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Quantitative model of price diffusion and market friction based on trading as a mechanistic random process 总被引:1,自引:0,他引:1
We model trading and price formation in a market under the assumption that order arrival and cancellations are Poisson random processes. This model makes testable predictions for the most basic properties of markets, such as the diffusion rate of prices (which is the standard measure of financial risk) and the spread and price impact functions (which are the main determinants of transaction cost). Guided by dimensional analysis, simulation, and mean-field theory, we find scaling relations in terms of order flow rates. We show that even under completely random order flow the need to store supply and demand to facilitate trading induces anomalous diffusion and temporal structure in prices. 相似文献
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Tompkins EM Farmer PB Lamb JH Jukes R Dingley K Ubick E Turteltaub KW Martin EA Brown K 《Rapid communications in mass spectrometry : RCM》2006,20(5):883-891
Accelerator mass spectrometry (AMS) is currently one of the most sensitive methods available for the trace detection of DNA adducts and is particularly valuable for measuring adducts in humans or animal models. However, the standard approach requires administration of a radiolabeled compound. As an alternative, we have developed a preliminary 14C-postlabeling assay for detection of the highly mutagenic O6-methyldeoxyguanosine (O6-MedG), by AMS. Procedures were developed for derivatising O6-MedG using unlabeled acetic anhydride. Using conventional liquid chromatography/mass spectrometry (LC/MS) analysis, the limit of detection (LOD) for the major product, triacetylated O6-MedG, was 10 fmol. On reaction of O6-MedG with 14C-acetic anhydride, using a specially designed enclosed system, the predominant product was 14C-di-acetyl O6-MedG. This change in reaction profile was due to a modification of the reaction procedure, introduced as a necessary safety precaution. The LOD for 14C-di-acetyl O6-MedG by AMS was determined as 79 amol, approximately 18,000-fold lower than that achievable by liquid scintillation counting (LSC). Although the assay has so far only been carried out with labeled standards, the degree of sensitivity obtained illustrates the potential of this assay for measuring O6-MedG levels in humans. 相似文献
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Abstract In vivo 31 P-NMR spectroscopy was applied to the investigation of the time course of metabolic response of MCA mammary carcinoma in the C,H mouse subjected to a subcurative treatment with photodynamic therapy. Eleven animals were injected with 12.5 mg kg_1 Photofrin II and after 24 h were photoactivated with 25 J cm−2 of light between 630 ± 5 nm. In vivo NMR spectroscopy was performed 1-4, 24 and 72 h after treatment. The ratio of (J-ATP intensity to inorganic phosphate (Pi) intensity changed over the time course of the study. At the 1-4 and 24 h time points the ratio of fi-ATP to Pi decreased from control values. At 72 h there was a significant increase in the ratio above the post treatment values to levels equal to or exceeding that of control pretreatment ratios. 相似文献
7.
Kim SN Kuang Z Slocik JM Jones SE Cui Y Farmer BL McAlpine MC Naik RR 《Journal of the American Chemical Society》2011,133(37):14480-14483
Peptides identified from combinatorial peptide libraries have been shown to bind to a variety of abiotic surfaces. Biotic-abiotic interactions can be exploited to create hybrid materials with interesting electronic, optical, or catalytic properties. Here we show that peptides identified from a combinatorial phage display peptide library assemble preferentially to the edge or planar surface of graphene and can affect the electronic properties of graphene. Molecular dynamics simulations and experiments provide insight into the mechanism of peptide binding to the graphene edge. 相似文献
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Although the carbon nanotube (CNT) features superior thermal properties in its pristine form, the chemical functionalization often required for many applications of CNT inevitably degrades the structural integrity and affects the transport of energy carriers. In this article, the effect of the side wall functionalization on the phonon energy transmission along the symmetry axis of CNT is studied using the phonon wave packet method. Three different functional groups are studied: methyl (-CH(3)), vinyl (-C(2)H(3)), and carboxyl (-COOH). We find that, near Γ point of the Brillouin zone, acoustic phonons show ideal transmission, while the transmission of the optical phonons is strongly suppressed. A positive correlation between the energy transmission coefficient and the phonon group velocity is observed for both acoustic and optical phonon modes. On comparing the transmission due to functional groups with equivalent point mass defects on CNT, we find that the chemistry of the functional group, rather than its molecular mass, has a dominant role in determining phonon scattering, hence the transmission, at the defect sites. 相似文献
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Sulc F Immoos CE Pervitsky D Farmer PJ 《Journal of the American Chemical Society》2004,126(4):1096-1101
Nitrosyl hydride, HNO, also commonly termed nitroxyl, is a transient species that has been implicated in the biological activity of nitric oxide, NO. Herein, we report the first generation of a stable HNO-metal complex by direct trapping of free HNO. Deoxymyoglobin (Mb-Fe(II)) rapidly reacts with HNO produced from the decomposition of methylsulfonylhydroxylamine (MSHA) or Angeli's salt (AS) in aqueous solutions from pH 7 to pH 10, forming an adduct, Mb-HNO. The unique 1H NMR signal of the Fe-bound HNO at 14.8 ppm allows definitive proof of its formation. The generation of Mb-HNO and quantification of various myoglobin byproducts were accomplished by correlation of 1H NMR, UV-vis, and EPR spectroscopies. Typically, the maximum Mb-HNO yield obtained is 60-80%; competitive side reactions with byproducts as well as the further reactivity of the Mb-HNO decrease the overall yield. At pH 10, the observed rate of Mb-HNO generation by trapping HNO from MSHA is close to that for MSHA decomposition; kinetic simulations give a lower limit to the bimolecular rate of trapping as 1.4 x 10(4) M(-1) s(-1). The binding of HNO to deoxymyoglobin is rapid and essentially irreversible, which suggests that the biological activity of nitroxyl may be mediated by its reactivity with ferrous heme proteins such as myoglobin and hemoglobin. 相似文献
10.
M. R. Smith O. T. Farmer III J. H. Reeves D. W. Koppenaal 《Journal of Radioanalytical and Nuclear Chemistry》1995,194(1):7-13
Separation and analysis of235U fission produced rare earth elements (REE) is described. Rare earth elements were separated using a high presure ion chromatographic separation where by each rare earth is isolated and individually detected. Detection is performed by inductively coupled plasma mass spectrometry (ICP/MS) and solid scintillation beta counting. The resulting detection methods allow complete evaluation of all stable (non-radioactive) and many radioactive REE fission products. The two detection methods (ICP/MS and Beta) illustrate how mass selective and radiometric data can be used to provide complimentary information regarding the isotopic characterization of radioactive samples.Pacific Northwest Laboratory is operated for the U.S. Department of Energy by Battelle Memorial Institute under Contract DE-AC06-76RLO 1830. 相似文献