Time and the price impact of a trade

We use Hasbrouck's (1991) vector autoregressive model for prices and trades to empirically test and assess the role played by the waiting time between consecutive transactions in the process of price formation. We find that as the time duration between transactions decreases, the price impact of trades, the speed of price adjustment to trade‐related information, and the positive autocorrelation of signed trades all increase. This suggests that times when markets are most active are times when there is an increased presence of informed traders; we interpret such markets as having reduced liquidity.

Computing journey start times with recurrent traffic conditions

n this study, the authors discuss the effective usage of technology to solve the problem of deciding on journey start times for recurrent traffic conditions. The developed algorithm guides the vehicles to travel on more reliable routes that are not easily prone to congestion or travel delays, ensures that the start time is as late as possible to avoid the traveller waiting too long at their destination and attempts to minimise the travel time. Experiments show that in order to be more certain of reaching their destination on time, a traveller has to leave early and correspondingly arrive early, resulting in a large waiting time. The application developed here asks the user to set this certainty factor as per the task in hand, and computes the best start time and route.

Dynamic distributed lanes: motion planning for multiple autonomous vehicles

Unorganized traffic is a generalized form of travel wherein vehicles do not adhere to any predefined lanes and can travel in-between lanes. Such travel is visible in a number of countries e.g. India, wherein it enables a higher traffic bandwidth, more overtaking and more efficient travel. These advantages are visible when the vehicles vary considerably in size and speed, in the absence of which the predefined lanes are near-optimal. Motion planning for multiple autonomous vehicles in unorganized traffic deals with deciding on the manner in which every vehicle travels, ensuring no collision either with each other or with static obstacles. In this paper the notion of predefined lanes is generalized to model unorganized travel for the purpose of planning vehicles travel. A uniform cost search is used for finding the optimal motion strategy of a vehicle, amidst the known travel plans of the other vehicles. The aim is to maximize the separation between the vehicles and static obstacles. The search is responsible for defining an optimal lane distribution among vehicles in the planning scenario. Clothoid curves are used for maintaining a lane or changing lanes. Experiments are performed by simulation over a set of challenging scenarios with a complex grid of obstacles. Additionally behaviours of overtaking, waiting for a vehicle to cross and following another vehicle are exhibited.

Preoperative predictors for postoperative problems in heart transplantation: psychiatric and psychosocial considerations

The psychiatric and psychosocial evaluation of the heart transplant candidate can identify particular predictors for postoperative problems. These factors, as identified during the comprehensive evaluation phase, provide an assessment of the candidate in context of the proposed transplantation protocol. Previous issues with compliance, substance abuse, and psychosis are clear indictors of postoperative problems. The prolonged waiting list time provides an additional period to evaluate and provide support to patients having a terminal disease who need a heart transplant, and are undergoing prolonged hospitalization. Following transplantation, the patient is faced with additional challenges of a new self-image, multiple concerns, anxiety, and depression. Ultimately, the success of the heart transplantation remains dependent upon the recipient's ability to cope psychologically and comply with the medication regimen. The limited resource of donor hearts and the high emotional and financial cost of heart transplantation lead to an exhaustive effort to select those patients who will benefit from the improved physical health the heart transplant confers.

Looking in the wrong place for healthcare improvements: a system dynamics study of an accident and emergency department

Accident and Emergency (A&E) units provide a route for patients requiring urgent admission to acute hospitals. Public concern over long waiting times for admissions motivated this study, whose aim is to explore the factors which contribute to such delays. The paper discusses the formulation and calibration of a system dynamics model of the interaction of demand pattern, A&E resource deployment, other hospital processes and bed numbers; and the outputs of policy analysis runs of the model which vary a number of the key parameters. Two significant findings have policy implications. One is that while some delays to patients are unavoidable, reductions can be achieved by selective augmentation of resources within, and relating to, the A&E unit. The second is that reductions in bed numbers do not increase waiting times for emergency admissions, their effect instead being to increase sharply the number of cancellations of admissions for elective surgery. This suggests that basing A&E policy solely on any single criterion will merely succeed in transferring the effects of a resource deficit to a different patient group.

Recognition, assessment and treatment of social anxiety disorder: summary of NICE guidance

Social anxiety disorder is one of the most persistent and common of the anxiety disorders, with lifetime prevalence rates in Europe of 6.7% (range 3.9-13.7%).1 It often coexists with depression, substance use disorder, generalised anxiety disorder, panic disorder, and post-traumatic stress disorder.2 It can severely impair a person’s daily functioning by impeding the formation of relationships, reducing quality of life, and negatively affecting performance at work or school. Despite this, and the fact that effective treatments exist, only about half of people with this condition seek treatment, many after waiting 10-15 years.3 Although about 40% of those who develop the condition in childhood or adolescence recover before adulthood,4 for many the disorder persists into adulthood, with the chance of spontaneous recovery then limited compared with other mental health problems. This article summarises the most recent recommendations from the National Institute for Health and Care Excellence (NICE) on recognising, assessing, and treating social anxiety disorder in children, young people, and adults.5

Transmathematical basis of infinitely scalable pipeline machines

We describe infinitely scalable pipeline machines with perfect parallelism, in the sense that every instruction of an inline program is executed, on successive data, on every clock tick. Programs with shared data effectively execute in less than a clock tick. We show that pipeline machines are faster than single or multi-core, von Neumann machines for sufficiently many program runs of a sufficiently time consuming program. Our pipeline machines exploit the totality of transreal arithmetic and the known waiting time of statically compiled programs to deliver the interesting property that they need no hardware or software exception handling.

