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.

Scaling limit of weakly bound triatomic states

The usefulness of a scale-independent approach to identify Efimov states in three-body systems is shown by comparing such an approach with a realistic calculation in the case of three helium atoms. We show that the scaling limit is realized in practice in this case, and suggest its application to study other similar systems, including the case where two kinds of atoms are mixed. We also consider the observed large scattering length of the Rb-87 dimer to estimate the critical value of the ground-state energy of the corresponding trimer (greater than or equal to 1.5 mK), in order to allow for one Efimov state above the ground state.

Scaling limit of virtual states of triatomic systems

Natural scales determine the physics of quantum few-body systems with short-range interactions. Thus, the scaling limit is found when the ratio between the scattering length and the interaction range tends to infinity, while the ratio between the physical scales are kept fixed. From the formal point of view, the relation of the scaling limit and the renormalization aspects of a few-body model with a zero-range interaction, through the derivation of subtracted three-body T-matrix equations that are renormalization-group invariant.

Trimer-Tetramer Interwoven States in the Scaling Limit

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

A preliminary assessment of the impact of lowering the illegal per se limit to 0.08 in five states.

National Highway Traffic Safety Administration, Washington, D.C.

Traffic speed limit in the United States.

National Highway Traffic Safety Administration, Washington, D.C.

To provide compliance with the National maximum speed limit [microform] : hearing before the Subcommittee on Transportation of the Committee on Environment and Public Works, United States Senate, Ninety-sixth Congress, second session, on S. 1337 ... June 3, 1980.

Reuse of record except for individual research requires license from Congressional Information Service, Inc.

Public debt limit--1982 [microform] : hearing before the Subcommittee on Taxation and Debt Management of the Committee on Finance, United States Senate, Ninety-seventh Congress, second session, May 27, 1982.

CIS Microfiche Accession Numbers: CIS 82 S361-51

State Department information program--Voice of America : hearings before the Permanent Subcommittee on Investigations of the Committee on Government Operations, United States Senate, Eighty-third Congress, first session, pursuant to S. Res. 40, a resolution authorizing the Committee on Government Operations to employ temporary additional personnel and increasing the limit of expenditures.

Includes indexes.

Public debt act of 1941. Hearings before the Committee on Ways and Means, House of Representatives, Seventy-seventh Congress, first session, on H.R. 2653, a bill to increase the debt limit of the United States, to provide for the federal taxation of future issues of obligations of the United States and its instrumentalities, and for other purposes. Revised. January 29 and 30, 1941.

Robert L. Doughton, chairman.

$700 billion debt limit : hearing before the Committee on Finance, United States Senate, Ninety-fourth Congress, second session, on H.R. 14114 ... June 24, 1976.

Mode of access: Internet.