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Flow Information (flow + information)
Selected AbstractsTRADER EXPLOITATION OF ORDER FLOW INFORMATION DURING THE LTCM CRISISTHE JOURNAL OF FINANCIAL RESEARCH, Issue 3 2009Fang Cai Abstract By using a unique data set of audit trail transactions, I examine the trading behavior of market makers in the Treasury-bond futures market during the Long-Term Capital Management (LTCM) crisis in 1998. I find strong evidence that during the crisis market makers in the aggregate engaged in anticipatory trading against customer orders from a particular clearing firm (coded PI7) that closely match various features of LTCM's trades through Bear Stearns. I also show that a significant percentage of market makers made abnormal profits during the crisis. Their aggregate abnormal profits, however, were more than offset by abnormal losses following the recapitalization of LTCM. [source] Flow-Based Automatic Generation of Hybrid Picture MazesCOMPUTER GRAPHICS FORUM, Issue 7 2009Fernando J. Wong Abstract A method for automatically generating a picture maze from two different images is introduced throughout this paper. The process begins with the extraction of salient contours and edge tangent flow information from the primary image in order to build the overall maze. Thus, mazes with passages flowing in the main edge directions and walls that effectively represent an abstract version of the primary image can be successfully created. Furthermore, our proposed approach makes possible the use of their solution path as a means of illustrating the main features of the secondary image, while attempting to keep its image motif concealed until the maze has been finally solved. The contour features and intensity of the secondary image are also incorporated into our method in order to determine the areas of the maze to be shaded by allowing the solution path to go through them. Moreover, an experiment has been conducted to confirm that solution paths can be successfully hidden from the participants in the mazes generated using our method. [source] Response properties of PMLS and PLLS neurons to simulated optic flow patternsEUROPEAN JOURNAL OF NEUROSCIENCE, Issue 5 2000Bing Li Abstract The processing of optic flow information has been extensively investigated in the medial superior temporal area (MST) of the macaque. In the cat, the posteromedial area and the posterolateral area in the lateral suprasylvian cortex (PMLS and PLLS, respectively) have been suggested as likely participants according to their direction preferences to moving objects. In the present study, 203 PMLS and 123 PLLS neurons were tested with simulated optic flow patterns composed of random dots (including expansion and contraction, clockwise and counter-clockwise rotation, and translation) and moving bar stimuli. About 90% of the neurons were found to be excited by the optic flow stimuli and most of them were multiple-responsive to different flow patterns. Only 20,25% of the cells were selective to different optic flow modes, and in general, the direction preference was fairly modest. The selective cells showed stronger directionality to both flow field and moving bar than nonselective cells. However, the optic flow response properties in the PMLS and PLLS were not well correlated with the direction preference to moving bars. In accordance with previous findings, the PMLS was analogous to the middle temporal area of the macaque in many respects. As for the PLLS cells, they were sensitive to fewer types of stimuli, but responded better and more selectively to radial motion. All these results suggest that the two lateral suprasylvian areas are unlikely to be specialized for the analysis or discrimination of different flow patterns, but may play some kind of relay role in optic flow information processing. [source] Unstructured grid generation using LiDAR data for urban flood inundation modellingHYDROLOGICAL PROCESSES, Issue 11 2010Ryota Tsubaki Abstract Inundation disasters, caused by sudden water level rise or rapid flow, occur frequently in various parts of the world. Such catastrophes strike not only in thinly populated flood plains or farmland but also in highly populated villages or urban areas. Inundation of the populated areas causes severe damage to the economy, injury, and loss of life; therefore, a proper management scheme for the disaster has to be developed. To predict and manage such adversity, an understanding of the dynamic processes of inundation flow is necessary because risk estimation is performed based on inundation flow information. In this study, we developed a comprehensive method to conduct detailed inundation flow simulations for a populated area with quite complex topographical features using LiDAR (Light Detection and Ranging) data. Detailed geospatial information including the location and shape of each building was