Incremental processing in head-final child language: online comprehension of relative clauses in Turkish-speaking children and adults

The present study investigates the parsing of pre-nominal relative clauses (RCs) in children for the first time with a realtime methodology that reveals moment-to-moment processing patterns as the sentence unfolds. A self-paced listening experiment with Turkish-speaking children (aged 5–8) and adults showed that both groups display a sign of processing cost both in subject and object RCs at different points through the flow of the utterance when integrating the cues that are uninformative (i.e., ambiguous in function) and that are structurally and probabilistically unexpected. Both groups show a processing facilitation as soon as the morphosyntactic dependencies are completed and parse the unbounded dependencies rapidly using the morphosyntactic cues rather than waiting for the clause-final filler. These findings show that five-year-old children show similar patterns to adults in processing the morphosyntactic cues incrementally and in forming expectations about the rest of the utterance on the basis of the probabilistic model of their language.

A moving point approach to model shallow ice sheets: a study case with radially-symmetrical ice sheets

Predicting the evolution of ice sheets requires numerical models able to accurately track the migration of ice sheet continental margins or grounding lines. We introduce a physically based moving point approach for the flow of ice sheets based on the conservation of local masses. This allows the ice sheet margins to be tracked explicitly and the waiting time behaviours to be modelled efficiently. A finite difference moving point scheme is derived and applied in a simplified context (continental radially-symmetrical shallow ice approximation). The scheme, which is inexpensive, is validated by comparing the results with moving-margin exact solutions and steady states. In both cases the scheme is able to track the position of the ice sheet margin with high precision.

A moving-point approach to model shallow ice sheets: a study case with radially symmetrical ice sheets

Predicting the evolution of ice sheets requires numerical models able to accurately track the migration of ice sheet continental margins or grounding lines. We introduce a physically based moving-point approach for the flow of ice sheets based on the conservation of local masses. This allows the ice sheet margins to be tracked explicitly. Our approach is also well suited to capture waiting-time behaviour efficiently. A finite-difference moving-point scheme is derived and applied in a simplified context (continental radially symmetrical shallow ice approximation). The scheme, which is inexpensive, is verified by comparing the results with steady states obtained from an analytic solution and with exact moving-margin transient solutions. In both cases the scheme is able to track the position of the ice sheet margin with high accuracy.

Vasectomy within the public health services in Campinas, Sao Paulo, Brazil

Objective: To describe some of the characteristics of men who underwent a vasectomy in the public health network of Campinas, Sao Paulo, Brazil. Methods: A descriptive study including 202 men randomly selected from a list of all the men vasectomized between 1998 and 2004 in the public health network. Results: Most of the men were 30 years of age or older when vasectomized, had completed elementary school and had two or more children of both sexes. Most of the men came from the lowest income segment of the population: 47.6% in 1998-1999 and 61.3% in 2003-2004. Although the men knew various contraceptive methods, 51.2% reported that their partners were using combined oral contraceptives at the time of surgery. Most men initially sought information on vasectomy at health-care clinics where care was provided by a multidisciplinary team; most received counselling, however, 47.9% of the men waited more than 4 months for the vasectomy. Conclusions: The profile of the vasectomized men in this study appears to indicate that the low-income population from Campinas, Sao Paulo, Brazil has access to vasectomy; however, the waiting time for vasectomy reveals that difficulties exist in obtaining this contraceptive method in the public health service.

QoS Evaluation of BandwidthSchedulers in IPTV Networks OfferedSRD Fluid Video Traffic

Internet protocol TV (IPTV) is predicted to be the key technology winner in the future. Efforts to accelerate the deployment of IPTV centralized model which is combined of VHO, encoders, controller, access network and Home network. Regardless of whether the network is delivering live TV, VOD, or Time-shift TV, all content and network traffic resulting from subscriber requests must traverse the entire network from the super-headend all the way to each subscriber's Set-Top Box (STB).IPTV services require very stringent QoS guarantees When IPTV traffic shares the network resources with other traffic like data and voice, how to ensure their QoS and efficiently utilize the network resources is a key and challenging issue. For QoS measured in the network-centric terms of delay jitter, packet losses and bounds on delay. The main focus of this thesis is on the optimized bandwidth allocation and smooth datatransmission. The proposed traffic model for smooth delivering video service IPTV network with its QoS performance evaluation. According to Maglaris et al [5] First, analyze the coding bit rate of a single video source. Various statistical quantities are derived from bit rate data collected with a conditional replenishment inter frame coding scheme. Two correlated Markov process models (one in discrete time and one incontinuous time) are shown to fit the experimental data and are used to model the input rates of several independent sources into a statistical multiplexer. Preventive control mechanism which is to be include CAC, traffic policing used for traffic control.QoS has been evaluated of common bandwidth scheduler( FIFO) by use fluid models with Markovian queuing method and analysis the result by using simulator andanalytically, Which is measured the performance of the packet loss, overflow and mean waiting time among the network users.

