Search results for " MICROSTRUCTURE"
showing 10 items of 105 documents
Mollusk carbonate thermal behaviour and its implications in understanding prehistoric fire events in shell middens
2018
Abstract Archaeological shell middens are particularly important for reconstructing prehistoric human subsistence strategies. However, very little is known about shellfish processing, especially when related to the use of fire for dietary and disposal purposes. To shed light on prehistoric food processing techniques, an experimental study was undertaken on modern gastropod shells (Phorcus lineatus). The shells were exposed to high temperatures (200–700 °C) to investigate subsequent mineralogy and macro- and microstructural changes. Afterwards, the three-pronged approach was applied to archaeological shells from Haua Fteah cave, Libya (Phorcus turbinatus) and from shell midden sites in the U…
Statistical identification with hidden Markov models of large order splitting strategies in an equity market
2010
Large trades in a financial market are usually split into smaller parts and traded incrementally over extended periods of time. We address these large trades as hidden orders. In order to identify and characterize hidden orders we fit hidden Markov models to the time series of the sign of the tick by tick inventory variation of market members of the Spanish Stock Exchange. Our methodology probabilistically detects trading sequences, which are characterized by a net majority of buy or sell transactions. We interpret these patches of sequential buying or selling transactions as proxies of the traded hidden orders. We find that the time, volume and number of transactions size distributions of …
Multiscale Model Selection for High-Frequency Financial Data of a Large Tick Stock by Means of the Jensen–Shannon Metric
2014
Modeling financial time series at different time scales is still an open challenge. The choice of a suitable indicator quantifying the distance between the model and the data is therefore of fundamental importance for selecting models. In this paper, we propose a multiscale model selection method based on the Jensen–Shannon distance in order to select the model that is able to better reproduce the distribution of price changes at different time scales. Specifically, we consider the problem of modeling the ultra high frequency dynamics of an asset with a large tick-to-price ratio. We study the price process at different time scales and compute the Jensen–Shannon distance between the original…
Integration of Mortgage and Capital Markets: Evidence in the Spanish Case
2006
The spectacular development of the Spanish mortgage market during the last decade has increased the concern about its financial integration with other capital markets. This paper examines the degree of integration between the mortgage market and two broader capital markets such as the public debt market and the money market in the Spanish case. With this purpose, different time series techniques in a context of cointegration have been used. The results obtained reveal that there exists an important degree of integration between the mortgage market and the general capital markets in Spain. In particular, the public debt market and, especially, the money market have turned into essential refe…
Microstructure and mechanical behaviour of a saturated compacted scaly clay
2011
The paper presents the results of a research on the influence of structure characteristics on the mechanical behaviour of a saturated compacted scaly clay. To this aim, mechanical properties of compacted scaly clay samples after saturation are compared with the corresponding properties measured on the clay reconstituted in the laboratory. For the stress range explored in the experimental programme, compacted scaly clay samples are stiffer and stronger than reconstituted clay samples owing to their greater density. Collected results are discussed taking in consideration microstructure characteristics of the compacted and reconstituted clay samples
Computational modelling of brittle failure in polycrystalline materials using cohesive-frictional grain-boundary elements
2014
A 3D grain-level formulation for the study of brittle failure in polycrystalline microstructures is presented. The microstructure is represented as a Voronoi tessellation and the boundary element method is used to model each crystal of the aggregate. The continuity of the aggregate is enforced through suitable conditions at the intergranular interfaces. The grain-boundary model takes into account the onset and evolution of damage by means of an irreversible linear cohesive law, able to address mixed-mode failure conditions. Upon interface failure, a non-linear frictional contact analysis is introduced for addressing the contact between micro-crack surfaces. An incremental-iterative algorith…
Micro Scale Based Mechanical Models for Electrospun Poly (Ester Urethane) Urea Scaffolds.
2009
Micro scale based mechanical models can provide a tool to guide tissue engineering scaffold design and to investigate on how the cellular mechanical and metabolic response are related to local micro-structural deformations. The present study proposes a novel approach to automatically collect micro-architectural data from SEM images of electrospun poly (ester urethane) urea (PEUU) and to recreate statistically equivalent scaffold mechanical models. Sets of contiguous SEM images for each of the three mandrel velocities (1.5, 4.5, 9.0 m/s) were analyzed. A combination of thresholding and morphological procedures enabled fibers overlaps to be detected. The algorithm precision was tested on regu…
CNT fibres - yarns between the extremes
2015
AbstractThe carbon nanotube community swims in the sea of superlatives. Researchers expect mechanical performance to achieve two extremes, an ultrastrong fibre taking us into space, and a superlubricant saving energy otherwise lost as heat. We examine CNT fibres in the light of traditional yarn science and present an interpretation of properties which combines aspects of these two extremes of performance.
Micro-Meso Scale Models of Electrosun Poly (Ester Urethane) Urea Scaffolds.
2009
Micro - Architectural Data Extraction for Electrospun Poly (Ester Urethane) Urea Scaffolds for Biomechanical Modeling.
2009
Problem: Soft tissue engineered applications have raised the need for accurate descriptions of tissue microstructure and their contributions to global mechanical behavior [1]. Accurate material image analysis is crucial to model engineered tissue biomechanics. The present study proposes a novel method to automatically collect micro-architectural data from electron micrographs (SEM) of electrospun poly (ester urethane) urea (PEUU). Methods: Sets of contiguous SEM images for electrospun PEUU scaffolds made using three mandrel collection tangential velocities (1.5, 4.5, 9.0 m/s) were analyzed. A combination of thresholding and morphological procedures enabled overlaps of fibers to be detected.…