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Selected AbstractsThe Effect of Crossing-Network Trading on Dealer Market's Bid-Ask SpreadsEUROPEAN FINANCIAL MANAGEMENT, Issue 2 2006Carole Gresse G19 Abstract This article provides new insights into market competition between traditional exchanges and alternative trading systems in Europe. It investigates the relationship between the trading activity of a crossing network (CN) and the liquidity of a traditional dealer market (DM) by comparing data from the SEAQ quote-driven segment of the London Stock Exchange (LSE) and internal data from the POSIT crossing network. A cross-sectional analysis of bid-ask spreads shows that DM spreads are negatively related to CN executions. Risk-sharing benefits from CN trading dominate fragmentation and cream-skimming costs. Further, risk-sharing gains are found to be related to dealer trading in the CN. [source] Least-square-based radial basis collocation method for solving inverse problems of Laplace equation from noisy dataINTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING, Issue 1 2010Xian-Zhong Mao Abstract The inverse problem of 2D Laplace equation involves an estimation of unknown boundary values or the locations of boundary shape from noisy observations on over-specified boundary or internal data points. The application of radial basis collocation method (RBCM), one of meshless and non-iterative numerical schemes, directly induces this inverse boundary value problem (IBVP) to a single-step solution of a system of linear algebraic equations in which the coefficients matrix is inherently ill-conditioned. In order to solve the unstable problem observed in the conventional RBCM, an effective procedure that builds an over-determined linear system and combines with least-square technique is proposed to restore the stability of the solution in this paper. The present work investigates three examples of IBVPs using over-specified boundary conditions or internal data with simulated noise and obtains stable and accurate results. It underlies that least-square-based radial basis collocation method (LS-RBCM) poses a significant advantage of good stability against large noise levels compared with the conventional RBCM. Copyright © 2010 John Wiley & Sons, Ltd. [source] Modeling and simulation of vehicle projection arrival,discharge process in adaptive traffic signal controlsJOURNAL OF ADVANCED TRANSPORTATION, Issue 3 2010Fang Clara Fang Abstract Real-time signal control operates as a function of the vehicular arrival and discharge process to satisfy a pre-specified operational performance. This process is often predicted based on loop detectors placed upstream of the signal. In our newly developed signal control for diamond interchanges, a microscopic model is proposed to estimate traffic flows at the stop-line. The model considers the traffic dynamics of vehicular detection, arrivals, and departures, by taking into account varying speeds, length of queues, and signal control. As the signal control is optimized over a rolling horizon that is divided into intervals, the vehicular detection for and projection into the corresponding horizon intervals are also modeled. The signal control algorithm is based on dynamic programming and the optimization of signal policy is performed using a certain performance measure involving delays, queue lengths, and queue storage ratios. The arrival,discharge model is embedded in the optimization algorithm and both are programmed into AIMSUN, a microscopic stochastic simulation program. AIMSUN is then used to simulate the traffic flow and implement the optimal signal control by accessing internal data including detected traffic demand and vehicle speeds. Sensitivity analysis is conducted to study the effect of selecting different optimization criteria on the signal control performance. It is concluded that the queue length and queue storage ratio are the most appropriate performance measures in real-time signal control of interchanges. Copyright © 2010 John Wiley & Sons, Ltd. [source] ,Apparitions, and Ghosts': H(a)unting Donne's LettersLITERATURE COMPASS (ELECTRONIC), Issue 2 2009M. Thomas Hester This paper is part of a Literature Compass panel cluster on the forthcoming Oxford edition of Donne's letters. Margaret Maurer introduces the cluster which offers papers by the three editors and seeks to examine the new directions the edition will pursue. The papers were originally delivered to the members of the John Donne Society in Baton Rouge, Louisiana, in February 2008. The cluster is made up of the following articles: ,The Oxford Edition of Donne's Letters: Well Underway', Margaret Maurer, Literature Compass 5 (2008), DOI: 10.1111/j.1741-4113.2008.00598.x. ,"Apparitions, and Ghosts": H(a)unting Donne's Letters', M. Thomas Hester, Literature Compass 5 (2008), DOI: 10.1111/j.1741-4113.2008.00599.x. ,"Only in Obedience" to Whom? , The Identity of a Donne Correspondent', Dennis Flynn, Literature Compass 5 (2008), DOI: 10.1111/j.1741-4113.2008.00600.x. ,Problems in Editing John Donne's Letters: Unreliable Primary Materials', Ernest W. Sullivan, II, Literature Compass 5 (2008), DOI: 10.1111/j.1741-4113.2008.00601.x. *** One way in which we might (in part) approach the problem of establishing the canon of Donne's familiar letters is indicated through a brief review of two of what Donne called his epistolary ,apparitions, and ghosts', letters lacking ,a convenient handsome body of news. . . . spun out of nothing' (Letters 121), two letters, that is, that lack (or at first hand seem to lack) any substantial internal data beyond their style that would identify them as Donne's: (a) his problematic letter ,To the Lady G.' (first printed in Marriott's 1635 Poems); and (b) the transcription of the unsigned, unaddressed, and undated ,I promised a iorney' in the even more problematic ,Burley MS'. An examination of the approach of both nineteenth- and twentieth-century readings of the first letter provides an example of how we can determine Donne's authorship of the second letter through particular attention to the style of these two representative letters. [source] Impact and Prevention of Far-Field Sensing in Fallback Mode SwitchesPACING AND CLINICAL ELECTROPHYSIOLOGY, Issue 1p2 2003PIERRE BORDACHER BORDACHAR, P., et al.: Impact and Prevention of Far-Field Sensing in Fallback Mode Switches.Far-field oversensing (FFOS) promoted by high atrial sensitivity and short atrial refractory periods induces false positive mode switches. We evaluated the incidence of ventricular FFOS in a population of DDD paced patients. Methods: One hundred thirty-seven patients (71 ± 10years, 76 men) implanted with a Talent DR pacemaker were studied. Before discharge, an analysis of internal data stored in the memories of the PM was performed by the specific software incorporated in the programmer in parallel with a 24-hour Holter recording. Data were validated by a panel of experts. One and 4 months follow-up was based only on the data stored in the PM memories. Results: Pacing indications were atrioventricular block(n = 75), sinus node dysfunction(n = 57), and other(n = 5). Sustained far-field oversensing was observed in 12/137 patients (9%). Out of a total of 3,511 triggered mode switch episodes, FFOS accounted for 20% and 7% of a 311 days cumulative time in mode switch. Inappropriate mode switch episodes induced by far-field were more numerous but shorter than episodes prompted by atrial arrhythmias. Atrial sensitivity was increased in eight patients, successfully in four. Reprogramming of the atrial refractory period(156 ± 11 ms)was successful in five of six patients. Conclusions: A 9% rate of ventricular FFOS was observed in an unselected population, easily and automatically diagnosed using the internal memory function and the automatic analysis provided by the programmer. Prolongation of the atrial refractory period was more effective than resetting of the atrial sensitivity in eliminating FFOS. (PACE 2003; 26[Pt. II]:206,209) [source] External benchmarking hinges on internal dataPERFORMANCE IMPROVEMENT, Issue 1 2004Dr. Leland I. Forst First page of article [source] | |||||||||||||