PERFORMANCE EVOLUTION OF PEER TO PEER NETWORKS

This thesis work concerns about the Performance evolution of peer to peer networks, where we used different distribution technique’s of peer distribution like Weibull, Lognormal and Pareto distribution process. Then we used a network simulator to evaluate the performance of these three distribution techniques.During the last decade the Internet has expanded into a world-wide network connecting millions of hosts and users and providing services for everyone. Many emerging applications are bandwidth-intensive in their nature; the size of downloaded files including music and videos can be huge, from ten megabits to many gigabits. The efficient use of network resources is thus crucial for the survivability of the Internet. Traffic engineering (TE) covers a range of mechanisms for optimizing operational networks from the traffic perspective. The time scale in traffic engineering varies from the short-term network control to network planning over a longer time period.Here in this thesis work we considered the peer distribution technique in-order to minimise the peer arrival and service process with three different techniques, where we calculated the congestion parameters like blocking time for each peer before entering into the service process, waiting time for a peers while the other peer has been served in the service block and the delay time for each peer. Then calculated the average of each process and graphs have been plotted using Matlab to analyse the results

Simulation of Sawmill Yard Operations Using Software Agents

Bergkvist insjön AB is a sawmill yard which is capable of producing 350,000 cubic meter of timber every year this requires lot of internal resources. Sawmill operations can be classified as unloading, sorting, storage and production of timber. In the company we have trucks arriving at random they have to be unloaded and sent back at the earliest to avoid queuing up of trucks creating a problem for truck owners. The sawmill yard has to operate with two log stackers that does several tasks including transporting the logs from trucks to measurement station where the logs will be sorted into classes and dropped into pockets from pockets to the sorted timber yard where they are stored and finally from there to sawmill for final processing. The main issue that needs to be answered here is the lining up trucks that are waiting to be unload, creating a problem for both sawmill as well as the truck owners and given huge production volume, it is certain that handling of resources is top priority. A key challenge in handling of resources would be unloading of trucks and finding a way to optimize internal resources.To address this problem i have experimented on different ways of using internal resources, i have designed different cases, in case 1 we have both the log stackers working on sawmill and measurement station. The main objective of having this case is to make sawmill and measurement station to work all the time. Then in case 2, i have divided the work between both the log stackers, one log stacker will be working on sawmill and pocket_control and second log stacker will be working on measurement station and truck. Then in case 3 we have only one log stacker working on all the agents, this case was designed to reduce cost of production, as the experiment cannot be done in real-time due to operational cost, for this purpose simulation is used, preliminary investigation into simulation results suggested that case 2 is the best option has it reduced waiting time of trucks considerably when compared with other cases and it showed 50% increase in optimizing internal resources.

QoS evaluation of Bandwidth Schedulers in IPTV Networks Offered SRD Fluid Video Traffic

Internet protocol TV (IPTV) is predicted to be the key technology winner in the future. Efforts to accelerate the deployment of IPTV centralized model which is combined of VHO, encoders, controller, access network and Home network. Regardless of whether the network is delivering live TV, VOD, or Time-shift TV, all content and network traffic resulting from subscriber requests must traverse the entire network from the super-headend all the way to each subscriber's Set-Top Box (STB). IPTV services require very stringent QoS guarantees When IPTV traffic shares the network resources with other traffic like data and voice, how to ensure their QoS and efficiently utilize the network resources is a key and challenging issue. For QoS measured in the network-centric terms of delay jitter, packet losses and bounds on delay. The main focus of this thesis is on the optimized bandwidth allocation and smooth data transmission. The proposed traffic model for smooth delivering video service IPTV network with its QoS performance evaluation. According to Maglaris et al [5] first, analyze the coding bit rate of a single video source. Various statistical quantities are derived from bit rate data collected with a conditional replenishment inter frame coding scheme. Two correlated Markov process models (one in discrete time and one in continuous time) are shown to fit the experimental data and are used to model the input rates of several independent sources into a statistical multiplexer. Preventive control mechanism which is to be including CAC, traffic policing used for traffic control. QoS has been evaluated of common bandwidth scheduler( FIFO) by use fluid models with Markovian queuing method and analysis the result by using simulator and analytically, Which is measured the performance of the packet loss, overflow and mean waiting time among the network users.