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.

Controlled amine functionality in self-assembled monolayers via the hidden amine route: chemical and electronic tunability.

A synthetic strategy for fabricating a dense amine functionalized self-assembled monolayer (SAM) on hydroxylated surfaces is presented. The assembly steps are monitored by X-ray photoelectron spectroscopy, Fourier transform infrared- attenuated total reflection, atomic force microscopy, variable angle spectroscopic ellipsometry, UV-vis surface spectroscopy, contact angle wettability, and contact potential difference measurements. The method applies alkylbromide-trichlorosilane for the fabrication of the SAM followed by surface transformation of the bromine moiety to amine by a two-step procedure: S(N)2 reaction that introduces the hidden amine, phthalimide, followed by the removal of the protecting group and exposing the free amine. The use of phthalimide moiety in the process enabled monitoring the substitution reaction rate on the surface (by absorption spectroscopy) and showed first-order kinetics. The simplicity of the process, nonharsh reagents, and short reaction time allow the use of such SAMs in molecular nanoelectronics applications, where complete control of the used SAM is needed. The different molecular dipole of each step of the process, which is verified by DFT calculations, supports the use of these SAMs as means to tune the electronic properties of semiconductors and for better synergism between SAMs and standard microelectronics processes and devices.

Decision making at the front end of innovation: The hidden influence of knowledge and decision criteria

Decision making at the front end of innovation is critical for the success of companies. This paper presents a method, called decision making based on knowledge (DeBK), which was created to analyze the decision-making process at the front end. The method evaluates the knowledge of project information and the importance of decision criteria, compiling a measure that indicates whether decisions are founded on available knowledge and what criteria are in fact being considered to delineate them. The potential contribution of DeBK is corroborated through two projects that faced decision-making issues at the front end of innovation. © 2014 RADMA and John Wiley & Sons Ltd.

Equivalence and Reduction of Hidden Markov Models

This report studies when and why two Hidden Markov Models (HMMs) may represent the same stochastic process. HMMs are characterized in terms of equivalence classes whose elements represent identical stochastic processes. This characterization yields polynomial time algorithms to detect equivalent HMMs. We also find fast algorithms to reduce HMMs to essentially unique and minimal canonical representations. The reduction to a canonical form leads to the definition of 'Generalized Markov Models' which are essentially HMMs without the positivity constraint on their parameters. We discuss how this generalization can yield more parsimonious representations of stochastic processes at the cost of the probabilistic interpretation of the model parameters.

A Moslem seeker after God: showing Islam at its best in the life and teaching of al-Ghazali, mystic and theologian of the eleventh century, by Samuel M. Zwemer ...

http://www.archive.org/details/amoslemseeker00zwemuoft

Hidden Type Variables and Conditional Extension for More Expressive Generic Programs

Generic object-oriented programming languages combine parametric polymorphism and nominal subtype polymorphism, thereby providing better data abstraction, greater code reuse, and fewer run-time errors. However, most generic object-oriented languages provide a straightforward combination of the two kinds of polymorphism, which prevents the expression of advanced type relationships. Furthermore, most generic object-oriented languages have a type-erasure semantics: instantiations of type parameters are not available at run time, and thus may not be used by type-dependent operations. This dissertation shows that two features, which allow the expression of many advanced type relationships, can be added to a generic object-oriented programming language without type erasure: 1. type variables that are not parameters of the class that declares them, and 2. extension that is dependent on the satisfiability of one or more constraints. We refer to the first feature as hidden type variables and the second feature as conditional extension. Hidden type variables allow: covariance and contravariance without variance annotations or special type arguments such as wildcards; a single type to extend, and inherit methods from, infinitely many instantiations of another type; a limited capacity to augment the set of superclasses after that class is defined; and the omission of redundant type arguments. Conditional extension allows the properties of a collection type to be dependent on the properties of its element type. This dissertation describes the semantics and implementation of hidden type variables and conditional extension. A sound type system is presented. In addition, a sound and terminating type checking algorithm is presented. Although designed for the Fortress programming language, hidden type variables and conditional extension can be incorporated into other generic object-oriented languages. Many of the same problems would arise, and solutions analogous to those we present would apply.

