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.

The effect of carbon nanotube orientation on erosive wear resistance of CNT-epoxy based composites

Aligned carbon nanotube (CNT) polymer composites are envisioned as the next-generation composite materials for a wide range of applications. In this work, we investigate the erosive wear behavior of epoxy matrix composites reinforced with both randomly dispersed and aligned carbon nanotube (CNT) arrays. The aligned CNT composites are prepared in two different configurations, where the sidewalls and ends of nanotubes are exposed to the composite surface. Results have shown that the composite with vertically aligned CNT-arrays exhibits superior erosive wear resistance compared to any of the other types of composites, and the erosion rate reaches a similar performance level to that of carbon steel at 20° impingement angle. The erosive wear mechanism of this type of composite, at various impingement angles, is studied by Scanning Electron Microscopy (SEM). We report that the erosive wear performance shows strong dependence on the alignment geometries of CNTs within the epoxy matrix under identical nanotube loading fractions. Correlations between the eroded surface roughness and the erosion rates of the CNT composites are studied by surface profilometry. This work demonstrates methods to fabricate CNT based polymer composites with high loading fractions of the filler, alignment control of nanotubes and optimized erosive wear properties. © 2014 Elsevier Ltd. All rights reserved.

First demonstration of a full C-band tunable WDM-PON system with novel high-temperature DS-DBR lasers

We demonstrate automatic operation of a cooler-less tunable-laser based WDM-PON system. Using a pilot-tone based overhead channel and centralized wavelength locking scheme, 1 Gb/s and 10 Gb/s data transmission is demonstrated in a multi-user set-up. © 2013 Optical Society of America.

