Studies of the limit order book around large price changes

We study the dynamics of the limit order book of liquid stocks after experiencing large intra-day price changes. In the data we find large variations in several microscopical measures, e.g., the volatility the bid-ask spread, the bid-ask imbalance, the number of queuing limit orders, the activity (number and volume) of limit orders placed and canceled, etc. The relaxation of the quantities is generally very slow that can be described by a power law of exponent ≈ 0.4. We introduce a numerical model in order to understand the empirical results better. We find that with a zero intelligence deposition model of the order flow the empirical results can be reproduced qualitatively. This suggests that the slow relaxations might not be results of agents’ strategic behaviour. Studying the difference between the exponents found empirically and numerically helps us to better identify the role of strategic behaviour in the phenomena.     

AB initio energy band structure of polysulfur nitride, (SN)x

All electron energy band structure is reported for an infinite one-dimensional model of polysulfur nitride, (SN)_x, using the ab initio LCAO Hartree-Fock method. The calculated values of the effective mass and density of states at the Fermi level are ?0.72 m_e and 0.06 states/(eV spin molecule), respectively. An appreciable amount of charge transfer (0.30 e) from sulfur to nitrogen was obtained. Finally, comparison is made with the results of a semi-empirical version of the same method.     

Ab initio crystal orbital treatment of hydrogen fluoride (HF) chains

Ab initio LCAO Hartree-Fock crystal orbital calculations are reported for hydrogen fluoride (HF) chains with symmetrical and asymmetrical position of the H atoms in the hydrogen bonds. An extra binding energy for the infinite chain is obtained in comparison with small clusters. The energy band structures obtained with the different geometrical arrangements are discussed.     

On the formation of electroless amorphous layers: I. Phenomenological description of NiP deposited on Cu and Fe substrates

The formation of amorphous NiP coating by electroless deposition on to copper and iron substrates has been followed by soft X-ray emission spectroscopy (SXES), X-ray diffraction (XRD) and transmission electron microscopy (TEM). Three different stages of formation can be distinguished. The first period is nucleation in an essentially two-dimensional layer where the formation of nuclei depends on the number and properties of the active sites on the underlying substrate layer. There is a three-dimensional spherical growth in the second stage. The concentration of phosphorus increased in the interspherical area. A relatively slow two-dimensional growth is characteristic of the third stage giving rise to a bright outer surface of the coating.     

Emergence of communities in weighted networks

Topology and weights are closely related in weighted complex networks and this is reflected in their modular structure. We present a simple network model where the weights are generated dynamically and they shape the developing topology. By tuning a model parameter governing the importance of weights, the resulting networks undergo a gradual structural transition from a module-free topology to one with communities. The model also reproduces many features of large social networks, including the "weak links" property.     

Sub-Minute Analysis of Lactate from a Single Blood Drop Using Capillary Electrophoresis with Contactless Conductivity Detection in Monitoring of Athlete Performance

A simple and fast method for the analysis of lactate from a single drop of blood was developed. The finger-prick whole blood sample (10 µL) was diluted (1:20) with a 7% (w/v) solution of [tris(hydroxymethyl)methylamino] propanesulfonic acid and applied to a blood plasma separation device. The device accommodates a membrane sandwich composed of an asymmetric polysulfone membrane and a supporting textile membrane that allows the collection of blood plasma into a narrow glass capillary in less than 20 s. Separated and simultaneously diluted blood plasma was directly injected into a capillary electrophoresis instrument with a contactless conductivity detector (CE-C⁴D) and analyzed in less than one minute. A separation electrolyte consisted of 10 mmol/L l-histidine, 15 mmol/L dl-glutamic acid, and 30 µmol/L cetyltrimethylammonium bromide. The whole procedure starting from the finger-prick sampling until the CE-C⁴D analysis was finished, took less than 5 min and was suitable for monitoring lactate increase in blood plasma during incremental cycling exercise. The observed lactate increase during the experiments measured by the developed CE-C⁴D method correlated well with the results from a hand-held lactate analyzer (R = 0.9882). The advantage of the developed CE method is the speed, significant savings per analysis, and the possibility to analyze other compounds from blood plasma.     

Detecting atypical examples of known domain types by sequence similarity searching: the SBASE domain library approach

SBASE is a project initiated to detect known domain types and predicting domain architectures using sequence similarity searching (Simon et al., Protein Seq Data Anal, 5: 39-42, 1992, Pongor et al, Nucl. Acids. Res. 21:3111-3115, 1992). The current approach uses a curated collection of domain sequences - the SBASE domain library - and standard similarity search algorithms, followed by postprocessing which is based on a simple statistics of the domain similarity network (http://hydra.icgeb.trieste.it/sbase/). It is especially useful in detecting rare, atypical examples of known domain types which are sometimes missed even by more sophisticated methodologies. This approach does not require multiple alignment or machine learning techniques, and can be a useful complement to other domain detection methodologies. This article gives an overview of the project history as well as of the concepts and principles developed within this the project.