Object Detection at the Optimal Scale with Hidden State Shape Models

Hidden State Shape Models (HSSMs) [2], a variant of Hidden Markov Models (HMMs) [9], were proposed to detect shape classes of variable structure in cluttered images. In this paper, we formulate a probabilistic framework for HSSMs which provides two major improvements in comparison to the previous method [2]. First, while the method in [2] required the scale of the object to be passed as an input, the method proposed here estimates the scale of the object automatically. This is achieved by introducing a new term for the observation probability that is based on a object-clutter feature model. Second, a segmental HMM [6, 8] is applied to model the "duration probability" of each HMM state, which is learned from the shape statistics in a training set and helps obtain meaningful registration results. Using a segmental HMM provides a principled way to model dependencies between the scales of different parts of the object. In object localization experiments on a dataset of real hand images, the proposed method significantly outperforms the method of [2], reducing the incorrect localization rate from 40% to 15%. The improvement in accuracy becomes more significant if we consider that the method proposed here is scale-independent, whereas the method of [2] takes as input the scale of the object we want to localize.

A king for the queene: Samuel Sheppard's the faerie king and his reception of Spenser's epic authority

This thesis is the study of the use and abuse of Edmund Spenser as an authority in native English epic literature of the early seventeenth century, within fifty years of his death. It focuses on attempts to emulate or adapt his seminal text, The Faerie Queene (1596), and offers a comparative analysis of two such approaches by the liminal authors, Ralph Knevet and Samuel Sheppard. The former, a tutor to the wealthy Norfolk Paston family, produced his A Supplement of the Ferie Queene in the pre-Civil War period (c.1630-1635), while the latter wrote The Faerie King at the very end of the social upheaval of the war (c.1648-54). The thesis privileges the study of the holograph manuscripts (Cambridge University Library, MS Ee.3.53 and Bodleian Library MS Rawl. Poet. 28 respectively) over the basic editions of these neglected texts. It argues for the need to re-evaluate the significance of such texts within the Spenserian canon and, through new readings of the texts' structures and contexts, the thesis questions the legitimacy of canon formation and continuation, as well as the influence editorial policies and decision making can have on subsequent readers and receptions of the text

Hidden land and changing landscape: Narratives about Mount Khangchendzonga among the Lepcha and the Lhopo

This article explores contemporary ‘hidden land’ narrative constructs of Máyel Lyáng and Beyul Dremojong in Sikkim, India, as conceived by the Lepcha and the Lhopo, two ‘scheduled tribes’. Lepcha and Lhopo narratives about these hidden lands in Mount Khangchendzonga inform us about their contemporary and historical, indigenous and Buddhist contexts and the interactions between these contexts. Lhopo perspectives on the hidden Beyul Dremojong echo classical Tibetan Buddhist ‘revealed treasure’ guidebooks and exist within the complex and reciprocal relationship between the Lhopo and the land they inhabit; development initiatives are understood to have caused illness and death in the Lhopo community of Tashiding, often referred to as the geographical ‘center’ of Beyul Dremojong. Contemporary Lepcha comprehensions of Máyel Lyáng, described in oral narratives within an ethnic community whose cosmology is intimately connected with Mount Khangchendzonga, today show some influence of Lhopo interpretations of Beyul Dremojong and the treasure texts; they also reflect Lepcha fears about cultural dispersion. Present-day narratives about both hidden lands reference notable political events in modern Sikkimese history (encounters with the British; the Chinese occupation of Tibet).

Oscillations by minimal bacterial suicide circuits reveal hidden facets of host-circuit physiology.

Synthetic biology seeks to enable programmed control of cellular behavior though engineered biological systems. These systems typically consist of synthetic circuits that function inside, and interact with, complex host cells possessing pre-existing metabolic and regulatory networks. Nevertheless, while designing systems, a simple well-defined interface between the synthetic gene circuit and the host is frequently assumed. We describe the generation of robust but unexpected oscillations in the densities of bacterium Escherichia coli populations by simple synthetic suicide circuits containing quorum components and a lysis gene. Contrary to design expectations, oscillations required neither the quorum sensing genes (luxR and luxI) nor known regulatory elements in the P(luxI) promoter. Instead, oscillations were likely due to density-dependent plasmid amplification that established a population-level negative feedback. A mathematical model based on this mechanism captures the key characteristics of oscillations, and model predictions regarding perturbations to plasmid amplification were experimentally validated. Our results underscore the importance of plasmid copy number and potential impact of "hidden interactions" on the behavior of engineered gene circuits - a major challenge for standardizing biological parts. As synthetic biology grows as a discipline, increasing value may be derived from tools that enable the assessment of parts in their final context.