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.

Optimal recall from bounded metaplastic synapses: predicting functional adaptations in hippocampal area CA3.

A venerable history of classical work on autoassociative memory has significantly shaped our understanding of several features of the hippocampus, and most prominently of its CA3 area, in relation to memory storage and retrieval. However, existing theories of hippocampal memory processing ignore a key biological constraint affecting memory storage in neural circuits: the bounded dynamical range of synapses. Recent treatments based on the notion of metaplasticity provide a powerful model for individual bounded synapses; however, their implications for the ability of the hippocampus to retrieve memories well and the dynamics of neurons associated with that retrieval are both unknown. Here, we develop a theoretical framework for memory storage and recall with bounded synapses. We formulate the recall of a previously stored pattern from a noisy recall cue and limited-capacity (and therefore lossy) synapses as a probabilistic inference problem, and derive neural dynamics that implement approximate inference algorithms to solve this problem efficiently. In particular, for binary synapses with metaplastic states, we demonstrate for the first time that memories can be efficiently read out with biologically plausible network dynamics that are completely constrained by the synaptic plasticity rule, and the statistics of the stored patterns and of the recall cue. Our theory organises into a coherent framework a wide range of existing data about the regulation of excitability, feedback inhibition, and network oscillations in area CA3, and makes novel and directly testable predictions that can guide future experiments.

Photosynthetic responses to inorganic carbon in Ulva lactuca under aquatic and aerial states

Intertidal macroalgae experience continual alternation of photosynthesis between aquatic state at high tide and aerial state at low tide. The comparative photosynthetic responses to inorganic carbon were investigated in the common intertidal macroalga Ulva lactuca L. along the coast of Shantou between aquatic and aerial state. The inorganic carbon dissolved in seawater at present could fully (at 10 degreesC or 20 degreesC) or nearly (at 30 degreesC) saturate the aquatic photosynthesis of U. lactuca. However, the aerial photosynthesis was limited by current ambient atmospheric CO2 level, and such a limitation was more severe at higher temperature (20degrees - 30degrees T) than at lower temperature (10 T). The carbon-saturated maximal photosynthesis of U. lactuca under aerial state was much greater than that under aquatic state at 10 degreesC and 20 degreesC, while the maximal photosynthesis under both states was similar at 30 degreesC. The aerial values of K-m (CO2) for photosynthesis were higher than the aquatic values. On the contrary, the values of apparent photosynthetic CO2 conductance under aerial state were considerably lower than that under aquatic state. It was concluded that the increase of atmospheric CO2 would enhance the primary productivity of U. lactuca through stimulating the photosynthesis under aerial state during low tide.

Tuning of the two electron states in quantum rings through the spin-orbit interaction

The effect of the Coulomb interaction on the energy spectrum and anisotropic distribution of two electron states in a quantum ring in the presence of Rashba spin-orbit interaction (RSOI) and Dresselhaus SOI (DSOI) is investigated in the presence of a perpendicular magnetic field. We find that the interplay between the RSOI and DSOI makes the single quantum ring behaves like a laterally coupled quantum dot and the interdot coupling can be tuned by changing the strengths of the SOIs. The interplay can lead to singlet-triplet state mixing and anticrossing behavior when the singlet and triplet states meet with increasing magnetic field. The two electron ground state displays a bar-bell-like spatial anisotropic distribution in a quantum ring at a specific crystallographic direction, i.e., [110] or [1 (1) over bar0], which can be switched by reversing the direction of the perpendicular electric field. The ground state exhibits a singlet-triplet state transition with increasing magnetic field and strengths of RSOI and DSOI. An anisotropic electron distribution is predicted which can be detected through the measurement of its optical properties.

Magnetic quantum oscillations for the surface states of topological insulator Bi2Se3

We study quantum oscillations of the magnetization in Bi2Se3 (111) surface system in the presence of a perpendicular magnetic field. The combined spin-chiral Dirac cone and Landau quantization produce profound effects on the magnetization properties that are fundamentally different from those in the conventional semiconductor two-dimensional electron gas. In particular, we show that the oscillating center in the magnetization chooses to pick up positive or negative values depending on whether the zero-mode Landau level is occupied or empty. An intuitive analysis of these features is given and the subsequent effects on the magnetic susceptibility and Hall conductance are also discussed.

Low-energy exciton states in a ZnO cylindrical nanodisk

We consider the electron-hole pair confined in a simplified infinite potential. The low-lying excition states in a ZnO cylindrical nanodisk are calculated based on effective-mass theory. To further understand the optical properties, we calculate the linear optical susceptibilities chi(w) and the radiative recombination lifetime tau of excitons in a ZnO nanodisk. The exciton radiative lifetime in a cylindrical nanodisk is of the order of tens of picoseconds, which is small compared with the lifetime of bulk ZnO material. (C) 2008 American Institute of Physics. [DOI: 10.1063/1.3006134]

Spin states in semiconductor quantum dot with a single magnetic ion

We investigate theoretically CdTe quantum dots containing a single Mn2+ impurity, including the sp-d exchange interaction between carriers and the magnetic ion and the short-range exchange interaction between electron and hole. We find anticrossing behaviors in the energy spectrum of the electron-hole (e-h) pair that arise from the interplay between exchange interactions and the magnetic field. In addition to the s-d exchange interaction, we find that other mechanisms inducing the anticrossings become important in the strong heavy hole-light hole (hh-lh) mixing regime. The transition strengths between the states with spin projection of Mn2+ ion S-z not equal -5/2 (S-z = -5/2) decrease (increase) with increasing magnetic fields due to the alignment of the Mn2+ spin. The spin splitting of the e-h pair states depends sensitively on the external magnetic and electric field, which reveals useful information about the spin orientation and position of the magnetic ion. Meanwhile, the manipulation of the position of the magnetic ion offers us a way to control the spin splitting of the carriers. (C) 2008 Elsevier B.V. All rights reserved.