extracted from the LiDAR data and used for the grid generation. The developed approach can distinguish buildings from vegetation and treat them differently in the flow model. With this method, a fine unstructured grid can be generated representing the complicated urban land features precisely without exhausting labour for data preparation. The accuracy of the generated grid with different grid spacing and grid type is discussed and the optimal range of grid spacing for direct representation of urban topography is investigated. The developed method is applied to the estimation of inundation flows, which occurred in the basin of the Shin-minato River. A detailed inundation flow structure is represented by the flow model, and the flow characteristics with respect to topographic features are discussed. Copyright © 2010 John Wiley & Sons, Ltd. [source] Shallow flow simulation on dynamically adaptive cut cell quadtree gridsINTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN FLUIDS, Issue 12 2007Qiuhua Liang Abstract A computationally efficient, high-resolution numerical model of shallow flow hydrodynamics is described, based on dynamically adaptive quadtree grids. The numerical model solves the two-dimensional non-linear shallow water equations by means of an explicit second-order MUSCL-Hancock Godunov-type finite volume scheme. Interface fluxes are evaluated using an HLLC approximate Riemann solver. Cartesian cut cells are used to improve the fit to curved boundaries. A ghost-cell immersed boundary method is used to update flow information in the smallest cut cells and overcome the time step restriction that would otherwise apply. The numerical model is validated through simulations of reflection of a surge wave at a wall, a low Froude number potential flow past a circular cylinder, and the shock-like interaction between a bore and a circular cylinder. The computational efficiency is shown to be greatly improved compared with solutions on a uniform structured grid implemented with cut cells. Copyright © 2006 John Wiley & Sons, Ltd. [source] Preclinical study of endoscopic ultrasonography with electronic radial scanning echoendoscopeJOURNAL OF GASTROENTEROLOGY AND HEPATOLOGY, Issue 7 2003KATSUSHI NIWA Background: To evaluate the imaging possibility of a newly designed electronic radial scanning echoendoscope (ER-ES). Methods: In the in vivo study of swine, we obtained B-mode endoscopic ultrasonography (EUS) images of the gastric and gallbladder (GB) walls and checked the ability to detect Doppler signals using ER-ES and electronic linear array echoendoscope (EL-ES). Furthermore, in the ex vivo study of swine, B-mode EUS images of fixed gastric and GB wall specimens were obtained using ER-ES, EL-ES and mechanical radial scanning echoendoscope (MR-ES). In the study of resected human specimens, we obtained B-mode EUS images of five resected GB specimens (three normal GB, one cholecystitis and one cancerous) using the three types of echoendoscope. Results: In the in vivo study of swine, ER-ES and EL-ES depicted the gastric walls as five-layered, and the GB walls as single-layered structures. The ability to detect Doppler signals was equal between ER-ES and EL-ES. In the ex vivo study of swine, ER-ES, MR-ES and EL-ES equally delineated the gastric walls as five-layered and GB walls as three-layered structures. In the study of resected human specimens, results demonstrated the normal GB walls as three-layered, the cholecystitis as a combination of outer high-echoic and inner low-echoic layers, and the cancer as a protruded tumor. Conclusions: We conclude that ER-ES has faculties for making B-mode images as well as EL-ES and MR-ES. In addition, in the in vivo study, ER-ES can analyze blood flow information as well as EL-ES. © 2003 Blackwell Publishing Asia Pty Ltd [source] Catheter-based intracardiac echocardiography in the interventional cardiac laboratoryCATHETERIZATION AND CARDIOVASCULAR INTERVENTIONS, Issue 1 2004Zheng Liu MD Abstract Recent advances in technology have engendered a renewed enthusiasm in the use of intracardiac echocardiography (ICE) to guide and assess cardiac interventions. AcuNav is a phased-array sector imaging probe equipped with color and spectral Doppler capabilities. Previous-generation imaging catheters yielded unfamiliar limited-depth radial images with no flow information. Current imaging technology such as the AcuNav has not only consolidated the role of ICE but opened newer applications in the interventional laboratory. ICE has clear advantages over transesophageal echocardiography as the imaging modality of choice in the cardiac catheterization and electrophysiological laboratories. We review the technical evolution of ICE and describe the expanded utility of the AcuNav imaging catheter during cardiac interventions. Catheter Cardiovasc Interv 2004;63:63,71. © 2004 Wiley-Liss, Inc. [source] | |||||||||||||