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.

Effects of animal-plant protein ratio in extruded and expanded diets on nitrogen and energy budgets of juvenile Chinese soft-shelled turtle (Pelodiscus sinensis Wiegmann)

In this study, we investigated the effects of animal-plant protein ratio in extruded and expanded diets on nutrient digestibility, nitrogen and energy budgets of juvenile soft-shelled turtle (Pelodiscus sinensis). Four extruded and expanded feeds (diets 1-4) were formulated with different animal-plant protein ratios (diet 1, 1.50:1; diet 2, 2.95:1; diet 3, 4.92:1; diet 4, 7.29:1). The apparent digestibility coefficients (ADCs) of dry matter and crude lipid for diet 1 were significantly lower than those for diets 2-4. There was no significant difference in crude protein digestibility among diets 1-4. The ADC of carbohydrate was significantly increased with the increase in animal-plant protein. Although nitrogen intake rate, faecal nitrogen loss rate and excretory nitrogen loss rate of turtles fed diet 1 were significantly higher than those fed diets 2-4, nitrogen retention rate, net protein utilization and biological value of protein in these turtles were significantly lower than those fed diets 2-4. In addition, energy intake rate, excretory energy loss rate and heat production rate of turtles fed diet 1 were also significantly higher than those fed diets 2-4. Faecal energy loss was significantly reduced with the increase in the animal-plant protein ratio. The ADC of energy and assimilation efficiency of energy significantly increased with a higher animal-plant protein ratio. The growth efficiency of energy in the group fed diet 1 was significantly lower than those in the groups fed diets 2-4. Together, our results suggest that the optimum animal-plant protein ratio in extruded and expanded diets is around 3:1.

Budgets and dynamics of nitrogen and phosphorus in a shallow, hypereutrophic lake in China

Budgets and dynamics of nitrogen and phosphorus in Lake Donghu were investigated from Oct. 1997 to Sept. 1999. The water residence time was estimated to be 89 days in 1997-1998 and 124 days in 1998-1999. The total external loadings were 53 g N m(-2) yr(-1) and 3.2 g P m(-2) yr(-1) in 1997-1998, and 42 g N m(-2) yr(-1) and 3.1 g P m(-2) yr(-1) in 1998-1999. On average, about 80% of nitrogen and phosphorus input was from sewage outlets, while the rest was from land runoff and precipitation. Ammonium ion was the most abundant form of inorganic nitrogen in the sewage. The nutrient output was mainly through water outflow and fish catch. The percentages of nutrients in fish were estimated to be 7.8%-11.2% for nitrogen and 47.6%- 49.6% for phosphorus. Lake Donghu has a very high nutrient retention (63% for nitrogen and 79% for phosphorus) mainly due to its closure and long water residence time. Sedimentation is an important nutrient retention mechanism in this lake. Using mass balance method, we estimated that denitrification of Lake Donghu involves about 50% of the retained nitrogen. Lake Donghu is rich in inorganic nitrogen and phosphorus and showed great seasonal variation.

Aggre-culture: What do e-book aggregators offer?

Lonsdale, Ray, & Armstrong, Chris (2008) Aggre-culture: What do e-book aggregators offer? Library + Information Update, 7(4), 28-33.

Faith in the Landscape : Overseas Pilgrimages in 'The Book of Margery Kempe'

Watt, D. (2006). Faith in the Landscape: Overseas Pilgrimages in 'The Book of Margery Kempe'. In C. Lees and G. Overing (Eds.), A Place to Believe In: Locating Medieval Landscapes (pp.170-187). University Park (PA): Pennsylvania State University Press. RAE2008

Legendary Poems from the Book of Taliesin

Haycock, M. (2007). Legendary Poems from the Book of Taliesin. Aberystwyth: CMCS publications. RAE2008 Sponsorship: AHRC RONO: AH/D50015X/1

'A Witty Book, but mostly feigned': William Richards' Wallography and perceptions of Wales in later seventeenth-century England

RAE2008

Analysis and Assessment of Conclusions in the White Book regarding Threats and Challenges in EU Common Security and Defence Policy

Among the many issues that were raised in the White Book on National Security of the Republic of Poland (WBNSRP), there were also those related to the functioning of a Common Security and Defence Policy (CSDP). Its importance for the security of Poland was indicated, as well as the need on the part of EU Member States to broaden collaboration in the sphere of security and defence. The key problems occurring in the context of CSDP were also emphasised and their causes indicated. The aim of the article is to present the factors responsible for the weakening of CSDP effectiveness, ones taken into account in the White Book, and subsequently to present a Framework for their analysis in the light of further scholarship.

Health Security in the White Book on National Security of the Republic of Poland - A Review of Provisions

The paper reviews the provisions of the White Book on National Security of the Republic of Poland. It states that the issue of health security is not given adequate significance there. The accessibility of health services is considered, in general, solely in terms of their availability. The assumptions concerning the concept of providing the number of beds required in a state of threat to national security and in time of war do not take into account the current socio-economic conditions and need to be reviewed. The conclusions emphasize the dilemmas that emerge as a result of the unilateral promotion of a single category of national security, that is military security, in the context of ensuring health security.

Lights and shades of mission work, or, Leaves from a worker's note book : being reminiscenses of seven years service at the capital, 1885-1892 / by B.H.W.

http://www.archive.org/details/lightsandshades00bhwuoft

Book Donations from the Estate of Nancy Schwartz

Book Donations from the Estate of Nancy Schwartz

"A Good Reder": the middle English Wise Book of Philosophy and Astronomy, instruction, publics, and manuscripts

The present work is a study of the Middle English prose text known as The Wise Book of Philosophy and Astronomy, a consideration of its transmission and reception history, and a survey of its manuscript witnesses; it also incorporates an edition of the text from two of its manuscripts. The text is a cosmological treatise of approximately five thousand words, written for the most part in English, with astronomical and astrological terms in Latin, though the English translation is frequently given. It is written anonymously, and survives in thirty-three manuscripts.