Electronic states of InAs/GaAs tyre-shape quantum ring

In the framework of the effective mass theory, this paper calculates the electron energy levels of an InAs/GaAs tyre-shape quantum ring (TSQR) by using the plane wave basis. The results show that the electron energy levels are sensitively dependent on the TSQR's section thickness d, and insensitively dependent on TSQR's section inner radius R-1 and TSQR's inner radius R-2. The model and results provide useful information for the design and fabrication of InAs/GaAs TSQRs.

Direct observation of coherent spin transfer processes in an InGaAs/GaAs quantum well via two-color time-resolved Kerr rotation measurements

A two-color time-resolved Kerr rotation spectroscopy system was built, with a femtosecond Ti:sapphire laser and a photonic crystal fiber, to study coherent spin transfer processes in an InGaAs/GaAs quantum well sample. The femtosecond Ti:sapphire laser plays two roles: besides providing a pump beam with a tunable wavelength, it also excites the photonic crystal fiber to generate supercontinuum light ranging from 500 nm to 1600 nm, from which a probe beam with a desirable wavelength is selected with a suitable interference filter. With such a system, we studied spin transfer processes between two semiconductors of different gaps in an InGaAs/GaAs quantum well sample. We found that electron spins generated in the GaAs barrier were transferred coherently into the InGaAs quantum well. A model based on rate equations and Bloch-Torrey equations is used to describe the coherent spin transfer processes quantitatively. With this model, we obtain an effective electron spin accumulation time of 21 ps in the InGaAs quantum well.

Spin states and persistent currents in a quantum ring with an embedded magnetic impurity

Spin states and persistent currents are investigated theoretically in a quantum ring with an embedded magnetic ion under a uniform magnetic field including the spin-orbit interactions. The magnetic impurity acts as a spin-dependent delta-potential for electrons and results in gaps in the energy spectrum, consequently suppressing the oscillation of the persistent currents. The competition between the Zeeman splittings and the s-d exchange interaction leads to a transition of the electron ground state in the ring. The interplay between the periodic potential induced by the Rashba and Dresselhaus spin-orbit interactions and the delta-potential induced by the magnetic impurity leads to significant variation in the energy spectrum, charge density distribution, and persistent currents of electrons in the ring.

Optimal teleportation via thermal entangled states of a two-qubit Heisenberg chain

We study the optimal teleportation based on Bell measurements via the thermal states of a two-qubit Heisenberg XXX chain in the presence of the Dzyaloshinsky-Moriya (DM) anisotropic antisymmetric interaction and obtain an optimal unitary transformation. The explicit expressions of the output state and the teleportation fidelity are presented and compared with those of the standard protocol. It is shown that in this protocol the teleportation fidelity is always larger and the unit fidelity is achieved at zero temperature. The DM interaction can enhance the teleportation fidelity at finite temperatures, as opposed to the effect of the interaction in the standard protocol. Cases with other types of anisotropies are also discussed. Copyright (C) EPLA, 2009

Gap states and microstructure of microcrystalline silicon thin films

The density of states (DOS) above Fermi level of hydrogenated microcrystalline silicon (mu c-Si H) films is correlated to the material microstructure. We use Raman scattering and infrared absorption spectra to characterize the structure of the films made with different hydrogen dilution ratios. The DOS of the films is examined by modulated photocurrent measurement. The results have been accounted for in the framework of a three-phase model comprised of amorphous and crystalline components, with the grain boundary as the third phase. We observed that the DOS increases monotonically as the grain boundary volume fractions f(gb) is increased, which indicates a positive correlation between the DOS and the grain boundary volume fraction.

Spin states in InAs/AlSb/GaSb semiconductor quantum wells

We investigate theoretically the spin states in InAs/AlSb/GaSb broken-gap quantum wells by solving the Kane model and the Poisson equation self-consistently. The spin states in InAs/AlSb/GaSb quantum wells are quite different from those obtained by the single-band Rashba model due to the electron-hole hybridization. The Rashba spin splitting of the lowest conduction subband shows an oscillating behavior. The D'yakonov-Perel' spin-relaxation time shows several peaks with increasing the Fermi wave vector. By inserting an AlSb barrier between the InAs and GaSb layers, the hybridization can be greatly reduced. Consequently, the spin orientation, the spin splitting, and the D'yakonov-Perel' spin-relaxation time can be tuned significantly by changing the thickness of the AlSb barrier.