两个冠醚分子在简正坐标分析及NRCC程序在微机上的移植

本文用加拿大国立研究院(National Research Council of Canada) Fuhrer等人编制的FORTRAN语言程序（以下简称NRCC程序），对两个冠醚类化合物进行了简正坐标分析，这两个化合物分子是二氧六环(C_4H_8O_2)和12－冠－4(C_8H_(16)O_4)。作者用Synder和Zerbi提出的一般价力场，计算了二氧六环的36个简正振动频率，精化四次后的结果误差为14.04 cm~(-1)，得到了二氧六环的精化力场和势能分析矩阵；做了12－冠－4－的中红外光谱(3200-5000cm~(-1))。远红外光谱(500-70cm~(-1))和拉曼光谱(3200-50 cm~(-1)，从而归属出12－冠－4的78个简正振动频率实验值；利用二氧六环的精化力场作为初始力场，计算了12－冠－4的简正振动频率，对78个简正振动频率进行了精化计算，精化三次后的结果误差为13.99 cm~(-1)，精化后得到12－冠－4的精化力场和势能分布矩阵；将NRCC程序以BASIC语言移至TRS-80微型机上，对二氧六环进行了计算，结果良好，首次给出二氧六环一般价力场的势能分布。一、对二氧六环的处理 二氧六环分子式C_4H_8O_2，合14个原子，有3N－6＝36个简正振动频率。分子结构系由二个乙氧基(-CH_2-CH_2-O-)单元组成的含有四个碳，两个氧的六元环，平衡态分子为椅式构象，属于C_(2h)点群，36个简正振动频率分为四个对称类Ag、Au、Bg和Bu，分布是：Ag 10个，Bg 8个，Au 9个，Bu9个。二氧六环的分子结构及坐标示意图见28而图5，定义了14个伸缩内坐标，26个弯曲内坐标，6个扭曲内坐标，共46个，C－C键长1.54A，C-O键长1.41 A，C－H键长1.096A，键角都用109°28'。用CART程序（NRCC程序之一）计算二氧六环14个原子的笛卡尔坐标，用GMAT程序（NRCC程序之二）计算其B矩阵和G矩阵，用FPERT程序（NRCC程序之三）计算其简正振动频率、精化力场，计算用一般价力场，引入V矩阵对称化，将46个坐标化为46个（内）对称坐标，10个多余坐标在FPERT程序计算中除去。二、对12－冠－4的处理 12－冠－4分子式C_8H_(16)O_4，含28个原子，共3N－6＝78个简正振动频率，分子结构为四个乙氧基(-CH_2-CH_2-O-)单元组成的含八个碳、四个氧的12元环，自由分子的12－冠－4属于C点群。结构数据引自Groth的X光衍射分数和坐标，自己编制了BASIC语言程度将分数坐标化为笛卡尔坐标，用GMAT程序计算B矩阵和G矩阵，FPERT程序计算78个简正振动频率、精化力场、计算势能分布矩阵，引入U矩阵将92个内坐标化为92个对称坐标，14个多余坐标在FPERT程序中自动除去。三、结果 势能分布矩阵给出分子的振动归属，对这两个冠醚类分子的3N－6个简正振动频率，可以划分为五个振动区域。1．C－H伸缩振动区（3000－2800 cm~(-1)） 在该区中，二氧六环有八个值：2974、2966、2854和2867 cm~(-1)各两个，12－冠－4有16个值：2935、2923、2915和2907 cm~(-1)各两个，2860 cm~(-1)8个，高于2900 cm~(-1)者为反对称伸缩振动，低于2900 cm~(-1)者为对称伸缩振动。2．亚甲基弯曲振动之一(1500-1400 cm~(-1)) 该区的主要振动是亚甲基剪式振动(Scissor)，其它振动小于10％二氧六环在该区有四个频率：1443、1461、1451和1457 cm~(-1)，12－冠－4有八个频率：1466、1450、1450和1405 cm~(-1)各两个。3．亚甲基弯曲振动区二(1400-1200 cm~(-1))该区的主要振动模式为亚甲基的颤动(wag)、卷曲(twist)和摆动(rock)振动，其它振动小于13％。二氧六环在该区有八个频率：1334、1303、1396、1216、1367、1264、1377和1296 cm~(-1)，12－冠－4有十六个频率：1388、1363、……1229 cm~(-1)（其中1288、1307cm~(-1)非简并，其余皆两重简并）。4．环的骨架伸缩振动区(1200-600 cm~(-1))该区振动模式复杂，除环的骨架伸缩振动外，还有亚甲基的wag、twist、rock以及环的骨架弯曲振动，而且这些振动的势能分布值都不小。二氧六环在该区有十一个频率，从1127至610 cm~(-1)，12－冠－4有二十个频率，从1135至184 cm~(-1)且大都是二重简并的。5．低频区(600-50cm~(-1))这两个分子在低频区的势能分布略有差别。二氧六环在该区有五个频率：503、486、427、276和224 cm~(-1)，主要振动模式为骨架弯曲振动和扭曲振动，C－O、C－C的扭曲振动在三个最低频率中分布占10－30％。12－冠－4在该区有18个频率，除570和547cm~(-1)处，都是二重简并的，六个最低频率的振动模式完全属于C－O、C－C键的扭曲振动，其它振动小于10％，所以200 cm~(-1)以下可称为12－冠－4的扭曲振动区，在600－200cm~(-1)之间的12个频率主要是骨架的弯曲振动，也有一定量的亚甲基wag、twist、rock振动。12－冠－4的简正坐标分析尚未有人做过。二氧六环的计算结果与Snyder和Zerbi的分析相吻合，12－冠－4和二氧六环两分子势能分布的相对一致性证明了对12－冠－4的简正坐标分析基本是正确的。本文比较了二分子的力常数和振动频率，探讨了环的大小对振动光谱的影响。四、NRCC程序简介 NRCC程序由CART、GMAT和FPERT三个程序组成，即可联一起运用，亦可分开独立进行运算。该程序功能强，所占内存大，适于大、中型计算机使用。CART程序之名字取自Cartisian Co-or-dinates的前四个字母，功能系由分子结构参数（键长、键角）计算分子内各原子的笛卡尔坐标。GMAT程序之名字取自G matrix的前四个字母，功能系由分子内各原子的笛卡尔坐标，原子质量和内坐标定义计算分子内各原子的坐标交换矩阵B和Wilson振动动能矩阵G。FPERT程序之名字取自F Perturbation的前五个字母，功能系由分子振动功能矩阵G、势能常数即力常数矩阵F计算分子的简正振动频率和势能分布矩阵，再通过实验频率精化势能矩阵F。NRCC程序可对含30个原子、60个内坐标的分子进行简正坐标分析，扩充后容量增大一倍。该程序可选用一般价力场(General Valence Force Field, 简称GVFF)和UBS力场(Urey-Bradley-Shimanouchi Force Field)，简称UBSFF或UBFF)。可选用对称化U矩阵，可自行决定力场精化次数和阻尼常数以限制精化结果的收敛性。五、NRCC程序在TRS－80微型机上移植试尝（该部分曾在第三届长春夏季化学讨论会上宣读）针对NRCC程序占内存空间大、难以在微型机上实现的情况，作者将NRCC程序改编为BASIC语言，改变程序的原来结构，形成一组BASIC语言程序：CART／BAS、GMAT／BAS和VIFR／BAS，改编后的BASIC程序在TRS－80微型机调试通过，TRS－80机字长8位，New Dos系统内存32K。改写后的程序只保持了原程序的基本原理，在内存，语句上改动很大，以适于微型机使用。数据在程序中直接嵌入，利于修改替换，且BASIC语言简单易学，便于操作。CART／BAS程序可计算含30个原子以内的分子的笛卡尔坐标，GMAT／BAS程序可计算含20个原子、45个内坐标的分子的G矩阵，VIFR／BAS程序可计算含15个原子的分子的简正振动频率。利用这组程序，作者以二氧六环分子为例做了一些试尝运算，误差14.4 cm~(-1)，相对误差1.8%，结果较理想。

