation for general DA market. Our experiments show it outperforms some intelligent DA market trading strategies. Copyright © 2013, International Foundation for Autonomous Agents and Multiagent Systems (www.ifaamas.org). All rights reserved.

An incentivized auction based group-selling approach for demand response management in V2G systems

Vehicle-to-Grid (V2G) system with efficient Demand Response Management (DRM) is critical to solve the problem of supplying electricity by utilizing surplus electricity available at EVs. An incentivilized DRM approach is studied to reduce the system cost and maintain the system stability. EVs are motivated with dynamic pricing determined by the group-selling based auction. In the proposed approach, a number of aggregators sit on the first level auction responsible to communicate with a group of EVs. EVs as bidders consider Quality of Energy (QoE) requirements and report interests and decisions on the bidding process coordinated by the associated aggregator. Auction winners are determined based on the bidding prices and the amount of electricity sold by the EV bidders. We investigate the impact of the proposed mechanism on the system performance with maximum feedback power constraints of aggregators. The designed mechanism is proven to have essential economic properties. Simulation results indicate the proposed mechanism can reduce the system cost and offer EVs significant incentives to participate in the V2G DRM operation.

Improving energy efficiency in a wireless sensor network by combining cooperative MIMO with data aggregation

In wireless sensor networks where nodes are powered by batteries, it is critical to prolong the network lifetime by minimizing the energy consumption of each node. In this paper, the cooperative multiple-input-multiple-output (MIMO) and data-aggregation techniques are jointly adopted to reduce the energy consumption per bit in wireless sensor networks by reducing the amount of data for transmission and better using network resources through cooperative communication. For this purpose, we derive a new energy model that considers the correlation between data generated by nodes and the distance between them for a cluster-based sensor network by employing the combined techniques. Using this model, the effect of the cluster size on the average energy consumption per node can be analyzed. It is shown that the energy efficiency of the network can significantly be enhanced in cooperative MIMO systems with data aggregation, compared with either cooperative MIMO systems without data aggregation or data-aggregation systems without cooperative MIMO, if sensor nodes are properly clusterized. Both centralized and distributed data-aggregation schemes for the cooperating nodes to exchange and compress their data are also proposed and appraised, which lead to diverse impacts of data correlation on the energy performance of the integrated cooperative MIMO and data-aggregation systems.

Emergence of additional visible range photoluminescence due to aggregation of cyanine dye:astraphloxin on carbon nanotubes dispersed with anionic surfactant

Self-organization of organic molecules with carbon nanomaterials leads to formation of functionalized molecular nano-complexes with advanced features. We present a study of physical and chemical properties of carbon nanotube-surfactant-indocarbocyanine dye (astraphloxin) in water focusing on aggregation of the dye and resonant energy transfer from the dye to the nanotubes. Self-assembly of astraphloxin is evidenced in absorbance and photoluminescence depending dramatically on the concentrations of both the dye and surfactant in the mixtures. We observed an appearance of new photoluminescence peaks in visible range from the dye aggregates. The aggregates characterized with red shifted photoluminescence peaks at 595, 635 and 675 nm are formed mainly due to the presence of surfactant at the premicellar concentration. The energy transfer from the dye to the nanotubes amplifying near-infrared photoluminescence from the nanotubes is not affected by the aggregation of astraphloxin molecules providing important knowledge for further development of advanced molecular nano-complexes. The aggregation with the turned-on peaks and the energy transfer with amplified photoluminescence create powerful tools of visualization and/or detection of the nanotubes in visible and near-infrared spectral range, respectively, boosting its possible applications in sensors, energy generation/storage, and healthcare.

Involvement of cell surface TG2 in the aggregation of K562 cells triggered by gluten

Gluten-induced aggregation of K562 cells represents an in vitro model reproducing the early steps occurring in the small bowel of celiac patients exposed to gliadin. Despite the clear involvement of TG2 in the activation of the antigen-presenting cells, it is not yet clear in which compartment it occurs. Herein we study the calcium-dependent aggregation of these cells, using either cell-permeable or cell-impermeable TG2 inhibitors. Gluten induces efficient aggregation when calcium is absent in the extracellular environment, while TG2 inhibitors do not restore the full aggregating potential of gluten in the presence of calcium. These findings suggest that TG2 activity is not essential in the cellular aggregation mechanism. We demonstrate that gluten contacts the cells and provokes their aggregation through a mechanism involving the A-gliadin peptide 31-43. This peptide also activates the cell surface associated extracellular TG2 in the absence of calcium. Using a bioinformatics approach, we identify the possible docking sites of this peptide on the open and closed TG2 structures. Peptide docks with the closed TG2 structure near to the GTP/GDP site, by establishing molecular interactions with the same amino acids involved in stabilization of GTP binding. We suggest that it may occur through the displacement of GTP, switching the TG2 structure from the closed to the active open conformation. Furthermore, docking analysis shows peptide binding with the β-sandwich domain of the closed TG2 structure, suggesting that this region could be responsible for the different aggregating effects of gluten shown in the presence or absence of calcium. We deduce from these data a possible mechanism of action by which gluten makes contact with the cell surface, which could have possible implications in the celiac disease onset.