{[(μ_2—Cl)(C_5H_5)Sm(μ_2—Cl)]_2(μ_3—Cl](μ_4—O)Sm(μ_2—Cl)THF}_2~(2-)·[Li(DME)_2·Li(THF)_2DME]~(2+)·DME的晶体结构

1977年,Bradley等人报道了稀土离子间以双氧离子(O_2~(2-))为桥的稀土金属有机配合物的合成及其晶体结构,类似的稀土离子间夹有氧离子(O~(2-))的金属有机配合物也相继有些报道,但本文提出的含有六个Sm~(3+)夹有两个氧离子的簇状配合物则未见报道。

Generation and evolution of magma beneath the East Pacific Rise: Constraints from U-series disequilibrium and plagioclase-hosted melt inclusions

Mid-ocean ridge basalt (MORB) samples from the East Pacific Rise (EPR 12 degrees 50'N) were analyzed for U-series isotopes and compositions of plagioclase-hosted melt inclusions. The Ra-226 and Th-230 excesses are negatively correlated; the Ra-226 excess is positively correlated with Mg# and Sm/Nd, and is negatively correlated with La/Sm and Fe-8; the Th-230 excess is positively correlated with Fe-8 and La/Sm and is negatively correlated with Mg# and Sm/Nd. Interpretation of these correlations is critical for understanding the magmatic process. There are two models (the dynamic model and the "two-porosity" model) for interpreting these correlations, however, some crucial parameters used in these models are not ascertained. We propose instead a model to explain the U-series isotopic compositions based on the control of melt density variation. For melting either peridotite or the "marble-cake" mantle, the FeOt content, Th-230 excess and La/Sm ratio increases and Sm/Nd decreases with increasing pressure. A deep melt will evolve to a higher density and lower Mg# than a shallow melt, the former corresponds to a long residence time, which lowers the Ra-226 excess significantly. This model is supported by the existence of low Ra-226 excesses and high Th-230 excesses in MORBs having a high Fe-8 content and high density. The positive correlation of Ra-226 excess and magma liquidus temperature implies that the shallow melt is cooled less than the deep melt due to its low density and short residence time. The correlations among Fe-8, Ti-8 and Ca-8/Al-8 in plagioclase-hosted melt inclusions further prove that MORBs are formed from melts having a negative correlation in melting depths and degrees. The negative correlation of Ra-226 excess vs. chemical diversity index (standard deviation of Fe-8, Ti-8 and Ca-8/Al-8) of the melt inclusions is in accordance with the influence of a density-controlled magma residence time. We conclude that the magma density variation exerts significant control on residence time and U-series isotopic compositions. (c) 2010 Elsevier B.V. All rights reserved.

Physical mechanism and numerical simulations of surface layer temperature inversion in tropical ocean

The one-dimensional Kraus-Turner mixed layer model improved by Liu is developed to consider the effect of salinity and the equations of temperature and salinity under the mixed layer. On this basis, the processes of growth and death of surface layer temperature inversion is numerically simulated under different environmental parameters. At the same time, the physical mechanism is preliminarily discussed combining the observations at the station of TOGA-COARE 0 degrees N, 156 degrees E. The results indicate that temperature inversion sensitively depends on the mixed layer depth, sea surface wind speed and solar shortwave radiation, etc., and appropriately meteorological and hydrological conditions often lead to the similarly periodical occurrence of this inversion phenomenon.

高原鼠兔(Ochotona curzoniae)在生长发育过程中体温、热代谢和褐色脂肪组织(BAT)的变化

本文研究了栖息在高寒地区的高原鼠兔(Ochotona curzoniae)的体温、热代谢和肩胛部BAT随个体发育的变化，讨论了高原鼠兔热代谢发育特征及发育策略。结果表明新生个体具有初步的热调节能力，但环境温度变化时，还不能维持稳定的体温。体重为12.5克的幼体（约1－3日龄），其最低代谢离为3.028(mlO_2/g·h)，相对于Kleiber期望值的百分率为167％，热传导率为0.518(mlO_2/g·h· ℃)，相对于Bradley-Deavers期望值的百分率为200％，热中性区下临界温度为32.7 ℃。随着个体的发育，最低代谢率趋于下降，但其相对于Kleiber期望值的百分率在体重增长到大约90克前，趋于增加，其后才略有下降，热传导率及其相对于Bradley-Deavers期望值的百分率和热中性区的下临界温度随个体的发育趋于降低。所以在各环境温度下，高原鼠兔的体温随着个体发育表现出上升的变化。高原鼠兔BAT在整个发育时期都存在。刚出生时BAT发达，相对重量高，结构成熟，BAT细胞充满小而多的脂肪滴，线粒分布致密。随着个体发育，BAT相对重量和水分含量均迅速降低，结构呈退化趋势。高原鼠兔幼体主要利用小气候环境和BAT产热抵抗低温压力，高原鼠兔热调节发育的特征和对小气候环境的利用有利于减少体温调节耗能，促进生长发育。而发育到成体时，最低代谢率和热传导率对其期望值的偏离反映出高原鼠兔对西息环境的适应。另外，高原鼠兔通过行为热调节对生理调节加以补充。

长石及其伴生矿物的~(40)Ar/~(39)Ar法对比研究

~(40)Ar-~(39)Ar法是继K-Ar法后发展起来的一个新的年代学分支，自1962年Sigurgeirssion正式提出~(40)Ar-~(39)Ar计时理论以来，经C. M. Merrihue, G. Turner, G. B. Dalrymple, M. A. Lanphere, I. McDougall, J. G. Mitchell等人的不断改造和完善，现已发展成为一门较为成熟的学科。~(40)Ar-~(39)Ar法以其独特的优点而倍受地质学家的偏爱，其中阶段加热技术是~(40)Ar-~(39)Ar法得以广泛应用的关键，它不仅可以提供一般的年代学资料，同时，还提供诸如样品的受热历史、过剩Ar、封闭温度以及岩体的隆起速率等许多信息。近十年来，对这一领域的研究，无论是在理论方面，还是在实验技术方面，都取得了可喜的进展。

It's not interaction, it's make believe.

A principal, but largely unexplored, use of our cognition when using interacting technology involves pretending. To pretend is to believe that which is not the case, for example, when we use the desktop on our personal computer we are pretending, that is, we are pretending that the screen is a desktop upon which windows reside. But, of course, the screen really isn't a desktop. Similarly when we engage in scenario- or persona-based design we are pretending about the settings, narrative, contexts and agents involved. Although there are exceptions, the overwhelming majority of the contents of these different kinds of stories are not the case. We also often pretend when we engage in the evaluation of these technologies (e.g. in the Wizard of Oz technique we "ignore the man behind the curtain"). We are pretending when we ascribe human-like qualities to digital technology. In each we temporarily believe something to be the case which is not. If we add the experience of tele- and social-presence to this, and the diverse experiences which can arise from using digital technology which too are predicted on pretending, then we are prompted to propose that human computer interaction and cognitive ergonomics are largely built on pretending and make believe. If this premise is accepted (and if not, please pretend for a moment), there are a number of interesting consequences.

Enactive appropriation.

The appropriation of digital artefacts involves their use, which has changed, evolved or developed beyond their original design. Thus, to understand appropriation, we must understand use. We define use as the active, purposive exploitation of the affordances offered by the technology and from this perspective; appropriation emerges as a natural consequence of this enactive use. Enaction tells us that perception is an active process. It is something we do, and not something that happens to us. From this reading, use then becomes the active exploitation of the affordances offered us by the artefact, system or service. In turn, we define appropriation as the engagement with these actively disclosed affordances—disclosed as a consequence of, not just, seeing but of seeing as. We present a small case study that highlights instances of perception as an actively engaged skill. We conclude that appropriation is a simple consequence of enactive perception.

North Wales Clinical Librarian project. Final project report

Urquhart, C., Durbin, J. & Turner, J. (2005). North Wales Clinical Librarian project. Final project report. Aberystwyth: Department of Information Studies. Summary report, plus individual site summary reports also available from http://users.aber.ac.uk/cju/ Sponsorship: NHS Trusts in North Wales